Inflationary effects of oil prices and domestic gasoline prices: Markov-switching-VAR analysis

Anticipated and unanticipated effects of crude oil prices and gasoline inventory changes on gasoline prices

This paper examines the effect of anticipated and unanticipated changes in oil prices and gasoline inventory on US gasoline prices. We estimate empirical responses to anticipated and unanticipated changes in oil prices and gasoline inventory and show that gasoline price adjustments are faster and stronger for anticipated changes in oil prices and inventory levels than for unanticipated changes....

Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices

This paper proposes a method of distinguishing between the effect of anticipated and unanticipated changes in oil prices and oil inventories on the US gasoline prices. I show that gasoline price adjustments are faster and stronger for anticipated changes in oil prices and inventory levels than for unanticipated changes. The dynamics of the gasoline price response depends on the relative importa...

The Asymmetric Impact of Oil Prices on Gasoline Prices

Crude Oil and Gasoline Prices: An Asymmetric Relationship?

Gasoline accounts for about half the U.S. consumption of petroleum products, and its price is the most visible among these products. As such, changes in gasoline prices are always under public scrutiny. Many claim to observe an asymmetric relationship between gasoline and oil prices—specifically that gasoline prices respond more quickly when oil prices are rising than when oil prices are fallin...

the effects of input prices shocks on the chicken price: nonlinear approach of markov-switching

0