Causal modeling and inference for electricity markets

Energy Economics

Volumn 33, Issue 3, 2011, Pages 404-412

  Ferkingstad, Egil ^a   Løland, Anders ^a   Wilhelmsen, Mathilde ^a  

^a NORWEGIAN COMPUTING CENTER   (Norway)

Author keywords

Causal discovery; Directed acyclic graph; Electricity markets; Non experimental data; Non Gaussianity; Vector autoregression; Vector error correction

Indexed keywords

CAUSAL DISCOVERY; DIRECTED ACYCLIC GRAPH; ELECTRICITY MARKET; EXPERIMENTAL DATA; NONGAUSSIANITY; VECTOR AUTOREGRESSION; VECTOR ERROR CORRECTION;

COMMERCE; ELECTRIC GENERATORS; ELECTRICITY; GRAPH THEORY; REGRESSION ANALYSIS; TIME SERIES; VECTORS; WIND POWER;

COSTS;

COAL SUPPLY; COMPUTER SIMULATION; ELECTRICITY GENERATION; ELECTRICITY SUPPLY; ENERGY MARKET; GAS SUPPLY; GAUSSIAN METHOD; NUMERICAL MODEL; OIL SUPPLY; PRICE DETERMINATION; PRICE DYNAMICS; VECTOR AUTOREGRESSION; WATER RESOURCE; WIND POWER;

GERMANY; SCANDINAVIA;

EID: 79953029078     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.10.006     Document Type: Article

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