An Example of Spurious Granger Causality in Electricity Market Data
Sven Barac; Karlo Kovačić; Dubravko Sabolić
- Published
- Publisher
- IEEE
- Journal / collection
- 2024 IEEE PES Innovative Smart Grid Technologies Europe (ISGT EUROPE)
- Research area
- Energy & infrastructure
- Source type
- Conference paper
- DOI
- 10.1109/isgteurope62998.2024.10863511
The original publisher provides the full text and its access options.
Cite this source
Sven Barac; Karlo Kovačić; Dubravko Sabolić. An Example of Spurious Granger Causality in Electricity Market Data. 2024 IEEE PES Innovative Smart Grid Technologies Europe (ISGT EUROPE). 2024-10-14. https://doi.org/10.1109/isgteurope62998.2024.10863511