Memorias de investigación
Ponencias en congresos:
A review on the effects of structural breaks and volatility clustering characteristics of Spanish gas and Brent prices
Año:2017

Áreas de investigación
  • Ingeniería eléctrica, electrónica y automática,
  • Estructura industrial,
  • Economía industrial,
  • Asuntos financieros

Datos
Descripción
The case of Spanish gas market is a good example, where gas supply conditions comprising a substantial amount of long-term contracts together with limited connectivity with France, may explain the slower pace of implementation of a liquid gas hub in the country. Moreover, the fact that globally the relationship between natural gas and crude oil prices is not certainly transparent, not only because gas markets are regionally segmented, raises questions about the view of steady state growth of natural gas prices. The objective of the study is primarily to evaluate the underlying relationship between oil and natural gas in Spain and provide quantitative information on this relationship. The selected period, 2002 ? 2014 is a highly representative time window to also assess the progress of liberalization in the Spanish gas market. Furthermore the aim of the thesis is to assess the resilience of traditional oil-indexed structures and as a consequence to advance the degree of penetration of liquid hub pricing into Spain over the referred period.
Internacional
No
Nombre congreso
INDUSTRIALES RESEARCH MEETING 2017
Tipo de participación
960
Lugar del congreso
MADRID
Revisores
Si
ISBN o ISSN
978-84-16397-58-7
DOI
Fecha inicio congreso
04/04/2017
Fecha fin congreso
05/04/2017
Desde la página
78
Hasta la página
78
Título de las actas
INDUSTRIALES RESEARCH MEETING 2017

Esta actividad pertenece a memorias de investigación

Participantes

Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Ingeniería de la Calidad Alimentaria
  • Departamento: Ingeniería de Organización, Administración de Empresas y Estadística