In this paper, we review the existing empirical literature on price asymmetries in
commodities, providing a way to classify and compare different studies that are highly …

We review a large body of the empirical literature focusing on the relation between
petroleum product prices and oil prices and discuss the evidence on the direction of …

We develop a cointegrating nonlinear autoregressive distributed lag (NARDL) model in
which short-and long-run nonlinearities are introduced via positive and negative partial sum …

The untested hypothesis of a linear association between trade openness and economic
growth in earlier studies may bring about incorrect inferences if indeed the association is …

In this article, we use the recently developed nonlinear autoregressive distributed lags
(NARDL) model to examine the pass-through of crude oil prices into gasoline and natural …

This study investigates the co-movements of gasoline and diesel prices in three European
countries (ie Germany, France, and Italy) with different fuel tax systems in place. The …

This paper investigates the adjustment of the prices of four key petroleum products in the UK
following changes in the price of crude oil. We find significant evidence that the pre-tax …

This article examines the potential asymmetric transmission from crude to oil product prices
in India. Instead of linking oil product pricing only with rise and fall of crude price, this article …

By using a multiple threshold nonlinear autoregressive distributed lag model, this paper
assesses the nonlinear relationship among crude oil and petroleum product prices in the …

This paper investigates the asymmetric pass-through of oil prices to gasoline prices under
the non-linear autoregressive distributed lags (NARDL) model. The analysis adds to the …