Algeria

Egypt

South Africa

Panel A: Total primary energy consumption

ENER does not Granger cause CO₂

19.240*** (0.0002)

9.527*** (0.0085)

15.260*** (0.0024)

CO₂ does cause ENER

1.236 (0.7443)

8.589** (0.0113)

3.968 (0.1375)

GDPC does not Granger cause CO₂

22.202*** (0.0001)

11.41*** (0.0033)

7.649** (0.0218)

CO₂ does not cause Granger GDPC

3.497 (0.3211)

10.161*** (0.0062)

4.430* (0.0863)

ENER does not Granger cause GDPC

9.381** (0.0246)

10.122*** (0.0063)

9.550*** (0.0093)

GDPC does not Granger cause ENER

73.386*** (0.0000)

7.542** (0.0230)

5.191* (0.746)

Panel B: Coal consumption

Coal does not Granger cause CO₂

41.141*** (0.0000)

5.651*** (0.0039)

6.077** (0.0479)

CO₂ does not Granger cause Coal

10.370** (0.0157)

0.009 (0.9953)

0.704 (0.7031)

GDPC does not Granger cause CO₂

16.655*** (0.0008)

11.113*** (0.0003)

7.675** (0.0215)

CO₂ does not Granger cause GDPC

5.944 (0.114)

6.781** (0.0337)

12.346*** (0.0007)

Coal does not Granger cause GDPC

1.828 (0.607)

8.747** (0.0126)

28.572*** (0.0000)

GDPC does not Granger cause coal

3.429 (0.3300)

7.637** (0.0220)

5.101* (0.0780)

Panel C: Oil consumption

Oil does not Granger cause CO₂

17.199*** (0.0018)

4.809* (0.0903)

6.433** (0.0401)

CO₂ does not Granger cause oil

12.836** (0.0121)

2.304 (0.3160)

2.229 (0.3279)

GDPC does not Granger cause CO₂

8.474* (0.0757)

6.648** (0.0360)

7.276** (0.0263)

CO₂ does not Granger cause GDPC

7.718 (0.1025)

6.759** (0.0341)

1.833 (0.3998)

Oil does not Granger cause GDPC

18.447*** (0.0010)

13.258*** (0.0013)

5.188* (0.0747)