Nothing Special   »   [go: up one dir, main page]

create a website
Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases. (2004). Radchenko, Stanislav.
In: Industrial Organization.
RePEc:wpa:wuwpio:0408001.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 28

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Effect of Stock, Government Policy, and Monopoly on Asymmetric Price Transmission in Thailand. (2015). Pattanakooha, Phaisan ; Pornchaiwisetgul, Pongsa .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-04-04.

    Full description at Econpapers || Download paper

  2. Smooth Transition Models in Price Transmission. (2008). Milas, Costas ; Giulietti, Monica ; Binner, Jane .
    In: Working Paper series.
    RePEc:rim:rimwps:04_08.

    Full description at Econpapers || Download paper

  3. Energy Prices and Real Economic Activity in Canada: A Multi-Sector Dynamic General Equilibrium Analysis. (2007). Dissou, Yazid.
    In: Working Papers.
    RePEc:ott:wpaper:0707e.

    Full description at Econpapers || Download paper

  4. Do retail gasoline prices rise more readily than they fall?: A threshold cointegration approach. (2007). Kenc, Turalay ; Dibooglu, Selahattin ; Al-Gudhea, Salim.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:59:y:2007:i:6:p:560-574.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Bacon, R. W., 1991. Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes. Energy Economics 13, 211-218.

  2. [10] Borenstein, S., and A. Shepard, 1994. Dynamic pricing in retail gasoline markets. Rand Journal of Economics 27(3): 429-451.
    Paper not yet in RePEc: Add citation now
  3. [11] Campbell, J. Y., Malkiel B., Lettau M., and Y. Xu, 2001. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. Journal of Finance 56, 1-43.

  4. [12] Engle, R., 2001. GARCH 101: the use of ARCH/GARCH models in applied econo- metrics. Journal of Economic Perspectives 15(4), 157-168.
    Paper not yet in RePEc: Add citation now
  5. [13] Galeotti, M., Lanza A., and M. Manera, 2003. Rockets and feathers revisited: an international comparison on European gasoline markets. Energy Economics 25, 175 - 190.

  6. [14] Godby, R., Lintner A. M., Stengos T., and B. Wandschneider, 2000. Testing for asymmetric pricing in the Canadian retail gasoline market. Energy Economics 22, 349-368.

  7. [15] Green, E. J., and R. H. Porter, 1984. Noncooperative collusion under imperfect price information. Econometrica 52(1), 87-100.

  8. [16] Hansen, P. R., and A. Lunde, 2001. A comparison of volatility models: does anything beat a GARCH(1,1) model? Brown University working paper.

  9. [17] Johnson, R. N., 2002. Search Costs, Lags and Prices at the Pump. Review of Industrial Organization 20, 33-50.

  10. [18] Kaufmann, R. K., and C. Laskowski, 2004. Causes for an asymmetric relation between the price of crude oil and refined petroleum products. Energy Policy, forthcoming.

  11. [19] Kilian, L., 1998. Small-sample confidence intervals for impulse response functions. The Review of Economics and Statistics 80, 218-230.

  12. [2] Balke, N. S., Brown, S. P. A., and M. K. Y ucel, 2002. Oil price shocks and the U.S. economy: where does the asymmetry originate? The Energy Journal 23(3), 27 - 52.

  13. [20] Lee, K., Ni, S., Ratti, R. A., 1995. Oil shocks and the macroeconomy: the role of price variability. Energy Journal 16(4), 39-56.

  14. [21] Peltzman, S., 2000. Prices rise faster than they fall. Journal of Political Economy 108, 466 - 502.

  15. [22] Pindyck, R. S., 2004a. Volatility and commodity price dynamics. The Journal of Futures Markets, forthcoming.
    Paper not yet in RePEc: Add citation now
  16. [23] Pindyck, R. S., 2004b. Volatility in natural gas and oil markets. Massachusetts Insti- tute of Technology working paper.
    Paper not yet in RePEc: Add citation now
  17. [24] Radchenko, S., 2004. Anticipated and unanticipated effects of crude oil price and oil inventory changes on gasoline prices. UNCC mimeo.

  18. [25] Reilly B., and R. Witt, 1998. Petrol price asymmetries revisited. Energy Economics 20, 297-308.

  19. [26] Sadorsky, P., 1999. Oil price shocks and stock market activity. Energy Economics 21, 449 - 469.

  20. [27] Swanson, N. R., 1998. Money and output viewed through a rolling window. Journal of Monetary Economics 41, 455-473.

  21. [28] Thoma, M. A., 1994. Subsample instability and asymmetries in money-income causal- ity. Journal of Econometrics 64, 279-306.

  22. [3] Balke, N. S., Brown, S. P. A., and M. K. Y ucel, 1998. Crude oil and gasoline prices: an asymmetric relationship? Federal Reserve Bank of Dallas Economic Review, First Quarter, 2-11.

  23. [4] Bachmeier, L. J., and James. M. Griffin, 2003. New evidence on asymmetric gasoline price responses. Review of Economics and Statistics 85(3), 772-76.

  24. [5] Benabou, R., and R. Getner, 1993. Search with learning from prices: does increased inflationary uncertainty lead to higher markups? Review of Economic Studies 60, 69-94.
    Paper not yet in RePEc: Add citation now
  25. [6] Bettendorf, L., van der Geest, S. A., and M. Varkevisser, 2003. Price asymmetry in the Dutch retail gasoline market. Energy Economics 25, 669-689.

  26. [7] Brown, S. P. A., and M. K. Y ucel, 2000. Gasoline and crude oil prices: why asymme- try? Federal Reserve Bank of Dallas Economic and Financial Review, Third Quarter, 23-29.

  27. [8] Borenstein, S., and A. Shepard, 2002. Sticky prices, inventories, and market power in wholesale gasoline markets. Rand Journal of Economics 33, 116-139.

  28. [9] Borenstein, S., Cameron A. C., and R. Gilbert, 1997. Do gasoline prices respond asymmetrically to crude oil price changes? The Quarterly Journal of Economics 112, 305-339.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Asymmetric Pass-Through in U.S. Gasoline Prices. (2016). Chesnes, Matthew .
    In: The Energy Journal.
    RePEc:aen:journl:ej37-1-chesnes.

    Full description at Econpapers || Download paper

  2. Do petrol prices rise faster than they fall when the market shows significant disequilibria?. (2013). Valadkhani, Abbas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:66-80.

    Full description at Econpapers || Download paper

  3. Modelling the terminal gate prices of unleaded petrol in Australia. (2013). Valadkhani, Abbas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:233-243.

    Full description at Econpapers || Download paper

  4. How to capture the full extent of price stickiness in credit card interest rates?. (2012). Valadkhani, Abbas ; Arjomandi, Amir ; Anwar, Sajid ; Arjonandi, Amir .
    In: Economics Working Papers.
    RePEc:uow:depec1:wp12-02.

    Full description at Econpapers || Download paper

  5. Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate. (2012). Valadkhani, Abbas ; Anwar, Sajid.
    In: The Economic Record.
    RePEc:bla:ecorec:v:88:y:2012:i:282:p:341-350.

    Full description at Econpapers || Download paper

  6. The gasoline Industry in European Union and the USA. (2011). POLEMIS, MICHAEL ; Fotis, Panagiotis.
    In: MPRA Paper.
    RePEc:pra:mprapa:35097.

    Full description at Econpapers || Download paper

  7. Rockets and Feathers in the Laboratory. (2011). Ke, Changxia ; Bayer, Ralph-C ; Ralph-C Bayer, .
    In: Working Papers.
    RePEc:mpi:wpaper:rockets_and_feathers_in_the_laboratory.

    Full description at Econpapers || Download paper

  8. Anticipated and unanticipated effects of crude oil prices and gasoline inventory changes on gasoline prices. (2011). Radchenko, Stanislav ; Shapiro, Dmitry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:758-769.

    Full description at Econpapers || Download paper

  9. Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison. (2010). .
    In: Computational Economics.
    RePEc:kap:compec:v:36:y:2010:i:3:p:237-262.

    Full description at Econpapers || Download paper

  10. Is there an asymmetry in the response of diesel and petrol prices to crude oil price changes? Evidence from New Zealand. (2010). Tourani-Rad, Alireza ; Liu, Ming-Hua ; Margaritis, Dimitris.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:926-932.

    Full description at Econpapers || Download paper

  11. The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices. (2009). Meyler, Aidan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:867-881.

    Full description at Econpapers || Download paper

  12. Asymmetry in retail gasoline and crude oil price movements in the United States: An application of hidden cointegration technique. (2009). Honarvar, Afshin .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:3:p:395-402.

    Full description at Econpapers || Download paper

  13. Price dynamics in European petroleum markets. (2009). Wlazlowski, Szymon ; Milas, Costas ; Giulietti, Monica ; Binner, Jane .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:99-108.

    Full description at Econpapers || Download paper

  14. The Relationship between Crude and Refined Product Market: The Case of Singapore Gasoline Market using MOPS Data. (2008). Rao, Gyaneshwar.
    In: MPRA Paper.
    RePEc:pra:mprapa:7579.

    Full description at Econpapers || Download paper

  15. Experimental gasoline markets. (2008). Wilson, Bart ; Deck, Cary.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:1:p:134-149.

    Full description at Econpapers || Download paper

  16. Market structure and price adjustment in the U.S. wholesale gasoline markets. (2008). Oladunjoye, Olusegun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:937-961.

    Full description at Econpapers || Download paper

  17. Oil prices and economic activity: An asymmetric cointegration approach. (2008). Mignon, Valérie ; Lardic, Sandrine .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:847-855.

    Full description at Econpapers || Download paper

  18. The effects of Hurricane Katrina on price pass-through for Gulf Coast gasoline. (2008). Rezek, Jon ; Blair, Benjamin F..
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:3:p:229-234.

    Full description at Econpapers || Download paper

  19. Asymmetric price adjustment: evidence from weekly product-level scanner price data. (2007). Muller, Georg ; Ray, Sourav .
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:28:y:2007:i:7:p:723-736.

    Full description at Econpapers || Download paper

  20. New York mark-ups on petroleum products. (2007). Nilsson, Birger ; Wlaslowski, Szymon ; Joseph, Nathan ; Guiletti, Monica ; Binner, Jane .
    In: Working Papers.
    RePEc:hhs:lunewp:2008_002.

    Full description at Econpapers || Download paper

  21. Asymmetric error correction models for the oil-gasoline price relationship. (2007). Manera, Matteo ; Grasso, Margherita .
    In: Energy Policy.
    RePEc:eee:enepol:v:35:y:2007:i:1:p:156-177.

    Full description at Econpapers || Download paper

  22. Non-linearities in mark-up on costs. (2006). Wlazlowski, Szymon ; Giulietti, Monica ; Binner, Jane ; Joseph, Nathan.
    In: MPRA Paper.
    RePEc:pra:mprapa:1468.

    Full description at Econpapers || Download paper

  23. Competition, regulation, and pricing behavior in the Spanish retail gasoline market. (2006). Correlje, Aad F. ; Contin-Pilart, Ignacio ; Palacios, Blanca M..
    In: BILTOKI.
    RePEc:ehu:biltok:200602.

    Full description at Econpapers || Download paper

  24. The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration. (2006). Mignon, Valérie ; Lardic, Sandrine .
    In: Energy Policy.
    RePEc:eee:enepol:v:34:y:2006:i:18:p:3910-3915.

    Full description at Econpapers || Download paper

  25. Gasoline Price Spikes and Regional Gasoline Content Regulation: A Structural Approach. (2006). Muehlegger, Erich.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp06-015.

    Full description at Econpapers || Download paper

  26. Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices. (2004). Radchenko, Stanislav.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0406001.

    Full description at Econpapers || Download paper

  27. Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases. (2004). Radchenko, Stanislav.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0408001.

    Full description at Econpapers || Download paper

  28. Lags in the response of gasoline prices to changes in crude oil. (2004). Radchenko, Stanislav.
    In: Econometrics.
    RePEc:wpa:wuwpem:0406001.

    Full description at Econpapers || Download paper

  29. Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices. (2003). Peel, David ; Driffield, Nigel ; Ioannidis, Christos.
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:10:y:2003:i:2:p:195-203.

    Full description at Econpapers || Download paper

  30. Retail price cycles and the presence of small firms. (2003). Eckert, Andrew.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:21:y:2003:i:2:p:151-170.

    Full description at Econpapers || Download paper

  31. Price asymmetry in the Dutch retail gasoline market. (2003). Bettendorf, Leon ; van der Geest, Stephanie A. ; Varkevisser, Marco .
    In: Energy Economics.
    RePEc:eee:eneeco:v:25:y:2003:i:6:p:669-689.

    Full description at Econpapers || Download paper

  32. Higher prices at Canadian gas pumps: international crude oil prices or local market concentration? An empirical investigation. (2003). Sen, Anindya.
    In: Energy Economics.
    RePEc:eee:eneeco:v:25:y:2003:i:3:p:269-288.

    Full description at Econpapers || Download paper

  33. Rockets and feathers revisited: an international comparison on European gasoline markets. (2003). Manera, Matteo ; Lanza, Alessandro ; Galeotti, Marzio.
    In: Energy Economics.
    RePEc:eee:eneeco:v:25:y:2003:i:2:p:175-190.

    Full description at Econpapers || Download paper

  34. Price Adjustments and Asymmetry in the Philippine Retail Gasoline Market. (2002). Salas, John Michael Ian.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0209001.

    Full description at Econpapers || Download paper

  35. Search Costs, Lags and Prices at the Pump. (2002). Johnson, Ronald .
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:20:y:2002:i:1:p:33-50.

    Full description at Econpapers || Download paper

  36. Price rigidity in the downstream petroleum industry in New Zealand: where does it happen?. (2002). Delpachitra, Sarath B..
    In: Energy Economics.
    RePEc:eee:eneeco:v:24:y:2002:i:6:p:597-613.

    Full description at Econpapers || Download paper

  37. Price Responses to Seasonal Demand Changes in the Swedish Gasoline Market. (2001). Eriksson, Rickard.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0473.

    Full description at Econpapers || Download paper

  38. Energy prices and aggregate economic activity: an interpretive survey. (2001). Yucel, Mine ; Brown, Stephen ; Stephen P. A. Brown, .
    In: Working Papers.
    RePEc:fip:feddwp:0102.

    Full description at Econpapers || Download paper

  39. Asymmetric responses in economic models. (2001). Olson, Jerome A. ; Gamkhar, Shama .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:23:y:2001:i:5:p:553-568.

    Full description at Econpapers || Download paper

  40. Gasoline and crude oil prices: why the asymmetry?. (2000). Yucel, Mine ; Brown, Stephen ; Stephen P. A. Brown, .
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:2000:i:q3:p:23-29.

    Full description at Econpapers || Download paper

  41. Effectiveness and effects of attempts to regulate the UK petrol industry. (2000). Driffield, Nigel ; Ioannidis, Christos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:22:y:2000:i:3:p:369-381.

    Full description at Econpapers || Download paper

  42. Testing for asymmetric pricing in the Canadian retail gasoline market. (2000). Stengos, Thanasis ; Lintner, Anastasia ; Godby, Robert ; Wandschneider, Bo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:22:y:2000:i:3:p:349-368.

    Full description at Econpapers || Download paper

  43. Market Structure and Price Responses to Seasonal Demand Changes. (2000). Eriksson, Rickard.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1864.

    Full description at Econpapers || Download paper

  44. Threshold Effects of Energy Price Changes. (2000). van Soest, Daan ; Kuper, Gerard ; Jacobs, Jan.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0339.

    Full description at Econpapers || Download paper

  45. Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data. (1999). Giles, David ; Johnson, Betty J. ; Werkneh, Gugsa T..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9911.

    Full description at Econpapers || Download paper

  46. Regulation of the Petrol Industry in the UK: Issues and Evidence. (1999). Driffield, Nigel.
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:6:y:1999:i:3:p:349-365.

    Full description at Econpapers || Download paper

  47. Crude oil and gasoline prices: an asymmetric relationship?. (1998). Yucel, Mine ; Brown, Stephen ; Balke, Nathan ; Stephen P. A. Brown, .
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:1998:i:q1:p:2-11.

    Full description at Econpapers || Download paper

  48. Petrol price asymmetries revisited. (1998). Witt, Robert ; Reilly, Barry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:20:y:1998:i:3:p:297-308.

    Full description at Econpapers || Download paper

  49. Price adjustments by a gasoline retail chain. (1997). Friberg, Richard ; Eriksson, Rickard ; Asplund, Marcus.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0194.

    Full description at Econpapers || Download paper

  50. Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets. (1996). Borenstein, Severin ; Shepard, Andrea.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5468.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 15:28:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.