Is monthly US natural gas consumption stationary? New evidence from a GARCH unit root test with structural breaks

B-Tier
Journal: Energy Policy
Year: 2014
Volume: 69
Issue: C
Pages: 258-262

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:enepol:v:69:y:2014:i:c:p:258-262
Journal Field
Energy
Author Count
2
Added to Database
2026-01-26