국제 유가 변동에 대한 국내 휘발유 가격의 비대칭적 반응

목차 (Table of Contents)

• 요약
• Ⅰ. 서론
• Ⅱ. 선행연구
• Ⅲ. 데이터
• Ⅳ. 모형
• Ⅴ. 실증분석 및 비대칭 가설검정 결과
• Ⅵ. 결론
• 참고문헌
• ABSTRACT

참고문헌 (Reference)

1 이달석, "휘발유 소매가격 결정에 관한 연구" 5 (5): 1-26, 2006

2 임상수, "원유 가격에 대한 휘발유 가격의 비대칭성" 에너지경제연구원 6 (6): 175-198, 2007

3 윤성민, "국제유가 변동성의 비대칭성과 장기의존성" 한국산업경제학회 20 (20): 1973-1994, 2007

4 오선아, "국제시장가격변동에 따른 국내석유제품가격의 비대칭분석" 에너지경제연구원 6 (6): 59-78, 2007

5 나인강, "국내 휘발유 가격의 비대칭성" 1 (1): 1-17, 2002

6 Godby, R., "Testing forAsymmetric Pricing in the Canadian Retail Gasoline Market" 22 : 349-368, 2000

7 Geweke,J, "Temporal Aggregation in the Multiple Regression Model" 46 (46): 643-661, 1978

8 Johansen,S, "Statistical Analysis of Cointegration Vectors" 12 : 231-254, 1988

9 Shibata, R, "Selection of the order of an autoregressive model by Akaike'sinformation criterion" 63 : 117-126, 1976

10 Bacon, Robert W, "Rockets and Feathers: The Asymmetric Speed of Adjustment ofUK Retail Gasoline Prices to Cost Changes" 13 : 211-218, 1991

11 Duffy-Deno, K.T, "Retail Price Asymmetries in Local Gasoline Markets" 18 : 81-92, 1996

12 Manning,D.N, "Petrol Price, Oil Prices Rises and Oil Price Falls: Evidence forthe United Kingdom Since 1972" 23 : 1535-1541, 1991

13 Reilly, B, "Petrol Price Asymmetries Revisited" 20 : 297-308, 1998

14 Lutkepohl, H, "New Introduction to Multiple Time Series Analysis" Springer 2005

15 Bachmeier, L, "New Evidence on Asymmetric Gasoline PriceResponses" 85 (85): 772-776, 2003

16 Gredenhoff, M, "Lag-length selection in VAR-models using equaland unequal lag-length procedures" Computational Statistics 171-187, 1997

17 Johansen,S, "Estimation and Hypothesis Testing of Cointegration Vectors inGaussian Vector Autoregressive Models" 29 : 1551-1580, 1991

18 Schwarz, G, "Estimating the Dimension of a Model" 6 : 461-464, 1978

19 Greene. W.H, "Econometric Analysis" Prentice Hall 2000

20 Engle, R. F, "Co-integration and Error Correction:Represenatation, Estimation, and Testing" 55 : 251-276, 1986

21 Kaufmann, R. K, "Causes for an Asymeetric Relation between thePrice of Crude Oil and Refined Petroleum Products" 33 : 1587-1596, 2005