J. D. Hamilton, Historical oil shocks In: Handbook of Major Events in Economic History, p.forthcoming, 2011.

S. R. Anderson, R. Kellogg, J. M. Sallee, and R. T. Curtin, Forecasting Gasoline Prices Using Consumer Surveys, American Economic Review, vol.101, issue.3, pp.110-114, 2011.
DOI : 10.1257/aer.101.3.110
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.364.5926

G. Deltas, RETAIL GASOLINE PRICE DYNAMICS AND LOCAL MARKET POWER*, The Journal of Industrial Economics, vol.56, issue.(3, pp.613-628, 2008.
DOI : 10.1111/j.1467-6451.2008.00350.x

S. Borenstein, C. A. Cameron, and R. Gilbert, Do gasoline prices respond asymmetrically to crude oil price change?, Q. J. Econ, vol.102, pp.305-339, 1997.
DOI : 10.1162/003355397555118
URL : http://qje.oxfordjournals.org/cgi/content/short/112/1/305

M. Chinn, M. Leblanc, and O. Coibion, The predictive of energy futures: An update on petroleum, natural gas, heating oil and gasoline, National Bureau of Economics research Massachusetts Cambridge, p.11033, 2005.
DOI : 10.3386/w11033

A. A. Bahrammirzaee, A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems, Neural Computing and Applications, vol.179, issue.1, pp.1165-1195, 2010.
DOI : 10.1007/s00521-010-0362-z

I. T. Jolliffe, Principal component analysis, 2002.
DOI : 10.1007/978-1-4757-1904-8

J. Karhunen, Robust PCA methods for complete and missing data, Neural Network World, vol.21, issue.5, pp.357-392, 2011.
DOI : 10.14311/NNW.2011.21.022

T. M. Martinetz, S. G. Berkovich, K. J. Schulten, and K. J. , 'Neural-gas' network for vector quantization and its application to time-series prediction, IEEE Transactions on Neural Networks, vol.4, issue.4, pp.558-569, 1993.
DOI : 10.1109/72.238311