The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests


Asian A. , Kum H.

ENERGY, vol.36, no.7, pp.4256-4258, 2011 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 36 Issue: 7
  • Publication Date: 2011
  • Doi Number: 10.1016/j.energy.2011.04.018
  • Title of Journal : ENERGY
  • Page Numbers: pp.4256-4258

Abstract

This study is the first attempt to investigate the stationary of energy consumption for Turkish disaggregates data by employing linear and non-linear unit root tests extending from 1970 to 2006. It is concluded that the linearity is rejected in 4 cases in 7 Turkish sectors. In addition, when LM (Lagrange multiplier) tests that account for at most two structural breaks are taken into account for residential, industrial and agricultural where energy consumption follow a linear behavior, the unit root null is rejected. This means that energy demand management policies designed to shrink energy consumption will instead have a transitory impact on the energy consumption and return it toward its original trend path. On the other hand, it's concluded that the transportation, non-energy uses & other, final energy consumption and cycle & energy sector's energy consumption are non-stationary which means that any shock to energy consumption is likely to be permanent and energy demand management policies will have a permanent impact on these sectors. Crown Copyright (C) 2011 Published by Elsevier Ltd. All rights reserved.