An Example of Spurious Granger Causality in Electricity Market Data

Sven Barac, Karlo Kovacic, Dubravko Sabolic. An Example of Spurious Granger Causality in Electricity Market Data. In IEEE PES Innovative Smart Grid Technologies Europe, ISGT EUROPE 2024, Dubrovnik, Croatia, October 14-17, 2024. pages 1-5, IEEE, 2024. [doi]

Abstract

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