Oil vs. gasoline: The dark side of volatility and taxation
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DOI: 10.1016/j.ribaf.2016.02.005
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- Sofiane Aboura & Julien Chevallier, 2016. "Oil vs. gasoline: The dark side of volatility and taxation," Post-Print halshs-01348705, HAL.
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Cited by:
- Palencia-González, Francisco J. & Navío-Marco, Julio & Juberías-Cáceres, Gema, 2020. "Analysis of brand influence in the rockets and feathers effect using disaggregated data," Research in International Business and Finance, Elsevier, vol. 52(C).
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Keywords
Volatility; Gasoline; Crude oil; Asymmetry; VT DCC; Taxation;JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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