Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market

DOI10.1515/snde-2017-0065OpenAlexW2738807705WikidataQ129725296 ScholiaQ129725296MaRDI QIDQ2691774

María Torrado, Alvaro Escribano

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0065

zbMATH Keywords

rockets and feathersdouble-threshold-ECM modelsgasoline price asymmetrieslogistic-STAR modelsnonlinear error correction modelsthreshold-ECM models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model

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