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Temporal aggregation effects in gasoline price pass-through in the U.S. Gulf Coast region.

Publication: International Advances in Economic Research
Publication Date: 01-NOV-05
Format: Online
Delivery: Immediate Online Access
Full Article Title: Temporal aggregation effects in gasoline price pass-through in the U.S. Gulf Coast region.(Brief Article)

Article Excerpt
It is commonly believed that a trade-off exists between more information and more noise in high-frequency data. In this paper, we generated weekly and monthly aggregated spot and retail price series from daily gasoline prices in the U.S. Gulf Coast region. Temporal aggregation effects in price pass-through from spot...

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