In some countries two or more significant cointegrating vectors were found, in which case residuals from both were included in the ECM, and the most significant retained. In three cases (Japan, Canada and the Netherlands) one of these embodied a positive relationship between price and demand, ie increasing demand increases prices. The lagged residual from these relationships, as expected, turned out to be non-significant in the ECM, indicating that causality from prices reduces energy consumption through the negative relationship.