Does energy consumption by the US electric power sector exhibit long memory behavior?
Luis Gil-Alana (),
David Loomis and
James Payne ()
Energy Policy, 2010, vol. 38, issue 11, 7512-7518
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.
Keywords: Electric; power; Long; memory; Persistence (search for similar items in EconPapers)
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Working Paper: Does energy consumption by the US electric power secto exhibit long memory behaviour? (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:enepol:v:38:y:2010:i:11:p:7512-7518
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