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

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Author Info
Chen, Li-Hsueh
Finney, Miles
Lai, Kon S.
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File URL: http://www.sciencedirect.com/science/article/B6V84-4GTW8XR-5/2/97f12096b5c728e3fbbc8d5c1d980d5a
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 89 (2005)
Issue (Month): 2 (November)
Pages: 233-239
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Handle: RePEc:eee:ecolet:v:89:y:2005:i:2:p:233-239

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  1. Duasa, Jarita, 2009. "Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia," MPRA Paper 14535, University Library of Munich, Germany. [Downloadable!]
  2. Valadkhani, Abbas, 2009. "Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities?," Economics Working Papers wp09-08, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
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