Building a panel data set on fuel stations located in the Spanish regional areas of Madrid and Barcelona

The data described in this article were collected daily over the period June 10, 2010, to November 25, 2012, from the website of the Spanish Ministry of Industry, Energy and Tourism. The database includes information about fuel stations regarding to their prices (both gross and net of taxes), brand, location (latitude and longitude), and postal code in the Spanish provinces of Madrid and Barcelona. Moreover, obtaining the postal codes has allowed us to select those stations that are operating within the metropolitan areas of Madrid and Barcelona. By considering those fuel stations that uninterruptedly provided prices during the entire period, the data can be especially useful to explore the dynamics of prices in fuel markets. This is the case of Balaguer and Ripollés (2016), "Asymmetric fuel price responses under heterogeneity" [1], who, taking into account the presence of the potential heterogeneity of the behaviour of fuel stations, used this statistical information to perform an analysis on asymmetric fuel price responses.