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The Structure and Intensity of Energy Use: Trends in Five OECD Nations

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  • Richard B. Howarth
  • Lee Schipper
  • Bo Andersson

Abstract

This paper examines trends in the structure and intensity of final energy demand in five OECD nations between 1973 and 1988. Our focus is on primary energy use, which weights fuels by their thermal content and multiplies district heat and electricity by factors of 1.15 and 3.24 to approximate the losses that occur in the conversion and distribution of these energy carriers. Growth in the level of energy-using activities, given 1973 energy intensities (energy use per unit of activity), would have raised primary energy use by 46% in the U. S., 42%, in Norway, 33% in Denmark, 37% in West Germany, and 53% in Japan. Reductions in end-use energy intensities, given 1973 activity levels, would have reduced primary energy use by 19% in the U.S., 3% in Norway, 20% in Denmark, 15% in West Germany, and 14% in Japan. Growth in national income paralelled increases in a weighted index of energy-using activities in the U. S., West Germany, and Denmark but substantially outstripped activity growth in Norway and Japan. We conclude that changes in the structure of a nations economy may lead to substantial changes in its energy/GDP ratio that art? unrelated to changes in the technical efficiency of energy utilization. Similarly, changes in energy intensities may be greater or less than the aggregate change in the energy/GDP ratio of a given country, a further warning that this ratio may be an unreliable indicator of technical efficiency.

Suggested Citation

  • Richard B. Howarth & Lee Schipper & Bo Andersson, 1993. "The Structure and Intensity of Energy Use: Trends in Five OECD Nations," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 27-46.
  • Handle: RePEc:aen:journl:1993v14-02-a02
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    References listed on IDEAS

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    1. Summers, Lawrence H, 1986. " Does the Stock Market Rationally Reflect Fundamental Values?," Journal of Finance, American Finance Association, vol. 41(3), pages 591-601, July.
    2. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    3. Zivot, Eric & Andrews, Donald W K, 2002. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.
    4. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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    JEL classification:

    • F0 - International Economics - - General

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