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Régis BOURBONNAIS
The Econometrics of Energy Systems
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Janvier 2007
Editors : Régis Bourbonnais, Jacques Girod, Jan Horst Keppler
Twenty years of liberalization have transformed the energy sector. The old energy world of long-term contracts and personal contacts has changed beyond recognition into a set of highly competitive markets with instantaneous decision-making much like the financial sector.
Decentralized decision-making by multiple actors creates the necessary environment for applying econometric techniques.
More importantly, the complexity and volatility of these new markets create strong demand for quantitative analysis and, in particular, econometric techniques.
Written jointly by energy economists and econometricians, this books offers an introduction to the state of the art in econometric modelling applied to the most pertinent issues in today's energy markets.
《能源计量经济学》内容涵盖能源经济数据的准备和预处理、能源供需及调整分析、经济增长与能源消费和能源强度、能源价格及其影响、能源回弹效应、能源替代、能源市场及金融衍生品、实时电价与电力市场、长期石油价格建模、能源企业价值评价等问题，对指数和因素分解方法、价格时间序列处理方法、Granger因果分析及协整、面板和面板阈值分析、向量自回归分析、结构断点识别和单位根检验、资产评价Fama-French方法等在能源经济领域的应用，结合研究案例进行了阐释。
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