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OECD Energy Demand: Modelling Underlying Energy Demand Trends using the Structural Time Series Model

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Author Info
Arqam Al-Rabbaie (Surrey Energy Economics Centre (SEEC), Department of Economics, University of Surrey)
Lester C. Hunt () (Surrey Energy Economics Centre (SEEC), Department of Economics, University of Surrey)

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Abstract

Aggregate energy demand functions for 17 OECD countries are estimated with data for 1960-2003 using the Structural Time Series Model (STSM) thus allowing for a stochastic Underlying Energy Demand Trend (UEDT). It is found that the estimated long-run income and price elasticities range from 0.5 to 1.5 and -0.1 to -0.4 respectively. Furthermore the stochastic form for the UEDT is preferred for all countries suggesting a wide variation in the exogenous effects of energy saving technical progress in addition to other pertinent exogenous factors such as economic structure, consumer preferences, and socio-economic influences.

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File URL: http://www.seec.surrey.ac.uk/Research/SEEDS/SEEDS114.pdf
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Publisher Info
Paper provided by Surrey Energy Economics Centre (SEEC), Department of Economics, University of Surrey in its series Surrey Energy Economics Centre (SEEC), Department of Economics Discussion Papers (SEEDS) with number 114.

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Length: 42 pages
Date of creation: Oct 2006
Date of revision:
Handle: RePEc:sur:seedps:114

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Related research
Keywords: OECD Energy Demand; Modelling; Underlying Stochastic Trends;

Find related papers by JEL classification:
O57 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Comparative Studies of Countries
Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply

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  1. Enrica De Cian & Elisa Lanzi & Roberto Roson, 2007. "The Impact of Temperature Change on Energy Demand: A Dynamic Panel Analysis," Working Papers 2007.46, Fondazione Eni Enrico Mattei. [Downloadable!]
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This page was last updated on 2009-12-6.


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