IDEAS home Printed from https://ideas.repec.org/p/zbw/esrepo/121936.html
   My bibliography  Save this paper

Wind electricity production in Germany and Spain: a dynamic relationship

Author

Listed:
  • Alonso-Rodriguez, Agustin

Abstract

In this paper, a dynamic relationship between the wind electricity production of Germany and Spain is presented. With the help of a VAR(1) model, and using the terminology of Granger Causality, it is shown that the wind electricity production of Germany Granger causes the wind electricity production of Spain. Other aspects of this dynamic relationship are presented as well.

Suggested Citation

  • Alonso-Rodriguez, Agustin, 2015. "Wind electricity production in Germany and Spain: a dynamic relationship," EconStor Research Reports 121936, ZBW - Leibniz Information Centre for Economics.
    • Handle: RePEc:zbw:esrepo:121936
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/121936/3/paper.final.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, January.
    2. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
    3. Granger, C. W. J., 1980. "Testing for causality : A personal viewpoint," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 329-352, May.
    4. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    5. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521839198, January.
    6. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fahmida Khatun & Syed Yusuf Saadat & Md. Kamruzzaman, 2019. "FINANCE FOR SDGs: Addressing Governance Challenge of Aid Utilisation in Bangladesh," CPD Working Paper 125, Centre for Policy Dialogue (CPD).
    2. Fahmida Khatun & Syed Yusuf Saadat, 2020. "Fourth Industrial Revolution, Technological Advancement and Youth Employment: A South Asian Perspective," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 21(1), pages 58-75, March.
    3. Tae-Hwy Lee & Weiping Yang, 2012. "Money–Income Granger-Causality in Quantiles," Advances in Econometrics, in: 30th Anniversary Edition, pages 385-409, Emerald Group Publishing Limited.
    4. László Kónya & Jai Pal Singh, 2007. "Causality between Indian Exports, Imports, and Agricultural, Manufacturing GDP," Working Papers 2007.02, School of Economics, La Trobe University.
    5. Fahmida Khatun & Syed Yusuf Saadat, 2022. "The Optimum Level of Income Inequality in South Asia: An Econometric Analysis," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 23(1), pages 7-29, March.
    6. Fahmida Khatun & Syed Yusuf Saadat, 2019. "Governance and Competitiveness: An Econometric Analysis of the Banking Sector of Bangladesh," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-4.
    7. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
    8. Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics, Blackwell, vol. 20(1), pages 1-9, January.
    9. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    10. Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
    11. Helmut Lütkepohl, 2013. "Vector autoregressive models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 6, pages 139-164, Edward Elgar Publishing.
    12. Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
    13. Jonathan B. Hill, 2005. "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics 0503016, University Library of Munich, Germany, revised 23 Mar 2005.
    14. Roman Hušek & Tomáš Formánek, 2014. "Alternative specification, estimation and identification of vector autoregressions [Alternativní specifikace, odhad a identifikace vektorových autoregresí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(4), pages 52-72.
    15. Khan, Urmee & Lieli, Robert P., 2018. "Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries," International Journal of Forecasting, Elsevier, vol. 34(4), pages 696-710.
    16. Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021. "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
    17. Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2021. "Discovering the True Schumpeter - New Insights into the Finance and Growth Nexus," CEPR Discussion Papers 16851, C.E.P.R. Discussion Papers.
    18. Kemal Bagzibagli, 2014. "Monetary transmission mechanism and time variation in the Euro area," Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
    19. Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
    20. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, July.

    More about this item

    Keywords

    Wind electricity; Impulse response; VAR models; production; Granger Causality;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:esrepo:121936. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/zbwkide.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.