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Does energy consumption by the US electric power sector exhibit long memory behavior?


  • Gil-Alana, Luis A.
  • Loomis, David
  • Payne, James E.


This study analyzes energy consumption by the US electric power by various energy sources through fractional integration. In doing so, we are able to determine the level of persistence of the shocks affecting each energy source. The results indicate long memory behavior as each energy source is highly persistent, displaying long memory along with autoregressive behavior and strong seasonal patterns.

Suggested Citation

  • Gil-Alana, Luis A. & Loomis, David & Payne, James E., 2010. "Does energy consumption by the US electric power sector exhibit long memory behavior?," Energy Policy, Elsevier, vol. 38(11), pages 7512-7518, November.
  • Handle: RePEc:eee:enepol:v:38:y:2010:i:11:p:7512-7518

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    References listed on IDEAS

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