Empirical Analysis on the Fluctuation of Increasing Rate of China’s Energy Consumption

Beibei Hu, Xiangdong Song, Zhe Ming, Shuli Wang and Jierong Yang

Modern Applied Science, 2010, vol. 4, issue 6, 60

Abstract: The article made an empirical econometric analysis on the fluctuation of China’s total Energy Consumption and then estimated GARCH model, TARCH model and EGARCH model by the way of maximum-likehood estimation. Empirical studies showed GARCH model made the best estimation in statistics and the fluctuation rate was altering. And the fluctuation’s impact on China’s energy consumption was very high. The TGARCH and EGARCH models also showed that it had asymmetrical relation with the fluctuation of China’s total energy consumption. The authors summarized the features of volatility from empirical results and put forward some suggestions for further development and improvement.

Date: 2010
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