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Cross-correlation between crude oil and refined product prices

โœ Scribed by Liu, Li; Ma, Guofeng


Book ID
125825349
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
698 KB
Volume
413
Category
Article
ISSN
0378-4371

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โœ Robert K. Kaufmann; Cheryl Laskowski ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 234 KB

We revisit the issue of asymmetries in the relation between the price of crude oil and refined petroleum products in the United States. An econometric analysis of monthly data indicates that the asymmetric relation between the price of crude oil and motor gasoline is generated by refinery utilizatio