A study of industrial electricity consumption based on partial Granger causality network
Can-Zhong Yao,
Qing-Wen Lin and
Ji-Nan Lin
Physica A: Statistical Mechanics and its Applications, 2016, vol. 461, issue C, 629-646
Abstract:
The paper studies the industrial energy transferring paths among the industries of China by distinguishing direct causality from the indirect. With complementary graphs, we propose that industrial causal relationship can be heterogeneous, and provide insights for refining robust industrial causality framework.
Keywords: Granger causality network; Partial Granger causality network; Bootstrap; Complementary network; Industrial influence (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (8)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:461:y:2016:i:c:p:629-646
DOI: 10.1016/j.physa.2016.06.072
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