The Cushing OK Crude Oil Futures Price Pass - Through to New York Harbor Reformulated RBOB Regular Gasoline Futures Price

Article English OPEN
Chu V. Nguyen;
(2017)
  • Publisher: IEECA
  • Journal: Journal of Eastern European and Central Asian Research (issn: 2328-8272, eissn: 2328-8280)
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.15549/jeecar.v4i1.151
  • Subject: Autoregressive Distributed Lag model | crude oil futures price | gasoline futures price | futures price pass-through rate | long-term relationship | Business | HF5001-6182

<span class="im"><p class="JIASSKeywords">This study utilizes an Autoregressive Distributed Lag model to investigate the nature of crude oil futures price pass-through since 2006. The empirical results reveal a very high but incomplete short-run pass-through rate from t... View more
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