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The Asymmetric Effects of Changes in Price and Income on Energy and Oil Demand

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Author Info
Gately, D.
Huntington, H.G.
Abstract

This paper estimates the effects on energy and oil demand of changes in income and oil prices, for 96 of the world's largest countries, in per-capita terms. We examine three important issues: the asymmetric effects on demand of increases and decreases in oil prices; the asymmetric effects on demand of increases and decreases in income; and the different speeds of demand adjustment to changes in price and in income. Its main conclusions are the following: (1) OECD demand responds much more to increases in oil prices than to decreases; ignoring this asymmetric price response will bias downward the estimated income elasticity; (2) demand's response to income decreases in many non-OECD countries is not necessarily symmetric to its response to income increases; ignoring this asymmetric income response will bias the estimated income elasticity; (3) the speed of demand adjustment is faster to changes in income than to changes in price; ignoring this difference will bias upward the estimated response to income changes. Using correctly specified equations for energy and oil demand, the long-run elasticity for increases in income is about 0.55 for OECD energy and oil, and 1.0 or higher for Non-OECD Oil Exporters, Income Growers and perhaps all Non-OECD countries. These income elasticity estimates are significantly higher than current estimates used by the US Department of Energy. Our estimates for the OECD countries are also higher than those estimated recently by Schmalensee-Stoker-Judson (1998) and Holtz-Eakin and Selden (1995), who ignore the asymmetric effects of prices on demand. Higher income elasticities, of course, will increase projections of energy and oil demand, and of carbon dioxide emissions.

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Paper provided by C.V. Starr Center for Applied Economics, New York University in its series Working Papers with number 01-01.

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Length: 29 pages
Date of creation: 2001
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Handle: RePEc:cvs:starer:01-01

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Postal: C.V. Starr Center, Department of Economics, New York University, 19 W. 4th Street, 6th Floor, New York, NY 10012
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Web page: http://econ.as.nyu.edu/object/econ.cvstarr.html
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Postal: C.V. Starr Center, Department of Economics, New York University, 19 W. 4th Street, 6th Floor, New York, NY 10012
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Related research
Keywords: ENERGY DEMAND; OIL DEMAND; ASYMMETRY; IRREVERSIBILITY; INCOME ELASTICITY;

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Find related papers by JEL classification:
Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Haas, Reinhard & Schipper, Lee, 1998. "Residential energy demand in OECD-countries and the role of irreversible efficiency improvements," Energy Economics, Elsevier, vol. 20(4), pages 421-442, September. [Downloadable!] (restricted)
  2. Gately, D. & Streifel, S.S., 1997. "The demand for Oil Products in Developing Countries," World Bank - Discussion Papers 359, World Bank.
  3. Ruth A. Judson & Richard Schmalensee & Thomas M. Stoker, 1999. "Economic Development and the Structure of the Demand for Commercial Energy," The Energy Journal, International Association for Energy Economics, vol. 20(2), pages 29-58.
  4. Joyce Dargay & Dermot Gately, 1994. "Oil Demand in the Industrialized Countries," The Energy Journal, International Association for Energy Economics, vol. 15(Special I), pages 39-68.
  5. Holtz-Eakin, Douglas & Selden, Thomas M., 1995. "Stoking the fires? CO2 emissions and economic growth," Journal of Public Economics, Elsevier, vol. 57(1), pages 85-101, May. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Matteo Manera, 2005. "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers 2005.47, Fondazione Eni Enrico Mattei. [Downloadable!]
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  2. Safirova, Elena A. & Houde, Sébastien & Harrington, Winston, 2007. "Spatial Development and Energy Consumption," Discussion Papers dp-07-51, Resources For the Future. [Downloadable!]
  3. Kangni Kpodar, 2006. "Distributional Effects of Oil Price Changes on Household Expenditures: Evidence from Mali," IMF Working Papers 06/91, International Monetary Fund. [Downloadable!]
  4. Cremer, Helmuth & De Donder, Philippe & Gahvari, Firouz, 2005. "Political competition within and between parties: an application to environmental policy," CEPR Discussion Papers 5228, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Nora Lustig, 2009. "Coping with Rising Food Prices: Policy Dilemmas in the Developing World," Working Papers 0907, Tulane University, Department of Economics. [Downloadable!]
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