A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices

Economics Letters

Volumn 89, Issue 2, 2005, Pages 233-239

  Chen, Li Hsueh ^a   Finney, Miles ^a   Lai, Kon S ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Asymmetric adjustment; Crude oil; Spot gasoline price; Threshold cointegration

Indexed keywords

EID: 27244447021     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.05.037     Document Type: Article

References (13)

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