New evidence on the relationship beetween crude oil and petroleum product prices
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More about this item
KeywordsOil prices; Market integration; Cointegration; Error correction models;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-24 (All new papers)
- NEP-ENE-2007-03-24 (Energy Economics)
- NEP-MAC-2007-03-24 (Macroeconomics)
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