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seasonality. Based on this evidence, a theoretical model is presented and estimated to characterize the commodity convenience … yield dynamics that are consistent with previous findings. We also show that commodity price seasonality is better estimated …
Persistent link: https://www.econbiz.de/10011039614
In this article, we test for the existence of daily seasonality in returns and volatilities of crude oil. Using a dummy …, it cannot do so to an extent that is statistically significant. (iii) Our seasonality results are fairly robust to the …
Persistent link: https://www.econbiz.de/10011100130
This paper studies the dynamic demand for residential electricity in Taiwan employing a monthly panel data set, composed of 19 counties and spanning the period from 2007:01 to 2013:12. The partial adjustment model used addresses the endogeneity of the electricity price that results from the...
Persistent link: https://www.econbiz.de/10011208272
with trends and seasonality in the data. Unfortunately, estimation routines for the long-term and short-term seasonal …
Persistent link: https://www.econbiz.de/10011039527
In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low …
Persistent link: https://www.econbiz.de/10011039672
With the growing interest in using the technique of index decomposition analysis (IDA) in energy and energy-related emission studies, such as to analyze the impacts of activity structure change or to track economy-wide energy efficiency trends, the conventional single-level IDA may not be able...
Persistent link: https://www.econbiz.de/10011100063
The literature usually assumes that technical change reduces marginal abatement cost; however, recent results suggest that precisely the opposite occurs. This paper proposes a nonparametric method to determine the effect of technical change on marginal abatement cost. The method decomposes NOx...
Persistent link: https://www.econbiz.de/10011115897
Index decomposition analysis (IDA) is a popular tool for studying changes in energy consumption over time in a country or region. This specific application of IDA, which may be called temporal decomposition analysis, has been extended by researchers and analysts to study variations in energy...
Persistent link: https://www.econbiz.de/10011189297
This study analyzes energy intensity trends and drivers in 40 major economies using the WIOD database, a novel harmonized and consistent dataset of input–output table time series accompanied by environmental satellite data. We use logarithmic mean Divisia index decomposition to (1) attribute...
Persistent link: https://www.econbiz.de/10010729340
Index Decomposition Analysis (IDA) has been extensively applied in studies of energy consumption and energy-related emissions. Most have focused on the impacts of industrial structural change and technology progress and a few have also looked at inter-fuel substitution. There has been no study...
Persistent link: https://www.econbiz.de/10010868727