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The econometrics of energy systems

Author: Jan Horst Keppler; Régis Bourbonnais; Jacques Girod
Publisher: Basingstoke [England] ; New York : Palgrave Macmillan, ©2007.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

The complexity and volatility of energy markets creates strong demand for quantitative analysis and econometric techniques. This book offers an introduction to the state of the art in econometric  Read more...

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Genre/Form: Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jan Horst Keppler; Régis Bourbonnais; Jacques Girod
ISBN: 1403987483 9781403987488
OCLC Number: 70063107
Description: xxv, 266 pages : illustrations ; 23 cm
Contents: Introduction : Energy economics and energy econometrics / Jean-Marie Chevalier --
Energy quantity and price data : collection, processing and methods of analysis / Nathalie Desbrosses and Jacques Girod --
Dynamic demand analysis and the process of adjustment / Jacques Girod --
Electricity spot price modelling : univariate time series approach / Régis Bourbonnais and Sophie Méritet --
Causality and cointegration between energy consumption and economic growth in developing countries / Jan Horst Keppler --
Economic development and energy intensity : a panel data analysis / Ghislaine Destais, Julien Fouquau and Christophe Hurlin --
The causality link betwen energy prices, technology and energy intensity / Marie Bessec and Sophie Méritet --
Energy substitution modelling / Patricia Renou-Maissant --
Delineation of energy markets with cointegration techniques / Régis Bourbonnais and Patrice Geoffron --
The relationship between spot and forward prices in electricity markets / Carlo Pozzi --
The price of oil over the very long term / Sophie Chardon --
The impact of vertical integration and horizontal diversification on the value of energy firms / Carlo Pozzi and Philippe Vassilopoulos.
Responsibility: edited by Jan Horst Keppler, Régis Bourbonnais and Jacques Girod ; with an introduction by Jean-Marie Chevalier.
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