The Econometrics of Energy Systems

2007
ISBN: 978-1-4039-8748-8
Verlag: Springer

Buch, Englisch, 266 Seiten, Format (B × H): 140 mm x 216 mm, Gewicht: 522 g

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 modelling applied to the most pertinent issues in today's energy markets for a better understanding of the working of energy systems and energy economics.

Zielgruppe

Research

Autoren/Hrsg.

Girod, Jacques

Keppler, Jan Horst

Bourbonnais, R.

Inhaltsverzeichnis

Introduction; J-M.Chevalier Energy Quantity and Price Data: Collection, Processing and Methods of Analysis; N.Debrosses & J.Girod Dynamic Demand Analysis and the Process of Adjustment; J.Girod Electricity Spot Price Modeling: Univariate Time Series Approach; R.Bourbannais & S.Méritet Causality and Cointegration between Energy Consumption and Economic Growth in Developing Countries; J.H.Keppler Economic Development and Energy Intensity: A Panel Data Analysis; G.Destais, J.Fouquau & C.Hurlin The Causality Link Between Energy Prices, Technology and Energy Intensity; M.Bassec & S.Méritet Energy Substitution Modeling; P.Renou-Maissant Delineation of Energy Markets with Cointegration Techniques; R.Bourbonnais & P.Geoffron The Relationship Between Spot and Forward Prices in Electricity Markets; C.Pozzi The Price of Oil Over the Very Long Term; S.Chardon The Impact of Vertical Integration and Horizontal Diversification on the Value of Energy Forms; C.Pozzi & P.Vassilopoulos

Über Autor(innen)

MARIE BASSEC Assistant Professor in Economics, Dauphine University, Paris, France
SOPHIE CHARDON Natexis Banques Populaires, Banque Populaire Group, France
JEAN-MARIE CHEVALIER Professor of Economics, Dauphine University, Paris, France
NATHALIE DEBROSSES Employee of ENERDATA
GHISLAINE DESTAIS Assistant Professor in Economics, Pierre Mendes France University, Grenoble, France
JULIEN FOUQUAU PhD Student in Economics, University of Orleans, France
PATRICE GEOFFRON Professor of Economics, Dauphine University, Paris, France
CHRISTOPHE HURLIN Professor of Economics, University of Orleans, France
SOPHIE MÉRITET Assistant Professor in Economics, Dauphine University, Paris, France
CARLO POZZI Associate Researcher, Centre de Geopolitique de l'Energie et des Matieres Premieres (CGEMP), Dauphine University, Paris, France
PATRICIA RENOU-MAISSANT Associate Professor, University of Caen, France
PHILIPPE VASSILOPOULOS PhD Student in Economics, Centre de Geopolitique de l'Energie et des Matieres Premieres (CGEMP), Dauphine University, Paris, France