Asymmetric error correction models for the oil–gasoline price relationship

This publication has 33 references indexed in Scilit:

• Causes for an asymmetric relation between the price of crude oil and refined petroleum products
  Energy Policy, 2005
• New Evidence on Asymmetric Gasoline Price Responses
  Review of Economics and Statistics, 2003
• Retail price cycles and response asymmetry
  Canadian Journal of Economics/Revue canadienne d'économique, 2002
• Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets
  The RAND Journal of Economics, 2002
• Price Adjustments by a Gasoline Retail Chain
  The Scandinavian Journal of Economics, 2000
• DHSY revisited: the role of asymmetries
  Applied Economics, 1999
• Threshold Cointegration
  International Economic Review, 1997
• Inference in TAR Models
  Studies in Nonlinear Dynamics & Econometrics, 1997
• Do product prices respond symmetrically to changes in crude prices?
  OPEC Review, 1994
• Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
  The Annals of Statistics, 1993