Deep Causal Learning to Explain and Quantify The Geo-Tension's Impact on Natural Gas Market
<|reference_start|>Deep Causal Learning to Explain and Quantify The Geo-Tension's Impact on Natural Gas Market: Natural gas demand is a crucial factor for predicting natural gas prices and thus has a direct influence on the power system. However, existing methods face challenges in assessing the impact of shocks, such as the outbreak of the Russian-Ukrainian war. In this context, we apply deep neural network-based Granger causality to identify important drivers of natural gas demand. Furthermore, the resulting dependencies are used to construct a counterfactual case without the outbreak of the war, providing a quantifiable estimate of the overall effect of the shock on various German energy sectors. The code and dataset are available at https://github.com/bonaldli/CausalEnergy.<|reference_end|>
@article{peter2024deep,
    title={Deep Causal Learning to Explain and Quantify The Geo-Tension's Impact on
  Natural Gas Market},
    author={Philipp Kai Peter, Yulin Li, Ziyue Li, Wolfgang Ketter},
    journal={arXiv preprint arXiv:2407.10878},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.10878},
    primaryClass={cs.LG cs.AI}
}