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The Econometrics of Energy Systems

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This book applies state of the art econometric techniques to the daily issues arising in energy markets.

Author(s): Jacques Girod, Regis Bourbonnais, Jan Horst Keppler
Edition: 1st
Publisher: Palgrave Macmillan
Year: 2007

Language: English
Commentary: 43613
Pages: 293

Cover......Page 1
Contents......Page 6
List of Tables......Page 8
List of Figures......Page 10
Notes on the Contributors......Page 12
Introduction: Energy Economics and Energy Econometrics......Page 14
1 Energy Quantity and Price Data: Collection, Processing and Methods of Analysis......Page 28
2 Dynamic Demand Analysis and the Process of Adjustment......Page 54
3 Electricity Spot Price Modelling: Univariate Time Series Approach......Page 78
4 Causality and Cointegration between Energy Consumption and Economic Growth in Developing Countries......Page 102
5 Economic Development and Energy Intensity: A Panel Data Analysis......Page 125
6 The Causality Link between Energy Prices, Technology and Energy Intensity......Page 148
7 Energy Substitution Modelling......Page 173
8 Delineation of Energy Markets with Cointegration Techniques......Page 195
9 The Relationship between Spot and Forward Prices in Electricity Markets......Page 213
10 The Price of Oil over the Very Long Term......Page 234
11 The Impact of Vertical Integration and Horizontal Diversification on the Value of Energy Firms......Page 252
B......Page 282
D......Page 283
E......Page 284
F......Page 285
I......Page 286
M......Page 287
N......Page 288
P......Page 289
R......Page 290
T......Page 291
W......Page 292
Z......Page 293