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A Comparative Study on the Dynamic Correlation Effect of Foreign and Domestic Gasoline and Diesel Price Fluctuations

Shuliang Zhang

Shuliang Zhang

  • School of Economics and Management, China University of PetroleumQingdao, China
  • Business School, Linyi UniversityLinyi, China
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Zhang, Shuliang
, 
Xinwei Gao

Xinwei Gao

School of Economics and Management, China University of PetroleumQingdao, China
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Gao, Xinwei
 e 
Earnest N. Koshi

Earnest N. Koshi

School of Economics and Management, China University of PetroleumQingdao, China
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Koshi, Earnest N.
  
24 ago 2020
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Pubblicato online: 24 ago 2020
Pagine: 581 - 592
Ricevuto: 12 mar 2020
Accettato: 10 mag 2020
DOI: https://doi.org/10.2478/amns.2020.2.00027
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© 2020 Shuliang Zhang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.

Fig. 1

Dynamic correlation coefficient of gasoline price fluctuations
Dynamic correlation coefficient of gasoline price fluctuations

Fig. 2

Dynamic correlation coefficient of diesel price fluctuations
Dynamic correlation coefficient of diesel price fluctuations

ADF stationarity test of variables

SequenceTest formADF1% Critical ValueStationarity
DLNCPg(0,0,0)−8.893053−2.583298Stationary
DLNEPg(0,0,0)−9.457722−2.583298Stationary
DLNMPg(0,0,0)−9.633763−2.583298Stationary
DLNAPg(0,0,0)−9.628522−2.583298Stationary
DLNCPd(0,0,0)−7.892860−2.583298Stationary
DLNEPd(0,0,0)−9.336462−2.583298Stationary
DLNMPd(0,0,0)−10.55363−2.583298Stationary
DLNAPd(0,0,0)−9.123758−2.583298Stationary

Estimation results of regression coefficient and test results of constraint conditions (0_01level)

Explained variableExplanatory variableαβRLOPALOP
DLNCPdDLNCPg0.0008900.826145AcceptedAccepted
DLNEPdDLNEPg−0.0017500.612518RejectedRejected
DLNMPdDLNMPg−0.0025040.564950RejectedRejected
DLNAPdDLNAPg−0.0006890.721256RejectedRejected
Lingua:
Inglese
Frequenza di pubblicazione:
1 volte all'anno
Argomenti della rivista:
Scienze biologiche, Scienze della vita, altro, Matematica, Matematica applicata, Matematica generale, Fisica, Fisica, altro
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