| ID | 132659 |
| Title Proper | Is monthly US natural gas consumption stationary |
| Other Title Information | new evidence from a GARCH unit root test with structural breaks |
| Language | ENG |
| Author | Mishra, Vinod ; Smyth, Russell |
| Publication | 2014. |
| Summary / Abstract (Note) | We apply a recently developed unit root test that simultaneously accounts for heteroskedasticity and structural breaks to United States monthly natural gas consumption. We find that United States monthly natural gas consumption is stationary. Our results illustrate the importance of accounting for heteroskedasticity when testing for a unit root in energy consumption with higher frequency data. |
| `In' analytical Note | Energy Policy Vol.69, No. ; Jun.2014: p.258-262 |
| Journal Source | Energy Policy Vol.69, No. ; Jun.2014: p.258-262 |
| Key Words | Natural Gas ; Unit Root ; Heteroskedasticity ; Simultaneously Accounts ; Energy Consumption ; United States ; GARCH ; Natural Gas Consumption |