This study examines the degree of time persistence in U.S. disaggregated renewable energy consumption (hydropower, geothermal, solar, wind, wood, waste, and biofuels) using innovative fractional integration and autoregressive models with monthly data for the period 1994:2 to 2011:10. The results...

This study examines the degree of persistence, potential breaks and outliers of oil production for OPEC member countries within a fractional integration modelling framework using monthly data from January 1973 to October 2008. The results indicate there is mean reverting persistence in oil...

This study investigates the relationship between U.S. state housing prices and overall U.S. housing prices as well as the relationship among state housing prices using fractional integration and cointegration techniques. The results based on parametric and semiparametric estimators reveal that...

This study examines the degrees of time persistence in U.S. total renewable energy consumption using innovative fractional integration and autoregressive models with monthly data from 1981:1 to 2010:10. The results indicate that renewable energy consumption is better explained in terms of a long...

This study analyzes energy consumption by the US electric power by various energy sources through fractional integration. In doing so, we are able to determine the level of persistence of the shocks affecting each energy source. The results indicate long memory behavior as each energy source is...

In the housing market, new properties sometimes experience delays before they are sold. Such delays reflect the preferences of buyers in respect of the homes’ characteristics. Therefore, it is important for managerial purposes to identify the causes of housing sales delays. After analysing the...

This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...