Essec\Faculty\Model\Contribution {#2190
  #_index: "academ_contributions"
  #_id: "1042"
  #_source: array:26 [
    "id" => "1042"
    "slug" => "dynamics-of-heating-oil-market-prices-in-europe"
    "yearMonth" => "2000-05"
    "year" => "2000"
    "title" => "Dynamics of Heating Oil Market Prices in Europe"
    "description" => "INDJEHAGOPIAN, J.P. et LANTZ, F. (2000). Dynamics of Heating Oil Market Prices in Europe. <i>Energy Economics</i>, pp. 225-252."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "INDJEHAGOPIAN Jean-Pierre"
        "bid" => "B00000258"
        "slug" => "indjehagopian-jean-pierre"
      ]
      1 => array:1 [
        "name" => "LANTZ F."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "225-252"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Dans cet article, on cherche à établir l'existence de relations d'équilibre à long terme sur le marché européen du fioul (Allemagne, France et cotation de Rotterdam). A partir de l'analyse de cointégration multivariée avec d'éventuels changements de régime (Guerre du Golfe), on estime les modèles à correction d'erreur vectoriels (VECM) et les VECM conditionnels. A partir de ces modèles, différents tests économétriques d'asymétrie sont exécutés."
      "en" => "In this article, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) with possible structural changes. With the VECM, we test the exogeneity of the exchange rate and of Rotterdam spot cotation. Lastly, with the conditional VECM, we study the asymmetric reaction of prices to positive and negative variations in the exchange rate and on Rotterdam spot market."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-04-19T08:22:02.000Z"
    "docTitle" => "Dynamics of Heating Oil Market Prices in Europe"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/indjehagopian-jean-pierre">INDJEHAGOPIAN Jean-Pierre</a>, LANTZ F."
    "docDescription" => "<span class="document-property-authors">INDJEHAGOPIAN Jean-Pierre, LANTZ F.</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">2000</span>"
    "keywordList" => ""
    "docPreview" => "<b>Dynamics of Heating Oil Market Prices in Europe</b><br><span>2000-05 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Dynamics of Heating Oil Market Prices in Europe</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.122311
  +"parent": null
}