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The Econometrics of Energy Systems

  • Jan Horst Keppler
  • Régis Bourbonnais
  • Jacques Girod
Book

Table of contents

  1. Front Matter
    Pages i-xxv
  2. Régis Bourbonnais, Sophie Méritet
    Pages 51-74
  3. Ghislaine Destais, Julien Fouquau, Christophe Hurlin
    Pages 98-120
  4. Patricia Renou-Maissant
    Pages 146-167
  5. Régis Bourbonnais, Patrice Geoffron
    Pages 168-185
  6. Sophie Chardon
    Pages 207-224
  7. Back Matter
    Pages 255-266

About this book

Introduction

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.

Keywords

cointegration econometrics electricity markets energy energy consumption energy economics panel data time series volatility

Editors and affiliations

  • Jan Horst Keppler
    • 1
  • Régis Bourbonnais
    • 2
  • Jacques Girod
    • 3
  1. 1.Centre de Géopolitique de l’Energie et des Matières Premières (CGEMP)Dauphine UniversityFrance
  2. 2.Dauphine UniversityFrance
  3. 3.Energy and Environmental Policy GroupLEPII Laboratory GrenobleFrance

Bibliographic information