Fuel price transmission mechanisms in Portugal

Detalhes bibliográficos
Autor(a) principal: Silva, Francisco
Data de Publicação: 2011
Outros Autores: Batista, Maria da Graça Câmara, Elias, Nelson Pacheco
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.3/4963
Resumo: This study aims to analyze the behavior of fuel prices at the pump (unleaded gasoline and diesel) in Portugal, relative to positive and negative variations in Brent Crude Oil prices. Applying an autoregressive distributed lags model (ARDL) to weekly time series data for the period of January 2004 through May 2009, we detected some signs of asymmetry in the transmission price mechanism. However, these patterns are not statistically significant enough to reject hypotheses of symmetry in the price adjustment mechanisms of fuels in Portugal.
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spelling Fuel price transmission mechanisms in PortugalFuel and Oil PricesPrice Adjustment MechanismsThis study aims to analyze the behavior of fuel prices at the pump (unleaded gasoline and diesel) in Portugal, relative to positive and negative variations in Brent Crude Oil prices. Applying an autoregressive distributed lags model (ARDL) to weekly time series data for the period of January 2004 through May 2009, we detected some signs of asymmetry in the transmission price mechanism. However, these patterns are not statistically significant enough to reject hypotheses of symmetry in the price adjustment mechanisms of fuels in Portugal.Universidade dos AçoresRepositório da Universidade dos AçoresSilva, FranciscoBatista, Maria da Graça CâmaraElias, Nelson Pacheco2019-01-24T15:50:16Z2011-072011-07-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.3/4963engSilva, Francisco; Batista, Maria da Graça; Elias, Nelson (2011). Fuel price transmission mechanisms in Portugal, “Working Paper Series” nº 18/11, 30 pp.. Ponta Delgada: Universidade dos Açores, CEEAplA-A.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2022-12-20T14:33:14Zoai:repositorio.uac.pt:10400.3/4963Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T16:27:16.439700Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Fuel price transmission mechanisms in Portugal
title Fuel price transmission mechanisms in Portugal
spellingShingle Fuel price transmission mechanisms in Portugal
Silva, Francisco
Fuel and Oil Prices
Price Adjustment Mechanisms
title_short Fuel price transmission mechanisms in Portugal
title_full Fuel price transmission mechanisms in Portugal
title_fullStr Fuel price transmission mechanisms in Portugal
title_full_unstemmed Fuel price transmission mechanisms in Portugal
title_sort Fuel price transmission mechanisms in Portugal
author Silva, Francisco
author_facet Silva, Francisco
Batista, Maria da Graça Câmara
Elias, Nelson Pacheco
author_role author
author2 Batista, Maria da Graça Câmara
Elias, Nelson Pacheco
author2_role author
author
dc.contributor.none.fl_str_mv Repositório da Universidade dos Açores
dc.contributor.author.fl_str_mv Silva, Francisco
Batista, Maria da Graça Câmara
Elias, Nelson Pacheco
dc.subject.por.fl_str_mv Fuel and Oil Prices
Price Adjustment Mechanisms
topic Fuel and Oil Prices
Price Adjustment Mechanisms
description This study aims to analyze the behavior of fuel prices at the pump (unleaded gasoline and diesel) in Portugal, relative to positive and negative variations in Brent Crude Oil prices. Applying an autoregressive distributed lags model (ARDL) to weekly time series data for the period of January 2004 through May 2009, we detected some signs of asymmetry in the transmission price mechanism. However, these patterns are not statistically significant enough to reject hypotheses of symmetry in the price adjustment mechanisms of fuels in Portugal.
publishDate 2011
dc.date.none.fl_str_mv 2011-07
2011-07-01T00:00:00Z
2019-01-24T15:50:16Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.3/4963
url http://hdl.handle.net/10400.3/4963
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Silva, Francisco; Batista, Maria da Graça; Elias, Nelson (2011). Fuel price transmission mechanisms in Portugal, “Working Paper Series” nº 18/11, 30 pp.. Ponta Delgada: Universidade dos Açores, CEEAplA-A.
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade dos Açores
publisher.none.fl_str_mv Universidade dos Açores
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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