Overview

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.

Full Product Details

Author:   Jacques Girod ,  R. Bourbonnais ,  Jan Horst Keppler
Publisher:   Palgrave USA
Imprint:   Palgrave Macmillan
Dimensions:   Width: 14.00cm , Height: 2.00cm , Length: 21.60cm
Weight:   0.523kg
ISBN:  

9781403987488

ISBN 10:   1403987483
Pages:   266
Publication Date:   14 December 2006
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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

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Author Information

JACQUES GIROD is Director of Research at CNRS at the Institute of Energy Policy and Economics, France. REGIS BOURBONNAIS is an Assistant Professor at Dauphine University, France, and specializes in Econometrics. He is the author of several books and Co-Director of the Master in Logistics at Dauphine University JAN HORST KEPPLER is Professor of Economics at University Paris-Dauphine, France, and Senior Researcher at the Centre of Geopolitics of Energy and Raw Materials. He has previously held appointments with the International Energy Agency (IEA) as well as the Organisation for E

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