Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases

By S. Radchenko. 2005

202 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/96591baec299d0795cfa69bc220893356deb1644

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In Economics and Econometrics

In Management Science and Operations Research

Citations in the corpus

Taxation and the Asymmetric Adjustment of Selected Retail Energy Prices in the UK (2013, background): “…and 1Various theoretical explanations for asymmetric price adjustment have been proposed in the literature, the dominant three being oligopolistic pricing behaviour (Radchenko, 2005), inventory capacity and costs (Borenstein and Shepard, 2002) and nonlinear consumer search-effort (Johnson, 2002).”
Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2013, background): “Various theoretical explanations for asymmetric price adjustment have been adduced in the literature, the dominant three being oligopolistic pricing behaviour (Radchenko, 2005), inventory capacity and costs (Borenstein and Shepard, 2002) and nonlinear con-”
Econometric models of asymmetric price transmission (2007, unknown): “Another interesting paper is proposed by Radchenko (2005a), who analyzes the link between oil price volatility and the asymmetric response of gasoline prices to oil price variations in the US market.”
Biofuel-related price transmission literature: A review (2013, background): “Such nonlinearities have been found to characterize both nonenergy and energy commodity prices (Balcombe and Rapsomanikis, 2008; Holt and Craig, 2006; Honarvar, 2009; Nazlioglu, 2011; Peri and Baldi, 2010; Radchenko, 2005; Serra et al., 2011a).”
Influential factors in crude oil price forecasting (2017, methodology): “Radchenko (2005) applies a shifting trend model with an autoregressive process in error terms instead of the white noise process.”
Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship (2005, unknown): “The influence of oil price volatility on the degree of gasoline price asymmetry is studied by Radchenko (2004).”
Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, background): “The asymmetric responses of real activity to changes in crude oil prices have been heavily studied in the literature (e.g., Radchenko (2005) for real gasoline prices, Huang et al. (2006) for changes in industrial production and real stock returns, and Kilian and Vigfusson (2011) for unemployment,…”