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Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
Author(s):
Ahmed Atil
,
Amine Lahiani
,
Duc Khuong Nguyen
Publication date
Created:
February 2014
Publication date
(Print):
February 2014
Journal:
Energy Policy
Publisher:
Elsevier BV
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle
(1982)
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Co-Integration and Error Correction: Representation, Estimation, and Testing
Robert F. Engle
,
C. W. J. Granger
(1987)
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Statistical analysis of cointegration vectors
Søren Johansen
(1988)
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Author and article information
Journal
Title:
Energy Policy
Abbreviated Title:
Energy Policy
Publisher:
Elsevier BV
ISSN (Print):
03014215
Publication date Created:
February 2014
Publication date (Print):
February 2014
Volume
: 65
Pages
: 567-573
Article
DOI:
10.1016/j.enpol.2013.09.064
SO-VID:
19fbde3e-cf0a-457c-9f00-6e8195699054
Copyright ©
© 2014
License:
https://www.elsevier.com/tdm/userlicense/1.0/
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