Econometric models of asymmetric price transmission
By Giliola Frey, Matteo Manera. 2007
421 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/ad1b2af4f1521f8fc0647698a999a463879db9ab
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Teresa Serra
- David Zilberman
- P. Fousekis
- Emmanouil Trachanas
- C. Katrakilidis
- G. Zachmann
- Andrew Eckert
- C. von Hirschhausen
In Renewable Energy, Sustainability and the Environment
- Teresa Serra
- Emmanouil Trachanas
- David Zilberman
- P. Fousekis
- Andrew Eckert
- C. Katrakilidis
- C. von Hirschhausen
Citations in the corpus
- Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2016, background): “Vertical asymmetric price transmission (APT) can be of two main types: (a) APT in magnitude and (b) APT in speed (Frey and Manera, 2007; Gervais, 2011).”
- EMPIRICAL STUDIES OF GASOLINE RETAILING: A GUIDE TO THE LITERATURE (2013, positive): “Indeed, these articles are part of an even larger literature examining passthrough of upstream cost shocks in a variety of industries; see Frey and Manera (2007) and Meyer and von Cramon-Taubadel (2004) for surveys of the broader literature which focus on the technical issues of modelling and estima”
- First evidence of asymmetric cost pass-through of EU emissions allowances: Examining wholesale electricity prices in Germany (2008, background): “See Geweke (2004), Manera and Frey (2005) and Kaufmann and Laskowski (2005) for a survey of the literature on asymmetric gasoline pricing.”
- Biofuel-related price transmission literature: A review (2013, background): “5 Meyer and von Cramon-Taubadel (2004) and Frey and Manera (2007) have provided reviews of the causes and estimation of nonlinearities in price transmission.”
- Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2014, neutral): “Frey and Manera (2007) review the existing empirical literature on price asymmetries in commodities from 38 studies in terms of econometric models, type of asym-1 metries and empirical findings.”