Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model
Abstract
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 analyzes the effect of crude price fluctuations by decomposing the crude price changes in quantiles by holding multiple thresholds. Use of multiple threshold nonlinear autoregressive distributed lag (MTNARDL) model improves precision in estimating the...
Paper Details
Title
Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model
Published Date
Dec 1, 2016
Journal
Volume
59
Pages
314 - 328
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