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Volatility Relationship between Crude Oil and Petroleum Products

โœ Scribed by Thomas K. Lee; John Zyren

Publisher
Springer US
Year
2007
Tongue
English
Weight
285 KB
Volume
35
Category
Article
ISSN
0197-4254

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Causes for an asymmetric relation betwee
Causes for an asymmetric relation between the price of crude oil and refined petroleum products
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