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dc.contributorBalaguer, Jacint
dc.contributor.authorArín Beltrán, José Joaquín
dc.contributor.otherUniversitat Jaume I. Departament d'Economia
dc.date.accessioned2015-09-04T07:29:50Z
dc.date.available2015-09-04T07:29:50Z
dc.date.issued2015-06
dc.identifier.urihttp://hdl.handle.net/10234/131250
dc.descriptionTreball Final de Grau en Economia. Codi: EC1049. Curs: 2014-2015ca_CA
dc.description.abstractIn this work we will study the transmission of Brent prices to retail gasoil prices in Spain. First, we describe the main theoretical aspects related with pricing behavior asymmetries. Second, we carry out a review of literature about the international price transmission, and we focus on pricing behavior in fuel oil markets. Second, we take in to account the history of Spanish fuel oil sector and we found some potential reasons that explain the possible existence of asymmetric price transmission in Spain. In empirical sections we search the time necessary to transmit the Brent oil prices to gasoil prices. We will use a simple asymmetric autoregressive distributed lag model to measure the degree of transmission after a shock, and to know if there is asymmetric transmission. By considering weekly data for the period 3 January 2005 to 15 December 2014, our empirical results suggest the existence of asymmetric price transmission in the Spanish fuel markets.ca_CA
dc.format.extent30 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherUniversitat Jaume Ica_CA
dc.subjectGrau en Economiaca_CA
dc.subjectGrado en Economíaca_CA
dc.subjectBachelor's Degree in Economicsca_CA
dc.subjectfuel oilca_CA
dc.subjectprice transmissionca_CA
dc.subjectasymmetryca_CA
dc.subjectprice adjustment mechanismsca_CA
dc.titleDo diesel prices respond asymmetrically to crude oil price changes? The case of Spainca_CA
dc.typeinfo:eu-repo/semantics/bachelorThesisca_CA
dc.educationLevelEstudios de Gradoca_CA
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccessca_CA


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