This paper examines threshold dynamics of electricity consumption (EC) and green mortgage. Industrial and individual EC are considered respectively. We apply a threshold vector error correction model (TVECM) with a threshold endogenously model. An unusual regime is above a threshold, whereas below a threshold for a usual regime. Our results show threshold effects for total (or industrial) EC and green mortgage, suggesting structure changes with different asymmetric error-correction effects in

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... e usual and unusual regimes. Specifically, in the unusual regime, the stronger effect in the total EC case for green mortgage causing EC than the opposite direction is found but the smaller effect in the industrial EC case. It implies that efficiency improvement will be proposed for a new plant and upgrades of existing plant. Therefore, our results should highlight the critical importance of using TVECM in empirical studies on threshold dynamics of EC and green mortgage.