Determinants of Algeria natural gas exports: Using a vector error correction model (VECM) Cover Image

Determinants of Algeria natural gas exports: Using a vector error correction model (VECM)
Determinants of Algeria natural gas exports: Using a vector error correction model (VECM)

Author(s): Khelifa Hadj, Dekkiche Djamal
Subject(s): Economy, National Economy, Business Economy / Management, Energy and Environmental Studies
Published by: ЮГОЗАПАДЕН УНИВЕРСИТЕТ »НЕОФИТ РИЛСКИ«
Keywords: Natural gas; Cointegration; VECM; Granger causality; Algeria

Summary/Abstract: The present research tries to determine the cause and variables influencing Algeria’s natural gas exports between 1980 and 2022. The Granger causality test was performed to ascertain whether there were causal linkages between the variable, and the vector error correction model (VECM) was used to assess whether there were long-and short-term relationships between the variables. According to the study’s findings, the factors have just one cointegrating line. Natural gas production, internal gas consumption, and their effect on Algeria’s natural gas exports were all statistically related, according to our research using the least squares method.

  • Issue Year: 20/2023
  • Issue No: 2
  • Page Range: 1-14
  • Page Count: 14
  • Language: English