Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia

The long-term relationships between the N95 ("Natural 95") gasoline prices and economic factors, such as Brent crude oil prices, diesel fuel prices, and the CZK/USD exchange rate from 2014 to 2024, was investigated within this research. The Engle-Granger cointegration test was used to iden...

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Main Authors: Jiří Alina, Jiří Nožička
Format: Article
Language:English
Published: University of Žilina 2025-07-01
Series:Communications
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Online Access:https://komunikacie.uniza.sk/artkey/csl-202503-0013_economic-determinants-of-gasoline-prices-a-cointegration-analysis-for-czechia.php
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author Jiří Alina
Jiří Nožička
author_facet Jiří Alina
Jiří Nožička
author_sort Jiří Alina
collection DOAJ
description The long-term relationships between the N95 ("Natural 95") gasoline prices and economic factors, such as Brent crude oil prices, diesel fuel prices, and the CZK/USD exchange rate from 2014 to 2024, was investigated within this research. The Engle-Granger cointegration test was used to identify any stable long-term connections between these variables. Despite the comprehensive tests, facilitated by the Matlab software, no evidence of cointegration was consistently found, indicating that these economic factors do not significantly influence N95 gasoline prices over the long term. The findings suggest that, while the short-term fluctuations in these economic indicators may temporarily impact gasoline prices, they are not reliable predictors of the long-term trends.
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spelling doaj-art-d326cdf8808f4228b650a48317d26f4a2025-08-20T02:38:06ZengUniversity of ŽilinaCommunications1335-42052585-78782025-07-01273A40A4710.26552/com.C.2025.043csl-202503-0013Economic Determinants of Gasoline Prices: A Cointegration Analysis for CzechiaJiří Alina0https://orcid.org/0000-0002-3652-3597Jiří Nožička1https://orcid.org/0000-0001-5427-1066Department of Applied Economics and Economy, Faculty of Economics, University of South Bohemia in Ceske Budejovice, Ceske Budejovice, Czech RepublicDepartment of Transport Management, Marketing and Logistics, Faculty of Transport Engineering, University of Pardubice, Pardubice, Czech RepublicThe long-term relationships between the N95 ("Natural 95") gasoline prices and economic factors, such as Brent crude oil prices, diesel fuel prices, and the CZK/USD exchange rate from 2014 to 2024, was investigated within this research. The Engle-Granger cointegration test was used to identify any stable long-term connections between these variables. Despite the comprehensive tests, facilitated by the Matlab software, no evidence of cointegration was consistently found, indicating that these economic factors do not significantly influence N95 gasoline prices over the long term. The findings suggest that, while the short-term fluctuations in these economic indicators may temporarily impact gasoline prices, they are not reliable predictors of the long-term trends.https://komunikacie.uniza.sk/artkey/csl-202503-0013_economic-determinants-of-gasoline-prices-a-cointegration-analysis-for-czechia.phpengle-granger testcointegrationpricesoilgasoline
spellingShingle Jiří Alina
Jiří Nožička
Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia
Communications
engle-granger test
cointegration
prices
oil
gasoline
title Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia
title_full Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia
title_fullStr Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia
title_full_unstemmed Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia
title_short Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia
title_sort economic determinants of gasoline prices a cointegration analysis for czechia
topic engle-granger test
cointegration
prices
oil
gasoline
url https://komunikacie.uniza.sk/artkey/csl-202503-0013_economic-determinants-of-gasoline-prices-a-cointegration-analysis-for-czechia.php
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