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Influencia y divergencia de choques de precios del petroleo en precios del gas natural ¿Mecanismo unidireccional o canales de transmision?, una estimacion mediante vectores estructurales concorrector de errores(SVEC), 1992 (I)-2011 (IV)

Author

Listed:
  • Roger Alejandro Banegas Rivero

    (Universidad Autonoma del Estado de Mexico)

  • Reyna Vergara Gonzalez

Abstract

En este documento se evaluan dos mecanismos de choques de precios del petroleo sobre los precios del gas natural (unidireccional y canales de transmision). Estas vias han sido empleadas para investigar la influencia y divergencia entre ambos precios. Mediante la metodologia utilizada se evidencia que los precios del petroleo influyen directa y significativamente en el largo plazo. Sin embargo, ambos precios no estan conectados en el corto plazo empleandose la metodologia de vectores estructurales con corrector de errores (SVEC por sus siglas en ingles, con base en informacion trimestral: 1992-2011, considerandose tres precios del gas natural: Estados Unidos, Rusia y Japon).

Suggested Citation

  • Roger Alejandro Banegas Rivero & Reyna Vergara Gonzalez, 2014. "Influencia y divergencia de choques de precios del petroleo en precios del gas natural ¿Mecanismo unidireccional o canales de transmision?, una estimacion mediante vectores estructurales concorrector," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 11(1), pages 59-87, Enero- Ju.
  • Handle: RePEc:qua:journl:v:11:y:2014:i:1:p:59-87
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    Keywords

    Precios del petroleo y del gas natural; influencia y divergencia; mecanismos de transmision de choques.;

    JEL classification:

    • D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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