Conference Paper

Regimes, Not Averages: Tail-Concentrated Dependence Between Energy Carriers And Ecological Pressure In Colombia

This study examines the distributional relationship between ecological footprint, economic output, hydroelectricity, oil, and coal consumption in Colombia using quarterly data from 1970Q1 to 2022Q4. A cross quantilogram framework and Fourier augmented quantile causality test are employed to capture dependence across the entire distribution. Hydroelectricity exhibits the strongest and most consistent negative association with ecological pressure, while coal is the only energy source showing a localized positive reversal at the highest consumption levels. The results reveal substantial heterogeneity across energy carriers that conventional mean based models fail to detect. These findings provide state dependent evidence to support more targeted environmental and energy policies. Keywords: cross-quantilogram, ecological footprint, energy disaggregation, hydropower, quantile causality, Colombia.