Testing for asymmetric pricing in the Canadian retail gasoline market

@inproceedings{Godbya2000TestingFA,
  title={Testing for asymmetric pricing in the Canadian retail gasoline market},
  author={Rob Godbya and Anastasia M. Lintner and Thanasis Stengosc and Bo Wandschneider},
  year={2000}
}
  • Rob Godbya, Anastasia M. Lintner, +1 author Bo Wandschneider
  • Published 2000
This paper applies a Threshold Regression model to test for asymmetric pricing in the retail gasoline market in Canada, using weekly data for the period January 1990 to December 1996. We present results for 13 Canadian cities for both premium and regular gasoline. Within the context of an error correction model we test for the presence of asymmetric price behaviour using average changes in crude prices as well as various lags for the change in crude as possible thresholds. We are unable to find… CONTINUE READING
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