Are fluctuations in natural gas consumption per capita transitory? Evidence from time series and panel unit root tests

Muhammad Shahbaz, Naceur Khraief, Mantu Mahalik () and Khair Uz Zaman

Energy, 2014, vol. 78, issue C, 183-195

Abstract: The stationary properties of natural gas consumption are essential for predicting the impacts of exogenous shocks on energy demand, which can help modeling the energy-growth nexus. Then, this paper proposes to investigate the panel unit root proprieties of natural gas energy consumption of 48 countries over the period of 1971–2010. We apply the Harvey et al. [69] linearity test in order to determine the type of the unit root tests (the Kruse (2010) nonlinear unit root or LM (Lagrange Multiplier) linear unit root tests). Our results show that the stationarity of natural gas consumption cannot be rejected for more than 60% of countries.

Keywords: Natural gas; Univariate unit root tests; The first and second generation panel data unit root tests (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:energy:v:78:y:2014:i:c:p:183-195

DOI: 10.1016/j.energy.2014.09.080

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