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Citations for "Econometric Models of Asymmetric Price Transmission"

by Matteo Manera & Giliola Frey

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  1. Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014. "Long- and short-run price asymmetries in the Italian energy market: the case of gasoline and heating gasoil," a/ Working Papers Series 1407, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
  2. Karagiannis, Stelios & Panagopoulos, Yannis & Vlamis, Prodromos, 2010. "Interest rate pass-through in Europe and the US: Monetary policy after the financial crisis," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 323-338, May.
  3. Koutroumanidis, Theodoros & Zafeiriou, Eleni & Arabatzis, Garyfallos, 2009. "Asymmetry in price transmission between the producer and the consumer prices in the wood sector and the role of imports: The case of Greece," Forest Policy and Economics, Elsevier, vol. 11(1), pages 56-64, January.
  4. Zachmann, Georg & von Hirschhausen, Christian, 2008. "First evidence of asymmetric cost pass-through of EU emissions allowances: Examining wholesale electricity prices in Germany," Economics Letters, Elsevier, vol. 99(3), pages 465-469, June.
  5. Papusson Chaiwat & Nantarat Tangvitoontham, 2014. "Petroleum’s Price Transmission and Imported Demand for Crude Oil in Thailand," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 476-483.
  6. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  7. Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Post-Print halshs-01022598, HAL.
  8. Bakucs, Lajos Zoltan & Falkowski, Jan & Ferto, Imre, 2012. "What causes asymmetric price transmission in agro-food sector? Meta-analysis perspective," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 134765, Agricultural Economics Society.
  9. Octavio Fern?ndez-Amador & Josef Baumgartner & Jes?s Crespo-Cuaresma, 2010. "Milking The Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria," Working Papers 2010-21, Faculty of Economics and Statistics, University of Innsbruck.
  10. Jordi Perdiguero-García, 2010. "“Symmetric or asymmetric gasoline prices? A metaanalysis approach”," IREA Working Papers 201013, University of Barcelona, Research Institute of Applied Economics, revised Nov 2010.
  11. Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan, 2006. "Non-linearities in mark-up on costs," MPRA Paper 1468, University Library of Munich, Germany.
  12. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
  13. Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Energy Policy, Elsevier, vol. 65(C), pages 567-573.
  14. RumaÌnková, R., 2014. "Asymmetry in Price Transmission of the Czech Wheat Agri-food Chain," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 6(1), March.
  15. Meyler, Aidan, 2009. "The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices," Energy Economics, Elsevier, vol. 31(6), pages 867-881, November.
  16. Kuan-Min Wang & Yuan-Ming Lee, 2009. "A measure of marketing price transmission in the rice market of Taiwan," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 27(2), pages 311-326.
  17. Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012. "Oil price shocks and transportation firm asset prices," Energy Economics, Elsevier, vol. 34(5), pages 1370-1379.
  18. Rifin, Amzul, 2009. "Price Linkage between International Price of Crude Palm Oil (CPO) and Cooking Oil Price in Indonesia," 2009 Conference, August 16-22, 2009, Beijing, China 50828, International Association of Agricultural Economists.
  19. Cacchiarelli, L. & Lass, D. A. & Sorrentino, A., 2013. "CAP reform and price transmission in the pasta chain," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149925, Italian Association of Agricultural and Applied Economics (AIEAA).
  20. Carlos Usabiaga & Diego Romero-Ávila, 2012. "New Disaggregate Evidence on Spanish Inflation Persistence," EcoMod2012 3800, EcoMod.
  21. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
  22. Roeger, Edward & Leibtag, Ephraim S., 2011. "How Retail Beef and Bread Prices Respond to Changes in Ingredient and Input and Costs," Economic Research Report 102757, United States Department of Agriculture, Economic Research Service.
  23. Mario Porqueddu & Fabrizio Venditti, 2012. "Do food commodity prices have asymmetric effects on Euro-Area inflation?," Temi di discussione (Economic working papers) 878, Bank of Italy, Economic Research and International Relations Area.
  24. Perdiguero-García, Jordi, 2013. "Symmetric or asymmetric oil prices? A meta-analysis approach," Energy Policy, Elsevier, vol. 57(C), pages 389-397.
  25. Joshua Sherman & Avi Weiss, 2012. "Price Response, Asymmetric Information, and Competition," Working Papers 2012-13, Bar-Ilan University, Department of Economics.
  26. Ning, Zhuo & Sun, Changyou, 2014. "Vertical price transmission in timber and lumber markets," Journal of Forest Economics, Elsevier, vol. 20(1), pages 17-32.
  27. Mirza, Faisal Mehmood & Bergland, Olvar, 2012. "Pass-through of wholesale price to the end user retail price in the Norwegian electricity market," Energy Economics, Elsevier, vol. 34(6), pages 2003-2012.
  28. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
  29. Goychuk, Kateryna & Meyers, William H., 2013. "Short- and long-run relationships between Ukrainian barley and world feed grain export prices," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143085, Southern Agricultural Economics Association.
  30. Kuiper, W. Erno & Pennings, Joost M.E. & Verhees, Frans J.H.M., 2011. "A new econometric test for asymmetric price adjustment by cointegration vector restrictions with an application to the U.S. and Dutch pork chains," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114685, European Association of Agricultural Economists.
  31. Michael Polemis, 2012. "Competition and price asymmetries in the Greek oil sector: an empirical analysis on gasoline market," Empirical Economics, Springer, vol. 43(2), pages 789-817, October.
  32. Xia, Tian & Li, Xianghong, 2010. "Consumption Inertia and Asymmetric Price Transmission," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 35(2), August.
  33. Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger, 2007. "New York mark-ups on petroleum products," Working Papers 2008:2, Lund University, Department of Economics.
  34. Chakraborty, Ratula & Dobson, Paul & Seaton, Jonathan S. & Waterson, Michael, 2011. "Pricing in inflationary times- the penny drops," The Warwick Economics Research Paper Series (TWERPS) 975, University of Warwick, Department of Economics.
  35. Polemis, Michail & Fotis, Panagiotis, 2011. "The gasoline Industry in European Union and the USA," MPRA Paper 35097, University Library of Munich, Germany.
  36. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices," NIPE Working Papers 05/2014, NIPE - Universidade do Minho.
  37. Manuel Frondel & Christoph M. Schmidt & Colin Vance, 2013. "Asymmetry – Resurrecting the Roots," Ruhr Economic Papers 0451, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  38. Jean-Philippe Gervais, 2011. "Disentangling nonlinearities in the long- and short-run price relationships: an application to the US hog/pork supply chain," Applied Economics, Taylor & Francis Journals, vol. 43(12), pages 1497-1510.
  39. Seyed Safdar Hosseini & Zahra Alizadeh Khalifehmahaleh, 2013. "Market Structure and Price Adjustment in the Iranian Tea Market," Iranian Economic Review, Economics faculty of Tehran university, vol. 18(2), pages 1-19, spring.
  40. Sun, Changyou, 2011. "Price dynamics in the import wooden bed market of the United States," Forest Policy and Economics, Elsevier, vol. 13(6), pages 479-487, July.
  41. Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013. "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 253-272, August.
  42. Polemis, Michael L. & Fotis, Panagiotis N., 2013. "Do gasoline prices respond asymmetrically in the euro zone area? Evidence from cointegrated panel data analysis," Energy Policy, Elsevier, vol. 56(C), pages 425-433.
  43. Radchenko, Stanislav & Shapiro, Dmitry, 2011. "Anticipated and unanticipated effects of crude oil prices and gasoline inventory changes on gasoline prices," Energy Economics, Elsevier, vol. 33(5), pages 758-769, September.
  44. Venditti, Fabrizio, 2013. "From oil to consumer energy prices: How much asymmetry along the way?," Energy Economics, Elsevier, vol. 40(C), pages 468-473.
  45. Diego Romero-�vila & Carlos Usabiaga, 2012. "Disaggregate evidence on Spanish inflation persistence," Applied Economics, Taylor & Francis Journals, vol. 44(23), pages 3029-3046, August.
  46. Wixson, Sarah E. & Katchova, Ani L., 2012. "Price Asymmetric Relationships in Commodity and Energy Markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122553, European Association of Agricultural Economists.
  47. Karantininis, Kostas & Katrakylidis, Kostas & Persson, Morten, 2011. "Price Transmission in the Swedish Pork Chain: Asymmetric non linear ARDL," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114772, European Association of Agricultural Economists.
  48. Polemis, Michael L. & Fotis, Panagiotis N., 2014. "The taxation effect on gasoline price asymmetry nexus: Evidence from both sides of the Atlantic," Energy Policy, Elsevier, vol. 73(C), pages 225-233.
  49. repec:dgr:uvatin:20090106 is not listed on IDEAS
  50. Oyewumi, Olubukola Ayodeju & Sarker, Rakhal, 2010. "Volatility Spill-over in a Customs Union: The Case of South Africa Sheep Import from Namibia," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96196, African Association of Agricultural Economists (AAAE);Agricultural Economics Association of South Africa (AEASA).
  51. Pede, Valerien O. & Valera, Harold Glenn A. & Alam, Mohammad Jahangir & McKenzie, Andrew M., 2013. "Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150246, Agricultural and Applied Economics Association.
  52. 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.
  53. Roeger, Edward & Leibtag, Ephraim S., 2010. "The Magnitude and Timing of Retail Beef and Bread Price Response to Changes in Input Costs," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61041, Agricultural and Applied Economics Association.
  54. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
  55. Ihle, Rico & Amikuzuno, Joseph & von Cramon-Taubadel, Stephan, 2011. "Adapting Johansen’s Estimation Method for Flexible Regime-dependent Cointegration Modelling," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114461, European Association of Agricultural Economists.
  56. Kuper, Gerard H., 2012. "Inventories and upstream gasoline price dynamics," Energy Economics, Elsevier, vol. 34(1), pages 208-214.
  57. Gautier, E. & Le Saout, R., 2012. "The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data," Working papers 375, Banque de France.
  58. Phiri, Andrew, 2014. "Asymmetric co-integration and causality effects between financial development and economic growth in South Africa," MPRA Paper 53055, University Library of Munich, Germany.
  59. repec:dgr:uvatin:2009106 is not listed on IDEAS
  60. Amikuzuno, Joseph & Ihle, Rico, 2010. "Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96814, African Association of Agricultural Economists (AAAE);Agricultural Economics Association of South Africa (AEASA).
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