The Cushing OK Crude Oil Futures Price Pass - Through to New York Harbor Reformulated RBOB Regular Gasoline Futures Price
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 the crude oil futures price to the gasoline futures price of 0.849298 wit...
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| Format: | Article |
| Language: | English |
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IEECA
2017-04-01
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| Series: | Journal of Eastern European and Central Asian Research |
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| Online Access: | https://ieeca.org/journal/index.php/JEECAR/article/view/151 |