Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production

Russell Smyth

No 04-12, Monash Economics Working Papers from Monash University, Department of Economics

Abstract: This study reviews the empirical literature on the integration properties of energy consumption and production. The survey begins with a discussion of the implications of whether energy variables contain a unit root and proceeds to examine how results differ according to the specific unit root or stationarity test employed. Various issues in the literature such as country coverage, use of aggregate versus disaggregate energy data and national versus sub-national data are discussed. Results are found to be sensitive to methodology and type of energy considered. Suggestions for future research are discussed.

Pages: 26 pages
Date: 2012-03
New Economics Papers: this item is included in nep-ene
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.buseco.monash.edu.au/eco/research/paper ... tionsenergysmyth.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 403 Forbidden (http://www.buseco.monash.edu.au/eco/research/papers/2012/0412arefluctuationsenergysmyth.pdf [301 Moved Permanently]--> https://www.monash.edu/business/ [301 Moved Permanently]--> https://www.monash.edu/business)

Related works:
Journal Article: Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mos:moswps:2012-04

Ordering information: This working paper can be ordered from
https://www.monash.e ... esearch/publications

Access Statistics for this paper

More papers in Monash Economics Working Papers from Monash University, Department of Economics Department of Economics, Monash University, Victoria 3800, Australia. Contact information at EDIRC.
Bibliographic data for series maintained by Simon Angus ().