COMMODITY MODEL

Brent Crude Shock Propagator

Observed Surge: $88.00 → $96.00/bbl (+9.09% in 1-wk)
โš™ Operational Scenario Controls
Presets:
Brent Baseline Price $88.00 /bbl
Shock Price Target $96.00 /bbl
Refining Crack Spread Mode $24.00 /bbl
Transmission Day Day 7 (58% absorbed)
CPI Sensitivity / +$10/bbl 0.25%
Instant Crude Upstream Delta
+$8.00 +9.09%
Baseline: $88.00 → $96.00/bbl
Raw Crude Cost / Finished Gal
+$0.190 +9.1%
Theoretical 42-gal barrel conversion
Refining 3:2:1 Margin Shift
$24.00 Healthy
Implied processing gross crack
Day-7 Absorbed Pump Price Delta
+$0.138 +3.9%
58.4% of full +$0.237 equilibrium
Annualized Headline CPI Impulse
+0.20% Macro Drag
Energy direct & logistics pass-through
Refining Fraction Yield & Wholesale Price Propagation 1 Barrel = 42 US Gallons
Gasoline 45%
ULSD 29%
Jet 9%
Petrochem/HFO 17%
Refining Mechanics: Crude cracking requires heat, hydrogen, and catalytic crackers. The 3:2:1 standard assumes 3 barrels of crude yield 2 barrels of finished gasoline and 1 barrel of distillate. Crack spreads fluctuate based on seasonal Reid Vapor Pressure (RVP) specifications and heating oil demand.
Downstream Sector Pass-Through Matrix Lag-Adjusted
๐Ÿš— Retail Passenger Gasoline +$0.14 / gal
Equilibrium Target: +$0.23 / gal
Current Lag Absorption: 58.4%
Time to 90% Pass-Through: 18 Days
Household Annual Cost: +$152/yr
๐Ÿš› Commercial Trucking & Freight +$0.16 / gal
ULSD Wholesale Delta: +$0.26 / gal
Carrier Surcharge Adj: +2.2% Index
Pass-Through Half-Life: 9 Days (High Velocity)
OTR Cost per Mile: +3.8ยข / mi
โœˆ Airline Operations & CASM +$0.24 / gal
Jet-A Kerosene Delta: +$0.24 / gal
ASM Fuel Cost Delta: +0.32ยข / ASM
Transatlantic Ticket Surcharge: +$14.20 / seat
Airline Operating Margin: -45 bps
๐Ÿšข Marine Logistics & Bunker +$51.20 / MT
VLSFO 0.5% Delta: +$51.20 / metric ton
Bunker Surcharge (BAF): +$18.50 / FEU
Container Shipping Delta: +1.3% Freight Rate
Supply Chain Buffer: 30-45 Day Contract Lag
๐Ÿงช Petrochemical Steam Cracking +$72.00 / MT
Naphtha Feedstock Delta: +$72.00 / metric ton
Ethylene / PE Resin Impact: +1.8ยข / lb
Packaging Cost Surge: +1.4% Industrial Index
Cracker Margin Squeeze: -$35.00 / MT
Retail Gasoline Distributed-Lag Absorption (Day 0 – 45) Current: Day 7
Model: Non-linear Gompertz logistic absorption with asymmetric "rockets & feathers" price stickiness. Day 7 = 58.4%
Shock Sensitivity Matrix (ยฑ$16/bbl) 3:2:1 Baseline
Brent Price Crude ฮ” Wholesale Gal Retail Pump (Equil) Headline CPI
Refinery Yield & Conversion Baseline: 1 standard 42-gallon barrel of Brent crude yields approximately 44โ€“45 gallons of petroleum products due to refinery processing gain (density reduction in hydrotreating/hydrocracking). Empirical yield assumptions: Gasoline ~45% (18.9 gal), Distillate/Diesel ~29% (12.2 gal), Jet/Kerosene ~9% (3.8 gal), Residual/Naphtha/Asphalt ~17% (7.1 gal).
Empirical Pass-Through Dynamics ("Rockets and Feathers"): Econometric studies (EIA, Dallas Fed) demonstrate that retail pump prices respond rapidly to crude surges (50% transmitted within 6โ€“8 days, 90% within 18โ€“21 days), whereas downward crude corrections exhibit slower sticky adjustment. Wholesale rack prices reflect crude parity within 24โ€“48 hours.
Inflation Accounting: Direct energy represents ~7.0% of the US CPI headline basket (Motor fuel ~3.5%, Utility gas & electricity ~3.5%). A sustained +$10/bbl move typically injects +0.20% to +0.28% into headline CPI over a 6-month propagation window through direct fuel costs and freight logistics surcharges.
Brief copied to clipboard!