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Testing for asymmetric pricing in the Canadian retail gasoline market

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  • Godby, Rob
  • Lintner, Anastasia M.
  • Stengos, Thanasis
  • Wandschneider, Bo

Abstract

This paper applies a Threshold Regression model to test for asymmetric pricing in the retail gasoline market in Canada, using weekly data for the period January, 1990 to december , 1996.

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Bibliographic Info

Article provided by Elsevier in its journal Energy Economics.

Volume (Year): 22 (2000)
Issue (Month): 3 (June)
Pages: 349-368

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Handle: RePEc:eee:eneeco:v:22:y:2000:i:3:p:349-368

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  1. Hansen, B.E., 1991. "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER).
  2. Reilly, Barry & Witt, Robert, 1998. "Petrol price asymmetries revisited," Energy Economics, Elsevier, vol. 20(3), pages 297-308, June.
  3. Borenstein, Severin & Cameron, A Colin & Gilbert, Richard, 1997. "Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?," The Quarterly Journal of Economics, MIT Press, vol. 112(1), pages 305-39, February.
  4. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
  5. Bacon, Robert W., 1991. "Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes," Energy Economics, Elsevier, vol. 13(3), pages 211-218, July.
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