Asymmetric Adjustments in Oil and Metals Markets
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics,
Elsevier, vol. 68(1), pages 29-51, July.
- M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
- Ziliak, James P, 1997. "Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 419-431, October.
- Holz, Franziska & von Hirschhausen, Christian & Kemfert, Claudia, 2008. "A strategic model of European gas supply (GASMOD)," Energy Economics, Elsevier, vol. 30(3), pages 766-788, May.
- Gijsbert T.J. Zwart, 2009.
"European Natural Gas Markets: Resource Constraints and Market Power,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Special I), pages 151-166.
- Gijsbert Zwart, 2008. "European natural gas markets: resource constraints and market power," CPB Discussion Paper 116, CPB Netherlands Bureau for Economic Policy Analysis.
- Tooraj Jamasb and Michael Pollitt, 2005.
"Electricity Market Reform in the European Union: Review of Progress toward Liberalization & Integration,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Special I), pages 11-42.
- Tooraj Jamasb & Michael Pollitt, 2005. "Electricity Market Reform in the European Union - Review of Progress toward Liberalization & Integration," Working Papers 0503, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Richard Blundell & Stephen Bond, 2000.
"GMM Estimation with persistent panel data: an application to production functions,"
Taylor & Francis Journals, vol. 19(3), pages 321-340.
- Richard Blundell & Stephen Bond, 1999. "GMM estimation with persistent panel data: an application to production functions," IFS Working Papers W99/04, Institute for Fiscal Studies.
- Pollitt, M.G., 2009. "Electricity Liberalisation in the European Union: A Progress Report," Cambridge Working Papers in Economics 0953, Faculty of Economics, University of Cambridge.
- Okten, Cagla & Arin, K. Peren, 2006. "The Effects of Privatization on Efficiency: How Does Privatization Work?," World Development, Elsevier, vol. 34(9), pages 1537-1556, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hassan Ghassan & Prashanta Banerjee, 2015.
"A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices,"
Springer, vol. 49(1), pages 305-323, August.
- Ghassan, Hassan B. & Banerjee, Prashanta K., 2013. "A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices," MPRA Paper 62168, University Library of Munich, Germany, revised May 2014.
- Ghassan, Hassan Belkacem & AlHajhoj, Hassan Rafdan, 2016.
"Long run dynamic volatilities between OPEC and non-OPEC crude oil prices,"
Elsevier, vol. 169(C), pages 384-394.
- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2015. "Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices," MPRA Paper 69962, University Library of Munich, Germany, revised 15 Jan 2016.
- Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012.
"Asymmetric adjustments in the ethanol and grains markets,"
Elsevier, vol. 34(6), pages 1990-2002.
- Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers 752, Kyoto University, Institute of Economic Research.
- Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011. "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers EI 2010-78, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012. "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE 2012-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Atanu Ghoshray and Tatiana Trifonova, 2014. "Dynamic Adjustment of Crude Oil Price Spreads," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Rossen, Anja, 2015.
"What are metal prices like? Co-movement, price cycles and long-run trends,"
Elsevier, vol. 45(C), pages 255-276.
- Rossen, Anja, 2014. "What are metal prices like? Co-movement, price cycles and long-run trends," HWWI Research Papers 155, Hamburg Institute of International Economics (HWWI).
- Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014. "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(2), pages 105-127, June.
- Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015. "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, vol. 52(PA), pages 183-194.
- Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016.
"How is volatility in commodity markets linked to oil price shocks?,"
Elsevier, vol. 59(C), pages 11-23.
- Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2015. "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Working Papers 2015.101, Fondazione Eni Enrico Mattei.
- Liu, Tengdong & Hammoudeh, Shawkat & Thompson, Mark A., 2013. "A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 99-112.
More about this item
- F0 - International Economics - - General
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aen:journl:2010v31-04-a09. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (David Williams). General contact details of provider: http://edirc.repec.org/data/iaeeeea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.