Work

Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration

Year: 2014

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2014.05.008

Authors: G. Castagneto-Gissey, M. Chavez, F. De Vico Fallani

Institutions: Imperial College London, Centre National de la Recherche Scientifique, Pitié-Salpêtrière Hospital, Institut du Cerveau, Institut national de recherche en sciences et technologies du numérique, Inserm, Sorbonne Université, Université Pierre-et-Marie-Curie

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Industry, innovation and infrastructure

Open Access status: closed

OpenAlex ID: W1979632887

FWCI: 12.01

Cites: 21

Cited by: 49

Related to: 10