用确定趋势的傅里叶函数计算脱碳能源序列的分位数积分顺序

IF 5.8 Q2 ENERGY & FUELS Energy and climate change Pub Date : 2023-04-10 DOI:10.1016/j.egycc.2023.100105
Nicolas Schneider , Yifei Cai
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引用次数: 1

摘要

分析能源序列平稳特征的逻辑在于单位根评估所赋予的政策潜力。本文确定了德国、意大利、波兰、法国、西班牙和荷兰这六个能源领导者和申根地区最大的碳排放国的可再生能源消费系列的整合特性。对50多年的数据应用了逐步集成性能测试框架。它包括一组单变量单位根检验(ADF、PP、DFGLS和kwiatkowski - philips - schmidt - shin检验);静止过程允许在截距和时间趋势中内生地确定结构断裂(CMR, ZA);确定性趋势的双重中断(LS);以及Bahmani-Oskooee等人(2017)对Koenker和Xiao(2004)的傅立叶分位数单位根检验的扩展,该检验包含确定性趋势中的平滑中断。无论是在法国、意大利、波兰还是西班牙,可再生能源消费序列都不符合非平稳性的零假设。这与德国的数据形成鲜明对比,显示分位数变化的积分特性,而荷兰在过程的每个阶段呈现稳定的平稳特征。除了对未来研究的展望外,还提出了涉及过渡燃料的政策建议,以提供安全且波动较小的绿色能源供应,实现IPCC的气候目标,并避免传递回宏观经济变量的短暂冲击。
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Quantile integration order of decarbonized energy series using a Fourier function in the deterministic trend

The logic of analysing the stationary features in energy series lays in the policy potentials that unit root assessments confer. This paper identifies the integration properties of renewable energy consumption series in Germany, Italy, Poland, France, Spain, and Netherlands: six energy leaders but also top carbon emitters in the Schengen area. A stepwise integration property testing framework is applied on data spanning more than five decades. It includes a set of univariate unit root tests (ADF, PP, DFGLS, and Kwiatkowski–Phillips–Schmidt–Shin tests); stationary procedures allowing for endogenously determined structural breaks in the intercept and the time-trends (CMR, ZA); double breaks in the deterministic trend (LS); along with the Bahmani-Oskooee et al. (2017)’s extension of the Koenker and Xiao (2004) Fourier Quantile Unit Root test incorporating smooth breaks in the deterministic trend. In neither France, nor Italy, Poland, or Spain, renewable energy consumption series reject the null hypothesis of non-stationarity. This contrasts with German data displaying quantiles-varied integrational properties, whereas the Netherlands presents stable stationary features along each stage of the procedure. In addition to prospects for future research, policy suggestions involving bridging fuels are proposed to offer a secure and less volatile supply of green energies, reach IPCC climate targets, and avoid transitory shocks transmitted back to macroeconomic variables.

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Energy and climate change
Energy and climate change Global and Planetary Change, Renewable Energy, Sustainability and the Environment, Management, Monitoring, Policy and Law
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