Does energy consumption volatility affect real GDP volatility? : an empirical analysis for the UK
Abdul Rashid; Ozge Kandemir Kocaaslan
| Year of publication: |
2013
|
|---|---|
| Authors: | Rashid, Abdul ; Kandemir Kocaaslan, Ozge |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 3.2013, 4, p. 384-394
|
| Subject: | energy consumption volatility | GDP volatility | asymmetry | Markov switching ARCH models | Markov regime switching models | Energiekonsum | Energy consumption | Volatilität | Volatility | Markov-Kette | Markov chain | Nationaleinkommen | National income | ARCH-Modell | ARCH model | Schätzung | Estimation | Großbritannien | United Kingdom | Wirtschaftswachstum | Economic growth | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Bruttoinlandsprodukt | Gross domestic product |