Year
1998
Authors
INDJEHAGOPIAN Jean-Pierre, LANTZ F., SIMON V.
Abstract
In the European petroleum products markets, there is a strong evidence of links between the domestic consumer prices and the international spot prices of Rotterdam. In this paper, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) which include the possibility of structural changes linked to the Gulf War.
INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1998). Dynamique des prix sur le marché des fiouls domestiques en Europe. Dans: Colloque International : Marchés Financiers Emergents. Financial Management Association (FMA).