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Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship
Manera, Matteo; Grasso, Margherita - Fondazione ENI Enrico Mattei (FEEM) - 2005
The existing literature on price asymmetries does not systematically investigate the sensitivity of the empirical …
Persistent link: https://www.econbiz.de/10005423206
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New evidence on the relationship beetween crude oil and petroleum product prices
Denni, Mario; Frewer, G. - Dipartimento di Economia, Università degli Studi di Roma 3 - 2006
The present study aims at providing new evidence on the price re- lationships between crude oil and petroleum products. We employ single-equation error correction models (ECM) in which both changes in crude oil price and deviations from the long-run equilibrium are used to explain product price...
Persistent link: https://www.econbiz.de/10005405030
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Rockets and feathers revisited: An international comparison on European gasoline markets
Galeotti, Marzio; Lanza, Alessandro; Manera, Matteo - 2002
This paper re-examines the issue of asymmetries in the transmission of shocks to crude oil prices onto the retail price … possible asymmetries at either one or both stages; iii) use of asymmetric error correction models to distinguish between … asymmetries that arise from short-run deviations in input prices and from the speed at which the gasoline price reverts to its …
Persistent link: https://www.econbiz.de/10011335674
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Rockets and feathers revisited : an international comparison on European gasoline markets
Galeotti, Marzio; Lanza, Alessandro; Manera, Matteo - 2002
This paper re-examines the issue of asymmetries in the transmission of shocks to crude oil prices onto the retail price … possible asymmetries at either one or both stages; iii) use of asymmetric error correction models to distinguish between … asymmetries that arise from short-run deviations in input prices and from the speed at which the gasoline price reverts to its …
Persistent link: https://www.econbiz.de/10011596079
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Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market
Bragoudakis, Zacharias; Sideris, Dimitrios - In: Economic Bulletin (2012) 37, pp. 7-21
The present paper investigates whether Greek gasoline prices respond symmetrically to changes in international oil prices. The study uses all available observations and applies the TAR (Threshold Auto-Regressive) methodology, which is considered to be the most reliable econometric technique...
Persistent link: https://www.econbiz.de/10010855032
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Oil and Product Price Dynamics in International Petroleum Markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - 2003
In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over the...
Persistent link: https://www.econbiz.de/10011325123
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Oil and product price dynamics in international petroleum markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - 2003
In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over the...
Persistent link: https://www.econbiz.de/10011592760
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Oil and price dynamics in international petroleum markets
Lanza, A.; Manera, M.; Giovannini, M. - Centro Ricerche Nord Sud (CRENoS) - 2003
In this paper we investigate crude oil and products price dynamics. We present a comparison among ten prices series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over...
Persistent link: https://www.econbiz.de/10005049495
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Oil and Product Price Dynamics in International Petroleum Markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - Fondazione ENI Enrico Mattei (FEEM) - 2003
In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over the...
Persistent link: https://www.econbiz.de/10005423205
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Rockets and feathers revisited: an international comparison on European gasoline markets
Galeotti, M.; Lanza, A.; Manera, M. - Centro Ricerche Nord Sud (CRENoS) - 2001
This paper re-examines the issue of asymmetries in the transmission of shocks to crude oil prices onto the retail price … possible asymmetries at either one or both stages; iii) use of asymmetric error correction models to distinguish between … asymmetries that arise from short-run deviations in input prices and from the speed at which the gasoline price reverts to its …
Persistent link: https://www.econbiz.de/10005056608