Do daily retail gasoline prices adjust asymmetrically?

DOI10.1080/02664760802466468zbMath1473.91012OpenAlexW2169614802MaRDI QIDQ3183899

Leon J. H. Bettendorf, S. A. van der Geest, Gerard H. Kuper

Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802466468

zbMATH Keywords

asymmetryvolatilityretail gasoline prices

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market

Cites Work

• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Testing for a unit root in time series regression
• A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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