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Asymmetric impact of crude price on oil product pricing in the United States : an application of multiple threshold nonlinear autoregressive distributed lag model
Pal, Debdatta; Mitra, Subrata Kumar - In: Economic modelling 51 (2015), pp. 436-443
Persistent link: https://www.econbiz.de/10011476119
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Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel; Gil-Alaña, Luis A. - In: Applied economics letters 23 (2016) 10/12, pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
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The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Energy economics 46 (2014), pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
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Time-frequency contained co-movement of crude oil and world food prices : a wavelet-based analysis
Pal, Debdatta; Mitra, Subrata Kumar - In: Energy economics 62 (2017), pp. 230-239
Persistent link: https://www.econbiz.de/10011748104
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - In: Oxford bulletin of economics and statistics 65 (2003) 2, pp. 220-239
Persistent link: https://www.econbiz.de/10001822061
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
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Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 4, pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
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UK unemployment dynamics : a fractionally cointegrated approach
Gil-Alaña, Luis A. - In: Economia internazionale 59 (2006) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10003330750
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Asymmetric oil product pricing in India : evidence from a multiple threshold nonlinear ARDL model
Pal, Debdatta; Mitra, Subrata Kumar - In: Economic modelling 59 (2016), pp. 314-328
Persistent link: https://www.econbiz.de/10011647848
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Do airfares respond asymmetrically to fuel price changes? : a multiple threshold nonlinear ARDL model
Pal, Debdatta; Mitra, Subrata Kumar - In: Energy economics 111 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013350161