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The Econometrics Of Energy Systems

The Econometrics Of Energy Systems

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  • ISBN:9781403987488
  • Editorial: Palgrave
  • Fecha de la edición:
  • Encuadernación:Tapa dura
  • Dimensiones: 14 cm x 22 cm
  • Nº Pág.:296
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Twenty years of liberalization have transformed the energy sector. The old energy world of long-term contracts and personal contacts has changed beyond recognition into a set of highly competitive markets with instantaneous decision-making much like the financial sector. Decentralized decision-making by multiple actors creates the necessary environment for applying econometric techniques. More importantly, the complexity and volatility of these new markets create strong demand for quantitative analysis and, in particular, econometric techniques. Written jointly by energy economists and econometricians, this books offers an introduction to the state of the art in econometric modelling applied to the most pertinent issues in today's energy markets.

Introduction; J-M.Chevalier
Energy Quantity and Price Data: Collection, Processing and Methods of Analysis; N.Debrosses & J.Girod
Dynamic Demand Analysis and the Process of Adjustment; J.Girod
Electricity Spot Price Modeling: Univariate Time Series Approach; R.Bourbannais & S.Méritet
Causality and Cointegration between Energy Consumption and Economic Growth in Developing Countries; J.H.Keppler
Economic Development and Energy Intensity: A Panel Data Analysis; G.Destais, J.Fouquau & C.Hurlin
The Causality Link Between Energy Prices, Technology and Energy Intensity; M.Bassec & S.Méritet
Energy Substitution Modeling; P.Renou-Maissant
Delineation of Energy Markets with Cointegration Techniques; R.Bourbonnais & P.Geoffron
The Relationship Between Spot and Forward Prices in Electricity Markets; C.Pozzi
The Price of Oil Over the Very Long Term; S.Chardon
The Impact of Vertical Integration and Horizontal Diversification on the Value of Energy Forms; C.Pozzi & P.Vassilopoulos

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