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Dynamic Modelling of Energy Demand : A Guided Tour Through the Jungle of Unit Roots and Cointegration

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Author Info

  • Engsted, T
  • Bentzen, J

Abstract

This paper provides a detailed survey of the recent literature on unit roots and cointegration, and relates the concepts to the estimation of energy demand relationships The special features and properties of non-stationary time-series are discussed, including the relevant asymptotic theory.

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Bibliographic Info

Paper provided by Aarhus School of Business - Department of Economics in its series Papers with number 97-6.

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Length: 43 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:fth:aascbu:97-6

Contact details of provider:
Postal: Department of Economics, Faculty of Business Administration. The Aarhus School of Business. Fuglesangs Alle 4. DK- 8210 Aarhus V - Denmark
Phone: +45 89 486396
Fax: +45 8615 5175
Web page: http://www.asb.dk/about/departments/nat.aspx
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Related research

Keywords: ENERGY DEMAND;

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Cited by:
  1. Kumar Narayan, Paresh & Smyth, Russell, 2007. "Are shocks to energy consumption permanent or temporary? Evidence from 182 countries," Energy Policy, Elsevier, vol. 35(1), pages 333-341, January.
  2. Tomas Havranek & Ondrej Kokes, 2013. "Income Elasticity of Gasoline Demand: A Meta-Analysis," Working Papers IES 2013/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2013.
  3. Bhattacharyya, Subhes C. & Timilsina, Govinda R., 2010. "Modelling energy demand of developing countries: Are the specific features adequately captured?," Energy Policy, Elsevier, vol. 38(4), pages 1979-1990, April.
  4. Suleiman, Sa’ad & Muhammad, Shahbaz, 2012. "Price and Income Elasticities of Demand for Oil Products in African Member Countries of OPEC: A Cointegration Analysis," MPRA Paper 37390, University Library of Munich, Germany, revised 28 Feb 2012.
  5. Andrea Bigano & Francesco Bosello & Giuseppe Marano, 2006. "Energy Demand and Temperature: A Dynamic Panel Analysis," Working Papers 2006.112, Fondazione Eni Enrico Mattei.

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