Estudo de comportamento dos preÃos da gasolina na RegiÃo Metropolitana do Recife: uma aplicaÃÃo de modelos auto-regressivos

AUTOR(ES)
DATA DE PUBLICAÇÃO

2005

RESUMO

This study analyses initially the crude oil industry, where technician questions about crude oil and gasoline are analyzed. Besides, a description about the formation of gasoline prices in Brazil is done. Then, a overview about the models used to estimate the asymmetry in crude oil and gasoline prices is developed. Models that investing if the gasoline prices respond more quickly to increases than to decreases in crude oil prices. Finally, the methodology developed by Nathan S. Balke, Stephen P. A. Brown e Mine K. Yucel is applied to verify there is asymmetry in Metropolitan Region of Recife, where was conclude that during January 2003 to November 2004 the gasoline prices was not influenced by the fluctuations at crude oil prices in the international market therefore asymmetry was not identify

ASSUNTO(S)

preÃo da gasolina engenharia de producao gasoline prices preÃo do petrÃleo crude oil prices asymmetry assimetria

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