Purpose – This study attempts to re‐investigate the electricity consumption function for Malaysia through the cointegration and causality analyses over the period 1970 to 2005. Design/methodology/approach – The study employed the bounds‐testing procedure for cointegration to examine the...

Purpose – This paper set out to use an autoregressive conditional heteroscedasticity (ARCH)‐type model to capture the time‐varying conditional variance of Alberta electricity prices. This is of major importance in forecasting, since ARCH‐type models allow the conditional variance to...

Purpose – This paper set out to use an autoregressive conditional heteroscedasticity (ARCH)-type model to capture the time-varying conditional variance of Alberta electricity prices. This is of major importance in forecasting, since ARCH-type models allow the conditional variance to depend on...

Purpose – This study attempts to re-investigate the electricity consumption function for Malaysia through the cointegration and causality analyses over the period 1970 to 2005. Design/methodology/approach – The study employed the bounds-testing procedure for cointegration to examine the...