首页> 外文期刊>Energy economics >Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks
【24h】

Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks

机译:巴西的能源生产:基于持久性,季节性和中断的经验事实

获取原文
获取原文并翻译 | 示例
           

摘要

This paper investigates the statistical properties of the production of energy in Brazil using long range dependence techniques in monthly data from January 2000 to February 2013. Two important features of the data are analyzed, in particular, its degree of persistence and seasonality. The results indicate first that seasonality is an essential issue in modeling the persistence in energy production. Also, the persistence itself, measured in terms of the differencing parameter is relevant, with orders of integration in the series found to be positive though smaller than 1 and thus implying mean reversion. A single structural break is also found in two of the series. Policy implications of the results obtained are also derived. (C) 2015 Elsevier B.V. All rights reserved.
机译:本文使用长期依赖技术,在2000年1月至2013年2月的月度数据中调查了巴西能源生产的统计特性。分析了数据的两个重要特征,特别是其持久性和季节性。结果首先表明,季节性是建模能源生产持续性的基本问题。同样,根据差异参数测得的持久性本身也很重要,尽管该序列的积分阶数小于1却是正数,因此意味着均值回归。在两个系列中也发现了一个结构性断裂。还得出了所得结果的政策含义。 (C)2015 Elsevier B.V.保留所有权利。

著录项

  • 来源
    《Energy economics》 |2016年第2期|88-95|共8页
  • 作者单位

    Univ Tecn Lisboa, Inst Super Econ & Gestao, P-1100 Lisbon, Portugal|UECE Res Unit Complex & Econ, Lisbon, Portugal;

    Univ Navarra, Fac Econ, Edificio Biblioteca, E-31080 Pamplona, Spain|ICS NCID, Edificio Biblioteca, E-31080 Pamplona, Spain;

    Univ Fed Rio de Janeiro, COPPEAD Grad Business Sch, Rua Paschoal Lemme 355, Rio De Janeiro, Brazil;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    Brazil; Energy production; Long memory;

    机译:巴西;能源生产;长期记忆;

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号