A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices

By Li-Hsueh Chen, Miles M. Finney, K. Lai. 2005

190 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/f640b28e3ab42afc57c165290e88f3bde10faba1

Citations in the corpus

• Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2014, unknown): “The results of Chen et al. (2005) are also not supported by ours as they indicate that the observed asymmetry in retail gasoline price transmission primarily occurs downstream of the transmission process but not upstream.”