Does energy consumption by the US electric power secto exhibit long memory behaviour?

Luis Gil-Alana, James Payne and David Loomis ()
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David Loomis: Department of Economics, Illinois State University

No 04/10, Faculty Working Papers from School of Economics and Business Administration, University of Navarra

Abstract: This communication analyzes the energy consumption by the U.S. 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.

Pages: 15 pages
Date: 2010-02-09
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Citations: View citations in EconPapers (43)

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Related works:
Journal Article: Does energy consumption by the US electric power sector exhibit long memory behavior? (2010)
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