Energy security is affected by extreme natural, human, domestic political, geopolitical, and fossil energy price shocks/events and green energy policies. The degree of persistence in energy security determines the magnitudes of social, economic, and environmental outcomes of the shocks/policies. In this paper, we examined the degree of persistence in energy security of G7 countries using a new proxy namely the energy security risk index, and a novel second-generation panel quantile unit root test over the period 1980 - 2018. In addition, we applied the sequential panel selection method (SPSM),...
