Abstract
The research focus on the European fuel market prices referring to the Rotterdam and Genoa spot markets as well the German, Italian and French domestic markets. The thesis try to explain the impact of the London IPE future market on spot prices too. The mainstream research has demonstrated that co-integration seems to be the best theoretical approach to investigate the long run equilibrium relations. A particular attention will be devoted to the structural change in the econometric modelling on these equilibriums. A deep analysis of the main European petroleum products markets permit a better model specification concerning each of these markets. Further, we will test if any evidence of relations between spot and domestic prices could be confirmed. Finally, alternative scenarios will be depicted to forecast prices in the petroleum products markets. The objective is to observe the model reaction to changes crude oil prices. (author)
Citation Formats
Simon, V.
Analysis and modelling of the fuels european market; Analyse et modelisation des prix des produits petroliers combustibles en europe.
France: N. p.,
1999.
Web.
Simon, V.
Analysis and modelling of the fuels european market; Analyse et modelisation des prix des produits petroliers combustibles en europe.
France.
Simon, V.
1999.
"Analysis and modelling of the fuels european market; Analyse et modelisation des prix des produits petroliers combustibles en europe."
France.
@misc{etde_20072690,
title = {Analysis and modelling of the fuels european market; Analyse et modelisation des prix des produits petroliers combustibles en europe}
author = {Simon, V}
abstractNote = {The research focus on the European fuel market prices referring to the Rotterdam and Genoa spot markets as well the German, Italian and French domestic markets. The thesis try to explain the impact of the London IPE future market on spot prices too. The mainstream research has demonstrated that co-integration seems to be the best theoretical approach to investigate the long run equilibrium relations. A particular attention will be devoted to the structural change in the econometric modelling on these equilibriums. A deep analysis of the main European petroleum products markets permit a better model specification concerning each of these markets. Further, we will test if any evidence of relations between spot and domestic prices could be confirmed. Finally, alternative scenarios will be depicted to forecast prices in the petroleum products markets. The objective is to observe the model reaction to changes crude oil prices. (author)}
place = {France}
year = {1999}
month = {Apr}
}
title = {Analysis and modelling of the fuels european market; Analyse et modelisation des prix des produits petroliers combustibles en europe}
author = {Simon, V}
abstractNote = {The research focus on the European fuel market prices referring to the Rotterdam and Genoa spot markets as well the German, Italian and French domestic markets. The thesis try to explain the impact of the London IPE future market on spot prices too. The mainstream research has demonstrated that co-integration seems to be the best theoretical approach to investigate the long run equilibrium relations. A particular attention will be devoted to the structural change in the econometric modelling on these equilibriums. A deep analysis of the main European petroleum products markets permit a better model specification concerning each of these markets. Further, we will test if any evidence of relations between spot and domestic prices could be confirmed. Finally, alternative scenarios will be depicted to forecast prices in the petroleum products markets. The objective is to observe the model reaction to changes crude oil prices. (author)}
place = {France}
year = {1999}
month = {Apr}
}