We investigate possible presence of asymmetric responses of domestic oilprice to foreign oil price changes. For foreign prices, we consider Dubailcrude spot oil price and international petrol product price. Domesticcounterparts include average gasoline and diesel prices of oil company and ofgas stations. Most of existing approaches which analyze Korean oil pricemovements typically rely on arbitrarily specified models. Thus, we make useof model-free testing procedure developed by Hong, Tu, Zhou(2007) forsymmetry testing. Major finding is as follows. Test statistics, computed fromestimated correlations and beta values, show that the null hypothesis ofsymmetry is not rejected in any combinations of domestic and international oilprices. However, we found some evidence of asymmetry between the foreignexchange rates (won/dollar) and domestic oil prices. Our analysis includessome limitations, as it is based on only publicly available average data insteadof a set of micro or panel data for various domestic oil prices.