jalal dehnavi - Academia.edu (original) (raw)

Papers by jalal dehnavi

Research paper thumbnail of Total Electricity Demand Modeling: An Application of Spatial Panel Econometric Method

Quarterly Energy Economics Review, May 10, 2021

Research paper thumbnail of Common Pool Problem: South Pars-North Dome Gas Field

iranian economic review, 2021

The aim of this paper is to investigate possible problems of efficiency arising from the joint ex... more The aim of this paper is to investigate possible problems of efficiency arising from the joint exploitation of the common gas pool (South Pars - North Dome, the largest natural gas reservoir in the world) by Iran and Qatar. The problem is related to the difference between private incentives and common goals. In the case of non-renewable resources, a Pareto-optimal joint extraction path could exist, but it is unlikely to occur in reality. We studied the difference in incentives for an optimal exploitation path for Iran and Qatar and found that their joint behavior was likely suboptimal from the perspective of the optimal dynamics of gas resource exploitation. In part, this is related to the difference in wealth, and in part to the sanctions against Iran, which have so far not allowed Iran to participate freely in the world market. Considering that the cost of future gas extraction in Russia's northern fields is likely to increase, a delay in the optimal presence of Iranian gas on...

Research paper thumbnail of Second Shale Gas Revolution in China: Investigating China Strategy in Gas Market

Research paper thumbnail of Energy Consumption, Economic Growth, and Pollution in Selected Opec Countries: Testing the Environmental Kuznets Curve Hypothesis

Journal of Academic Research in Economics, 2012

This study attempted to investigate empirically the causal relationships among energy consumption... more This study attempted to investigate empirically the causal relationships among energy consumption, pollution, and economic growth for a panel of 8 selected OPEC countries over the period 1971-2008 inspiring panel data techniques. The findings showed that in the long-run equilibrium there is a bi-directional causality between energy consumption, and co2 emissions and a uni-directional causality running from economic growth to energy consumption, and pollution. In the short- run, the causality resulted also pointed out a uni-directional causality from economic growth to co2 emissions and from energy consumption to co2 emissions, and economic growth. Finally, since economic growth causes co2 emissions both in the short-run and in the long-run, we examined the functional form of the environmental Kuznets Curve. Our findings suggested a cubic (i.e. N-shaped) relationship between economic growth and co2 emissions for the countries under analysis. Therefore, panel data analyses did not con...

Research paper thumbnail of About Future Markets For Natural Gas, Conventional And Unconventional

Natural gas comes from both conventional and unconventional gas reserves. Unconventional gas is m... more Natural gas comes from both conventional and unconventional gas reserves. Unconventional gas is more expensive and more difficult to extract. At present, the biggest natural gas exporters are Russia (pipeline has) and Qatar (LNG). Shale gas revolution in the USA has caused the drop of natural gas prices in Northern America. Depending on its spread across the globe, it may cause competition between conventional and unconventional gas producers in future. Before shale gas revolution the long term future markets would be driven by the geography of major reserves of conventional gas (see Yegorov & Wirl, 2011). Only 3 countries (Russia, Iran and Qatar) have more than 10% (each) of global conventional gas reserves. However, the major reserves of non-conventional gas are located in different countries, with significant part among former importers of natural gas.

Research paper thumbnail of Future of Natural Gas in EU: Will Geopolitics Take over Economics?

Just a few years ago, everybody was forecasting the expansion of natural gas consumption in EU an... more Just a few years ago, everybody was forecasting the expansion of natural gas consumption in EU and the necessity to increase gas imports due to decline in EU gas production. This strategy was justified by the necessity to fulfill EU objective 20-20-20 due to the fact that coal-gas substitution was a cheaper option to reduce CO2 emissions comparing to fast transition to solar and wind energy with not yet mature technologies. The actual evolution, especially for Europe, went in a different way. Germany spends a lot in subsidies for solar and wind power plants that are yet competitive due to high fixed costs. They also bring a lot of problems to electricity balance due to randomness in supply. At the same time, gas power plants loose competition to coal plants due to inefficiency of carbon markets in Europe (Yegorov & Wirl, 2014). Indeed, under current market structure for electricity in EU, investment in gas powered plants is not welcome not only in nuclear-rich France but also in Germany which stays with substantial fraction of coal. Geopolitics plays a high role for natural gas markets today. Theoretical justification comes from high role of transport costs (Yegorov & Wirl, 2010). This leads to monopolism of major pipelines and gas transit games if they cross a third country. While it has been thought that LNG will raise competition and lead to a unique world price for gas, this did not happen. Too high costs (when not only variable costs play role) lead to paradox (from the view point of economic theory) scenario where arbitrage is not utilized for many years (Yegorov & Dehnavi, 2012).

Research paper thumbnail of A Model for Determining the Gas Export Quotas for GECF Members

Research paper thumbnail of Changes in EU Future Natural Gas Supply and the Role of Turkish Hub

Research paper thumbnail of Foreign Direct Investment, Exports, and Economic Growth in the Developing Countries: A Panel Data Approach

Journal of Academic Research in Economics, 2010

This paper uses recently developed econometric techniques such as panel unit roots tests, panel c... more This paper uses recently developed econometric techniques such as panel unit roots tests, panel cointegration, and panel generalized method of moment (GMM) to investigate the existence and the nature of the dynamic causal relationships among GDP, exports, and Foreign Direct Investment (FDI) inflows for 57 developing countries from 1981 to 2006. The findings reveal that in the long-run equilibrium, exports and FDI inflows Granger cause GDP, and also exports and GDP do it for FDI inflows. The results also provide evidence of short-run causality running from exports and FDI inflows to GDP. On the other hand, GDP and FDI inflows do not cause exports in either the short run or the long run. Finally, the results of the strong causality are parallel to those of the long run causality.

Research paper thumbnail of Future of Shale Gas in China and its Influence on the Global Markets for Natural Gas

SSRN Electronic Journal

The goal of this paper is to evaluate the perspectives of China to become less dependent on gas i... more The goal of this paper is to evaluate the perspectives of China to become less dependent on gas imports in future. This paper tries to forecast the future production of natural gas in China and demand for imports. The key problem is to what extent China can become the second country after the USA with shale gas revolution and whether it will be able to do that in the next 20 years. We find several obstacles preventing the scenario of China becoming net gas exporter; among them lack of conventional gas reserves and water scarcity in the location of shale gas deposits. However, there is huge uncertainty in the volume of future gas imports from China resulting not only from the uncertainty of its demand but also of supply. Results show that China's energy strategy will lead to an increase in the speed of shale gas extraction.

Research paper thumbnail of Are published oil price forecasts efficient?

Research paper thumbnail of Individuals' valuation of a publicly provided private good evidence from a field study

Journal of Environmental Economics and Policy

This paper assesses the Willingness to Pay (WTP) for a publicly provided bike sharing service who... more This paper assesses the Willingness to Pay (WTP) for a publicly provided bike sharing service whose costs are in large part covered by the municipality of Vienna, Austria. The following characteristics render it valuable for analyses: the possibility to free ride, a (perceived) positive externality of use, negligible income effects, perfect substitutability, and the credibility of valuation scenarios. We also address the disparity between Willingness to Accept (WTA) and WTP, and we find a mean WTP of EUR 1.2 for the bike sharing system and a disparity of 2:1 (WTA to WTP). Female participants as well as respondents who condition their valuation on those of others are willing to contribute more; and surprisingly those who actually use the bike sharing system as well as environmentally concerned respondents have a lower WTP. This Environmental Concern Paradox can be explained by an incorporation of positive externalities into individual valuation decisions.

Research paper thumbnail of Is LNG Arbitrage Possible in Natural Gas Market?

Ssrn Electronic Journal, Jul 16, 2012

ABSTRACT The dynamics of markets for natural gas during the last years included the higher role o... more ABSTRACT The dynamics of markets for natural gas during the last years included the higher role of LNG in gas trade, the growing role of spot markets, deregulation, liberalization and competition in national gas markets. Rising flexibility in contracts’ destination clauses created new international arbitrage opportunities. However, technical, contractual and market restrictions, difference in LNG qualities, shipping capacity limitation and high transportation costs are the most important barriers for an arbitrageur in LNG market. This paper studies the main barriers for LNG arbitrage and its cost. Using the time series for natural gas prices in different regional markets, we show to what extent arbitrage between three main hubs was possible, and discuss why the markets do not converge to unique world price for natural gas.

Research paper thumbnail of Arbitrage in natural gas markets?

International Journal of Energy and Statistics, 2015

Research paper thumbnail of Changes in EU Future Natural Gas Supply and the Role of Turkish Hub

Research paper thumbnail of Future of Natural Gas in EU: Will Geopolitics Take over Economics?

Research paper thumbnail of Energy Consumption, Economic Growth, and Pollution in Selected Opec Countries: Testing the Environmental Kuznets Curve Hypothesis

This study attempted to investigate empirically the causal relationships among energy consumption... more This study attempted to investigate empirically the causal relationships among energy consumption, pollution, and economic growth for a panel of 8 selected OPEC countries over the period 1971-2008 inspiring panel data techniques. The findings showed that in the long-run equilibrium there is a bi-directional causality between energy consumption, and co2 emissions and a uni-directional causality running from economic growth to energy consumption, and pollution. In the short- run, the causality resulted also pointed out a unidirectional causality from economic growth to co2 emissions and from energy consumption to co2 emissions, and economic growth. Finally, since economic growth causes co2 emissions both in the short-run and in the long-run, we examined the functional form of the environmental Kuznets Curve. Our findings suggested a cubic (i.e. N-shaped) relationship between economic growth and co2 emissions for the countries under analysis. Therefore, panel data analyses did not conf...

Research paper thumbnail of Foreign Direct Investment, Exports, and Economic Growth in the Developing Countries: A Panel Data Approach

This paper uses recently developed econometric techniques such as panel unit roots tests, panel c... more This paper uses recently developed econometric techniques such as panel unit roots tests, panel cointegration, and panel generalized method of moment (GMM) to investigate the existence and the nature of the dynamic causal relationships among GDP, exports, and Foreign Direct Investment (FDI) inflows for 57 developing countries from 1981 to 2006. The findings reveal that in the long-run equilibrium, exports and FDI inflows Granger cause GDP, and also exports and GDP do it for FDI inflows. The results also provide evidence of short-run causality running from exports and FDI inflows to GDP. On the other hand, GDP and FDI inflows do not cause exports in either the short run or the long run. Finally, the results of the strong causality are parallel to those of the long run causality.

Research paper thumbnail of Is LNG Arbitrage Possible in Natural Gas Market?

SSRN Electronic Journal, 2000

The dynamics of markets for natural gas during the last years included the higher role of LNG in ... more The dynamics of markets for natural gas during the last years included the higher role of LNG in gas trade, the growing role of spot markets, deregulation, liberalization and competition in national gas markets. Rising flexibility in contracts' destination clauses created new international arbitrage opportunities. However, technical, contractual and market restrictions, difference in LNG qualities, shipping capacity limitation and high transportation costs are the most important barriers for an arbitrageur in LNG market. This paper studies the main barriers for LNG arbitrage and its cost. Using the time series for natural gas prices in different regional markets, we show to what extent arbitrage between three main hubs was possible, and discuss why the markets do not converge to unique world price for natural gas.

Research paper thumbnail of Iranian Oil Embargo: Game with Different Scenarios

SSRN Electronic Journal, 2000

ABSTRACT

Research paper thumbnail of Total Electricity Demand Modeling: An Application of Spatial Panel Econometric Method

Quarterly Energy Economics Review, May 10, 2021

Research paper thumbnail of Common Pool Problem: South Pars-North Dome Gas Field

iranian economic review, 2021

The aim of this paper is to investigate possible problems of efficiency arising from the joint ex... more The aim of this paper is to investigate possible problems of efficiency arising from the joint exploitation of the common gas pool (South Pars - North Dome, the largest natural gas reservoir in the world) by Iran and Qatar. The problem is related to the difference between private incentives and common goals. In the case of non-renewable resources, a Pareto-optimal joint extraction path could exist, but it is unlikely to occur in reality. We studied the difference in incentives for an optimal exploitation path for Iran and Qatar and found that their joint behavior was likely suboptimal from the perspective of the optimal dynamics of gas resource exploitation. In part, this is related to the difference in wealth, and in part to the sanctions against Iran, which have so far not allowed Iran to participate freely in the world market. Considering that the cost of future gas extraction in Russia's northern fields is likely to increase, a delay in the optimal presence of Iranian gas on...

Research paper thumbnail of Second Shale Gas Revolution in China: Investigating China Strategy in Gas Market

Research paper thumbnail of Energy Consumption, Economic Growth, and Pollution in Selected Opec Countries: Testing the Environmental Kuznets Curve Hypothesis

Journal of Academic Research in Economics, 2012

This study attempted to investigate empirically the causal relationships among energy consumption... more This study attempted to investigate empirically the causal relationships among energy consumption, pollution, and economic growth for a panel of 8 selected OPEC countries over the period 1971-2008 inspiring panel data techniques. The findings showed that in the long-run equilibrium there is a bi-directional causality between energy consumption, and co2 emissions and a uni-directional causality running from economic growth to energy consumption, and pollution. In the short- run, the causality resulted also pointed out a uni-directional causality from economic growth to co2 emissions and from energy consumption to co2 emissions, and economic growth. Finally, since economic growth causes co2 emissions both in the short-run and in the long-run, we examined the functional form of the environmental Kuznets Curve. Our findings suggested a cubic (i.e. N-shaped) relationship between economic growth and co2 emissions for the countries under analysis. Therefore, panel data analyses did not con...

Research paper thumbnail of About Future Markets For Natural Gas, Conventional And Unconventional

Natural gas comes from both conventional and unconventional gas reserves. Unconventional gas is m... more Natural gas comes from both conventional and unconventional gas reserves. Unconventional gas is more expensive and more difficult to extract. At present, the biggest natural gas exporters are Russia (pipeline has) and Qatar (LNG). Shale gas revolution in the USA has caused the drop of natural gas prices in Northern America. Depending on its spread across the globe, it may cause competition between conventional and unconventional gas producers in future. Before shale gas revolution the long term future markets would be driven by the geography of major reserves of conventional gas (see Yegorov & Wirl, 2011). Only 3 countries (Russia, Iran and Qatar) have more than 10% (each) of global conventional gas reserves. However, the major reserves of non-conventional gas are located in different countries, with significant part among former importers of natural gas.

Research paper thumbnail of Future of Natural Gas in EU: Will Geopolitics Take over Economics?

Just a few years ago, everybody was forecasting the expansion of natural gas consumption in EU an... more Just a few years ago, everybody was forecasting the expansion of natural gas consumption in EU and the necessity to increase gas imports due to decline in EU gas production. This strategy was justified by the necessity to fulfill EU objective 20-20-20 due to the fact that coal-gas substitution was a cheaper option to reduce CO2 emissions comparing to fast transition to solar and wind energy with not yet mature technologies. The actual evolution, especially for Europe, went in a different way. Germany spends a lot in subsidies for solar and wind power plants that are yet competitive due to high fixed costs. They also bring a lot of problems to electricity balance due to randomness in supply. At the same time, gas power plants loose competition to coal plants due to inefficiency of carbon markets in Europe (Yegorov & Wirl, 2014). Indeed, under current market structure for electricity in EU, investment in gas powered plants is not welcome not only in nuclear-rich France but also in Germany which stays with substantial fraction of coal. Geopolitics plays a high role for natural gas markets today. Theoretical justification comes from high role of transport costs (Yegorov & Wirl, 2010). This leads to monopolism of major pipelines and gas transit games if they cross a third country. While it has been thought that LNG will raise competition and lead to a unique world price for gas, this did not happen. Too high costs (when not only variable costs play role) lead to paradox (from the view point of economic theory) scenario where arbitrage is not utilized for many years (Yegorov & Dehnavi, 2012).

Research paper thumbnail of A Model for Determining the Gas Export Quotas for GECF Members

Research paper thumbnail of Changes in EU Future Natural Gas Supply and the Role of Turkish Hub

Research paper thumbnail of Foreign Direct Investment, Exports, and Economic Growth in the Developing Countries: A Panel Data Approach

Journal of Academic Research in Economics, 2010

This paper uses recently developed econometric techniques such as panel unit roots tests, panel c... more This paper uses recently developed econometric techniques such as panel unit roots tests, panel cointegration, and panel generalized method of moment (GMM) to investigate the existence and the nature of the dynamic causal relationships among GDP, exports, and Foreign Direct Investment (FDI) inflows for 57 developing countries from 1981 to 2006. The findings reveal that in the long-run equilibrium, exports and FDI inflows Granger cause GDP, and also exports and GDP do it for FDI inflows. The results also provide evidence of short-run causality running from exports and FDI inflows to GDP. On the other hand, GDP and FDI inflows do not cause exports in either the short run or the long run. Finally, the results of the strong causality are parallel to those of the long run causality.

Research paper thumbnail of Future of Shale Gas in China and its Influence on the Global Markets for Natural Gas

SSRN Electronic Journal

The goal of this paper is to evaluate the perspectives of China to become less dependent on gas i... more The goal of this paper is to evaluate the perspectives of China to become less dependent on gas imports in future. This paper tries to forecast the future production of natural gas in China and demand for imports. The key problem is to what extent China can become the second country after the USA with shale gas revolution and whether it will be able to do that in the next 20 years. We find several obstacles preventing the scenario of China becoming net gas exporter; among them lack of conventional gas reserves and water scarcity in the location of shale gas deposits. However, there is huge uncertainty in the volume of future gas imports from China resulting not only from the uncertainty of its demand but also of supply. Results show that China's energy strategy will lead to an increase in the speed of shale gas extraction.

Research paper thumbnail of Are published oil price forecasts efficient?

Research paper thumbnail of Individuals' valuation of a publicly provided private good evidence from a field study

Journal of Environmental Economics and Policy

This paper assesses the Willingness to Pay (WTP) for a publicly provided bike sharing service who... more This paper assesses the Willingness to Pay (WTP) for a publicly provided bike sharing service whose costs are in large part covered by the municipality of Vienna, Austria. The following characteristics render it valuable for analyses: the possibility to free ride, a (perceived) positive externality of use, negligible income effects, perfect substitutability, and the credibility of valuation scenarios. We also address the disparity between Willingness to Accept (WTA) and WTP, and we find a mean WTP of EUR 1.2 for the bike sharing system and a disparity of 2:1 (WTA to WTP). Female participants as well as respondents who condition their valuation on those of others are willing to contribute more; and surprisingly those who actually use the bike sharing system as well as environmentally concerned respondents have a lower WTP. This Environmental Concern Paradox can be explained by an incorporation of positive externalities into individual valuation decisions.

Research paper thumbnail of Is LNG Arbitrage Possible in Natural Gas Market?

Ssrn Electronic Journal, Jul 16, 2012

ABSTRACT The dynamics of markets for natural gas during the last years included the higher role o... more ABSTRACT The dynamics of markets for natural gas during the last years included the higher role of LNG in gas trade, the growing role of spot markets, deregulation, liberalization and competition in national gas markets. Rising flexibility in contracts’ destination clauses created new international arbitrage opportunities. However, technical, contractual and market restrictions, difference in LNG qualities, shipping capacity limitation and high transportation costs are the most important barriers for an arbitrageur in LNG market. This paper studies the main barriers for LNG arbitrage and its cost. Using the time series for natural gas prices in different regional markets, we show to what extent arbitrage between three main hubs was possible, and discuss why the markets do not converge to unique world price for natural gas.

Research paper thumbnail of Arbitrage in natural gas markets?

International Journal of Energy and Statistics, 2015

Research paper thumbnail of Changes in EU Future Natural Gas Supply and the Role of Turkish Hub

Research paper thumbnail of Future of Natural Gas in EU: Will Geopolitics Take over Economics?

Research paper thumbnail of Energy Consumption, Economic Growth, and Pollution in Selected Opec Countries: Testing the Environmental Kuznets Curve Hypothesis

This study attempted to investigate empirically the causal relationships among energy consumption... more This study attempted to investigate empirically the causal relationships among energy consumption, pollution, and economic growth for a panel of 8 selected OPEC countries over the period 1971-2008 inspiring panel data techniques. The findings showed that in the long-run equilibrium there is a bi-directional causality between energy consumption, and co2 emissions and a uni-directional causality running from economic growth to energy consumption, and pollution. In the short- run, the causality resulted also pointed out a unidirectional causality from economic growth to co2 emissions and from energy consumption to co2 emissions, and economic growth. Finally, since economic growth causes co2 emissions both in the short-run and in the long-run, we examined the functional form of the environmental Kuznets Curve. Our findings suggested a cubic (i.e. N-shaped) relationship between economic growth and co2 emissions for the countries under analysis. Therefore, panel data analyses did not conf...

Research paper thumbnail of Foreign Direct Investment, Exports, and Economic Growth in the Developing Countries: A Panel Data Approach

This paper uses recently developed econometric techniques such as panel unit roots tests, panel c... more This paper uses recently developed econometric techniques such as panel unit roots tests, panel cointegration, and panel generalized method of moment (GMM) to investigate the existence and the nature of the dynamic causal relationships among GDP, exports, and Foreign Direct Investment (FDI) inflows for 57 developing countries from 1981 to 2006. The findings reveal that in the long-run equilibrium, exports and FDI inflows Granger cause GDP, and also exports and GDP do it for FDI inflows. The results also provide evidence of short-run causality running from exports and FDI inflows to GDP. On the other hand, GDP and FDI inflows do not cause exports in either the short run or the long run. Finally, the results of the strong causality are parallel to those of the long run causality.

Research paper thumbnail of Is LNG Arbitrage Possible in Natural Gas Market?

SSRN Electronic Journal, 2000

The dynamics of markets for natural gas during the last years included the higher role of LNG in ... more The dynamics of markets for natural gas during the last years included the higher role of LNG in gas trade, the growing role of spot markets, deregulation, liberalization and competition in national gas markets. Rising flexibility in contracts' destination clauses created new international arbitrage opportunities. However, technical, contractual and market restrictions, difference in LNG qualities, shipping capacity limitation and high transportation costs are the most important barriers for an arbitrageur in LNG market. This paper studies the main barriers for LNG arbitrage and its cost. Using the time series for natural gas prices in different regional markets, we show to what extent arbitrage between three main hubs was possible, and discuss why the markets do not converge to unique world price for natural gas.

Research paper thumbnail of Iranian Oil Embargo: Game with Different Scenarios

SSRN Electronic Journal, 2000

ABSTRACT