The Econometrics of Energy Systems

1. Front Matter

   Pages i-xxv

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2. Energy Quantity and Price Data: Collection, Processing and Methods of Analysis

   • Nathalie Desbrosses, Jacques Girod

   Pages 1-26

3. Dynamic Demand Analysis and the Process of Adjustment

   • Jacques Girod

   Pages 27-50

4. Electricity Spot Price Modelling: Univariate Time Series Approach

   • Régis Bourbonnais, Sophie Méritet

   Pages 51-74

5. Causality and Cointegration between Energy Consumption and Economic Growth in Developing Countries

   • Jan Horst Keppler

   Pages 75-97

6. Economic Development and Energy Intensity: A Panel Data Analysis

   • Ghislaine Destais, Julien Fouquau, Christophe Hurlin

   Pages 98-120

7. The Causality Link between Energy Prices, Technology and Energy Intensity

   • Marie Bessec, Sophie Méritet

   Pages 121-145

8. Energy Substitution Modelling

   • Patricia Renou-Maissant

   Pages 146-167

9. Delineation of Energy Markets with Cointegration Techniques

   • Régis Bourbonnais, Patrice Geoffron

   Pages 168-185

10. The Relationship between Spot and Forward Prices in Electricity Markets

    • Carlo Pozzi

    Pages 186-206

11. The Price of Oil over the Very Long Term

    • Sophie Chardon

    Pages 207-224

12. The Impact of Vertical Integration and Horizontal Diversification on the Value of Energy Firms

    • Carlo Pozzi, Philippe Vassilopoulos

    Pages 225-253

13. Back Matter

    Pages 255-266

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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.

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

• Centre de Géopolitique de l’Energie et des Matières Premières (CGEMP), Dauphine University, France

  Jan Horst Keppler

• Dauphine University, France

  Régis Bourbonnais

• Energy and Environmental Policy Group, LEPII Laboratory Grenoble, France

  Jacques Girod

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

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