Ponencias en congresos:
A review on the effects of structural breaks and volatility clustering characteristics of Spanish gas and Brent prices
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 |
Participantes
- Autor: Carlos Rodriguez Monroy (UPM)
- Autor: Pablo Angel Cansado Bravo (UPM)
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
S2i 2023 Observatorio de investigación @ UPM con la colaboración del Consejo Social UPM
Cofinanciación del MINECO en el marco del Programa INNPACTO (IPT-020000-2010-22)