Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach

Hsu, Yi‐Chung; Lee, Chien‐Chiang; Lee, Chi‐Chuan

doi:10.1016/j.eneco.2007.09.007

Cited by 115 publications

(55 citation statements)

References 45 publications

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“…Although there are some papers investigating the presence of unit roots in energy consumption (Chen and Lee, 2007;Narayan and Smyth, 2007;Hsu et al, 2008;Mishra et al, 2009;Lean and Smyth, 2009;Rao and Rao, 2009), only a few studies examine the behaviour of prices. Li and Thompson (2010) analyse monthly real oil prices between 1990 and 2008 using a GARCH model.…”

Section: Literature Reviewmentioning

confidence: 99%

Long Memory in German Energy Price Indices

2012

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Section: Literature Reviewmentioning

confidence: 99%

Long Memory in German Energy Price Indices

2012

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“…Empirical analyses that concern also one or more Euro area member countries with a panel data approach are those of Lee and Chang (2007), Narayan and Smyth (2007), Hsu et al (2008), Huang et al (2008), , , Lee and Lee (2010), Belke et al (2011), Narayan andPopp (2012), and Shahbaz et al (2012).…”

Section: Literature Reviewmentioning

confidence: 99%

Is per capita energy use stationary? Panel data evidence for the EMU countries

Magazzino

2016

Energy Exploration & Exploitation

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The aim of the study is to examine the stationary properties of per capita energy use in the 19 Eurozone member countries by using yearly data in the 1960-2013 period. First and second generation of panel unit root tests are applied. Empirical findings show mixed results, since the evidence favors the panel stationarity of energy use per capita in all groups of countries for the specification with the constant only; on the contrary, in the specification with constant and trend, the null hypothesis that all series are non-stationary cannot be rejected. Therefore, policymakers should be cautious, paying attention to the energy use series' properties, as different results conduct to opposite policy implications.

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“…Though there have been a number of studies investigating the presence of a unit root in energy consumption (Chen and Lee, 2007;Narayan and Smyth, 2007;Hsu et al, 2008;Mishra et al, 2009;Lean and Smyth, 2009;Rao and Rao, 2009), only a few studies examine oil production. 4 In the process of examining the economic, geological, and institutional determinants of oil production in the lower 48 U.S. states, Kaufmann and Cleveland (2001) use the Augmented Dickey Fuller (ADF, Dickey and Fuller, 1979) unit root test with respect to oil production over the period 1938 to 1991.…”

Section: Brief Overview Of the Literaturementioning

confidence: 99%