%%%%Table of Contents
%1. Kincade Fire
%2. VAR stuff
%3. Graph theory stuff

%%%%Kincade Fire
@book{FEMA_Kincade, title={California Kincade Fire - Disaster 5295}, url={https://www.fema.gov/disaster/5295}, publisher={FEMA}, year={2019}, author={}}



@book{tsay2013multivariate,
  title={Multivariate Time Series Analysis: With R and Financial Applications},
  author={Tsay, Ruey S},
  year={2013},
  publisher={John Wiley \& Sons}
}

@article{mass2019northern,
  title={The Northern California wildfires of 8--9 October 2017: The role of a major downslope wind event},
  author={Mass, Clifford F and Ovens, David},
  journal={Bulletin of the American Meteorological Society},
  volume={100},
  number={2},
  pages={235--256},
  year={2019}
}

@article{che2021critical,
  title={Critical Risk Indicators (CRIs) for the electric power grid: a survey and discussion of interconnected effects},
  author={Che-Castaldo, Judy P and Cousin, R{\'e}mi and Daryanto, Stefani and Deng, Grace and Feng, Mei-Ling E and Gupta, Rajesh K and Hong, Dezhi and McGranaghan, Ryan M and Owolabi, Olukunle O and Qu, Tianyi and others},
  journal={Environment Systems and Decisions},
  volume={41},
  number={4},
  pages={594--615},
  year={2021},
  publisher={Springer}
}

%%%%Causality/Spillovers/Bayesian inference
@article{vazquez2022causal,
  title={Causal spillover effects using instrumental variables},
  author={Vazquez-Bare, Gonzalo},
  journal={Journal of the American Statistical Association},
  pages={1--12},
  year={2022},
  publisher={Taylor \& Francis}
}

@article{leung2020treatment,
  title={Treatment and spillover effects under network interference},
  author={Leung, Michael P},
  journal={Review of Economics and Statistics},
  volume={102},
  number={2},
  pages={368--380},
  year={2020},
  publisher={MIT Press One Rogers Street, Cambridge, MA 02142-1209, USA journals-info~…}
}

@article{kass1995bayes,
  title={Bayes factors},
  author={Kass, Robert E and Raftery, Adrian E},
  journal={Journal of the american statistical association},
  volume={90},
  number={430},
  pages={773--795},
  year={1995},
  publisher={Taylor \& Francis}
}

@article{koop1996impulse,
  title={Impulse response analysis in nonlinear multivariate models},
  author={Koop, Gary and Pesaran, M Hashem and Potter, Simon M},
  journal={Journal of econometrics},
  volume={74},
  number={1},
  pages={119--147},
  year={1996},
  publisher={Elsevier}
}

%%%%Network Granger Causality w/ NN
@article{nauta2019causal,
  title={Causal discovery with attention-based convolutional neural networks},
  author={Nauta, Meike and Bucur, Doina and Seifert, Christin},
  journal={Machine Learning and Knowledge Extraction},
  volume={1},
  number={1},
  pages={312--340},
  year={2019},
  publisher={Multidisciplinary Digital Publishing Institute}
}

@article{tank2018neural,
  title={Neural granger causality},
  author={Tank, Alex and Covert, Ian and Foti, Nicholas and Shojaie, Ali and Fox, Emily},
  journal={arXiv preprint arXiv:1802.05842},
  year={2018}
}

@article{khanna2019economy,
  title={Economy statistical recurrent units for inferring nonlinear granger causality},
  author={Khanna, Saurabh and Tan, Vincent YF},
  journal={arXiv preprint arXiv:1911.09879},
  year={2019}
}

@inproceedings{
marcinkevics2021interpretable,
title={Interpretable Models for Granger Causality Using Self-explaining Neural Networks},
author={Ri{\v{c}}ards Marcinkevi{\v{c}}s and Julia E Vogt},
booktitle={International Conference on Learning Representations},
year={2021}
}

@book{murphy2002dynamic,
  title={Dynamic bayesian networks: representation, inference and learning},
  author={Murphy, Kevin Patrick},
  year={2002},
  publisher={University of California, Berkeley}
}

@incollection{bacaer2011lotka,
  title={Lotka, Volterra and the predator--prey system (1920--1926)},
  author={Baca{\"e}r, Nicolas},
  booktitle={A short history of mathematical population dynamics},
  pages={71--76},
  year={2011},
  publisher={Springer}
}

%%%%VAR Stuff
@article{granger1969investigating,
  title={Investigating causal relations by econometric models and cross-spectral methods},
  author={Granger, Clive WJ},
  journal={Econometrica: Journal of the Econometric Society},
  pages={424--438},
  year={1969},
  publisher={JSTOR}
}

@article{sims1980,
  title={Macroeconomics and reality},
  author={Sims, Christopher A},
  journal={Econometrica},
  volume={48},
  number={1},
  pages={1--48},
  year={1980},
  publisher={JSTOR}
}

@book{hamilton1994time,
  title={Time series analysis},
  author={Hamilton, James Douglas},
  year={1994},
  publisher={Princeton university press}
}

@article{lutkepohl1996specification,
  title={Specification of echelon-form VARMA models},
  author={L{\"u}tkepohl, Helmut and Poskitt, Donald Stephen},
  journal={Journal of Business \& Economic Statistics},
  volume={14},
  number={1},
  pages={69--79},
  year={1996},
  publisher={Taylor \& Francis}
}

@incollection{kilian2013structural,
  title={Structural vector autoregressions},
  author={Kilian, Lutz},
  booktitle={Handbook of research methods and applications in empirical macroeconomics},
  year={2013},
  publisher={Edward Elgar Publishing}
}

@article{nakajima2011time,
  title={Time-varying parameter VAR model with stochastic volatility: An overview of methodology and empirical applications},
  author={Nakajima, Jouchi and others},
  year={2011},
  publisher={Institute for Monetary and Economic Studies, Bank of Japan Tokyo, Japan}
}

@article{basu2015network,
  title={Network granger causality with inherent grouping structure},
  author={Basu, Sumanta and Shojaie, Ali and Michailidis, George},
  journal={The Journal of Machine Learning Research},
  volume={16},
  number={1},
  pages={417--453},
  year={2015},
  publisher={JMLR. org}
}

@article{seth2010matlab,
  title={A MATLAB toolbox for Granger causal connectivity analysis},
  author={Seth, Anil K},
  journal={Journal of neuroscience methods},
  volume={186},
  number={2},
  pages={262--273},
  year={2010},
  publisher={Elsevier}
}

@article{castagneto2014dynamic,
  title={Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration},
  author={Castagneto-Gissey, Giorgio and Chavez, Mario and Fallani, F De Vico},
  journal={Energy Economics},
  volume={44},
  pages={422--432},
  year={2014},
  publisher={Elsevier}
}

@book{lutkepohl2005new,
  title={New introduction to multiple time series analysis},
  author={L{\"u}tkepohl, Helmut},
  year={2005},
  publisher={Springer Science \& Business Media}
}

@book{granger2014forecasting,
  title={Forecasting economic time series},
  author={Granger, Clive William John and Newbold, Paul},
  year={2014},
  publisher={Academic Press}
}

@article{brodersen2015inferring,
  title={Inferring causal impact using Bayesian structural time-series models},
  author={Brodersen, Kay H and Gallusser, Fabian and Koehler, Jim and Remy, Nicolas and Scott, Steven L},
  journal={The Annals of Applied Statistics},
  volume={9},
  number={1},
  pages={247--274},
  year={2015},
  publisher={Institute of Mathematical Statistics}
}

@book{axler1997linear,
  title={Linear algebra done right},
  author={Axler, Sheldon Jay},
  volume={2},
  year={1997},
  publisher={Springer}
}

@article{benjamini1995controlling,
  title={Controlling the false discovery rate: a practical and powerful approach to multiple testing},
  author={Benjamini, Yoav and Hochberg, Yosef},
  journal={Journal of the Royal statistical society: series B (Methodological)},
  volume={57},
  number={1},
  pages={289--300},
  year={1995},
  publisher={Wiley Online Library}
}

@article{kadiyala1997numerical,
  title={Numerical methods for estimation and inference in Bayesian VAR-models},
  author={Kadiyala, K Rao and Karlsson, Sune},
  journal={Journal of Applied Econometrics},
  volume={12},
  number={2},
  pages={99--132},
  year={1997},
  publisher={Wiley Online Library}
}

@book{koop2010bayesian,
  title={Bayesian multivariate time series methods for empirical macroeconomics},
  author={Koop, Gary and Korobilis, Dimitris},
  year={2010},
  publisher={Now Publishers Inc}
}


@book{rossi2012bayesian,
  title={Bayesian statistics and marketing},
  author={Rossi, Peter E and Allenby, Greg M and McCulloch, Rob},
  year={2012},
  publisher={John Wiley \& Sons}
}

@article{de2000systemic,
  title={Systemic risk: a survey},
  author={De Bandt, Olivier and Hartmann, Philipp},
  journal={Available at SSRN 258430},
  year={2000}
}


%%%%Graphs 
@article{campanharo2011duality,
  title={Duality between time series and networks},
  author={Campanharo, Andriana SLO and Sirer, M Irmak and Malmgren, R Dean and Ramos, Fernando M and Amaral, Lu{\'\i}s A Nunes},
  journal={PloS one},
  volume={6},
  number={8},
  pages={e23378},
  year={2011},
  publisher={Public Library of Science San Francisco, USA}
}

@article{freeman1978centrality,
  title={Centrality in social networks conceptual clarification},
  author={Freeman, Linton C},
  journal={Social networks},
  volume={1},
  number={3},
  pages={215--239},
  year={1978},
  publisher={North-Holland}
}

@article{borgatti2005centrality,
  title={Centrality and network flow},
  author={Borgatti, Stephen P},
  journal={Social networks},
  volume={27},
  number={1},
  pages={55--71},
  year={2005},
  publisher={Elsevier}
}

@article{bonacich1987power,
  title={Power and centrality: A family of measures},
  author={Bonacich, Phillip},
  journal={American journal of sociology},
  volume={92},
  number={5},
  pages={1170--1182},
  year={1987},
  publisher={University of Chicago Press}
}

@article{pearl2011bayesian,
  title={Bayesian networks},
  author={Pearl, Judea},
  year={2011}
}

@article{pearl2000models,
  title={Models, reasoning and inference},
  author={Pearl, Judea and others},
  journal={Cambridge, UK: CambridgeUniversityPress},
  volume={19},
  year={2000}
}

@book{bollobas2012graph,
  title={Graph theory: an introductory course},
  author={Bollob{\'a}s, B{\'e}la},
  volume={63},
  year={2012},
  publisher={Springer Science \& Business Media}
}

@techreport{goldberg1989network,
  title={Network flow algorithm},
  author={Goldberg, Andrew V and Tardos, {\'E}va and Tarjan, Robert},
  year={1989},
  institution={Cornell University Operations Research and Industrial Engineering}
}

@article{lacasa2008time,
  title={From time series to complex networks: The visibility graph},
  author={Lacasa, Lucas and Luque, Bartolo and Ballesteros, Fernando and Luque, Jordi and Nuno, Juan Carlos},
  journal={Proceedings of the National Academy of Sciences},
  volume={105},
  number={13},
  pages={4972--4975},
  year={2008},
  publisher={National Acad Sciences}
}

@article{stephen2015visibility,
  title={Visibility graph based time series analysis},
  author={Stephen, Mutua and Gu, Changgui and Yang, Huijie},
  journal={PloS one},
  volume={10},
  number={11},
  pages={e0143015},
  year={2015},
  publisher={Public Library of Science San Francisco, CA USA}
}

@article{zhang2006complex,
  title={Complex network from pseudoperiodic time series: Topology versus dynamics},
  author={Zhang, Jie and Small, Michael},
  journal={Physical review letters},
  volume={96},
  number={23},
  pages={238701},
  year={2006},
  publisher={APS}
}

@article{deng2013learning,
  title={Learning local directed acyclic graphs based on multivariate time series data},
  author={Deng, Wanlu and Geng, Zhi and Li, Hongzhe},
  journal={The annals of applied statistics},
  volume={7},
  number={3},
  pages={1249},
  year={2013},
  publisher={NIH Public Access}
}


@inproceedings{valizadegan2009learning,
  title={Learning to rank by optimizing ndcg measure},
  author={Valizadegan, Hamed and Jin, Rong and Zhang, Ruofei and Mao, Jianchang},
  booktitle={Advances in neural information processing systems},
  pages={1883--1891},
  year={2009}
}

@article{hardy2019estimating,
  title={Estimating spillovers using imprecisely measured networks},
  author={Hardy, Morgan and Heath, Rachel M and Lee, Wesley and McCormick, Tyler H},
  journal={arXiv preprint arXiv:1904.00136},
  year={2019}
}


@article{ben2008bayesian,
  title={Bayesian networks},
  author={Ben-Gal, Irad},
  journal={Encyclopedia of statistics in quality and reliability},
  volume={1},
  year={2008},
  publisher={Wiley Online Library}
}


%Spillovers applications/risk quantification?
@techreport{kohlscheen2020macroeconomic,
  title={The macroeconomic spillover effects of the pandemic on the global economy},
  author={Kohlscheen, Emanuel and Mojon, Benoit and Rees, Daniel},
  year={2020},
  institution={Bank for International Settlements}
}

@inproceedings{barbaglia2017volatility,
title={Volatility spillover and heavy tails: a large t-vector autoregressive approach},
author={Barbaglia, Luca and Croux, Christophe and Wilms, Ines},
booktitle={Meeting of the Belgian Statistical Society (BSS)},
year={2017}
}

@article{barbaglia2020volatility,
  title={Volatility spillovers in commodity markets: A large t-vector autoregressive approach},
  author={Barbaglia, Luca and Croux, Christophe and Wilms, Ines},
  journal={Energy Economics},
  volume={85},
  pages={104555},
  year={2020},
  publisher={Elsevier}
}


@article{diebold2014network,
  title={On the network topology of variance decompositions: Measuring the connectedness of financial firms},
  author={Diebold, Francis X and Y{\i}lmaz, Kamil},
  journal={Journal of Econometrics},
  volume={182},
  number={1},
  pages={119--134},
  year={2014},
  publisher={Elsevier}
}
@book{diebold2015financial,
  title={Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring},
  author={Diebold, Francis X and Yilmaz, Kamil},
  year={2015},
  publisher={Oxford University Press, USA}
}


@article{billio2012econometric,
  title={Econometric measures of connectedness and systemic risk in the finance and insurance sectors},
  author={Billio, Monica and Getmansky, Mila and Lo, Andrew W and Pelizzon, Loriana},
  journal={Journal of financial economics},
  volume={104},
  number={3},
  pages={535--559},
  year={2012},
  publisher={Elsevier}
}


@article{PhysRevE.79.061916,
  title = {Network inference with confidence from multivariate time series},
  author = {Kramer, Mark A. and Eden, Uri T. and Cash, Sydney S. and Kolaczyk, Eric D.},
  journal = {Phys. Rev. E},
  volume = {79},
  issue = {6},
  pages = {061916},
  numpages = {13},
  year = {2009},
  month = {Jun},
  publisher = {American Physical Society}
}

@article{yusoff2016identifying,
  title={Identifying the influential variable using centrality measure: a case of multivariate time series},
  author={Yusoff, Nur Syahidah and Sharif, Shamshuritawati},
  journal={Advanced Science Letters},
  volume={22},
  number={12},
  pages={4028--4031},
  year={2016},
  publisher={American Scientific Publishers}
}

@article{perrin2003gene,
  title={Gene networks inference using dynamic Bayesian networks},
  author={Perrin, Bruno-Edouard and Ralaivola, Liva and Mazurie, Aurelien and Bottani, Samuele and Mallet, Jacques and d’Alche--Buc, Florence},
  journal={Bioinformatics},
  volume={19},
  number={suppl\_2},
  pages={ii138--ii148},
  year={2003},
  publisher={Oxford University Press}
}

@article{swanson1997impulse,
  title={Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions},
  author={Swanson, Norman R and Granger, Clive WJ},
  journal={Journal of the American Statistical Association},
  volume={92},
  number={437},
  pages={357--367},
  year={1997},
  publisher={Taylor \& Francis}
}

@article{kowal2019dynamic,
  title={Dynamic shrinkage processes},
  author={Kowal, Daniel R and Matteson, David S and Ruppert, David},
  journal={Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  volume={81},
  number={4},
  pages={781--804},
  year={2019},
  publisher={Wiley Online Library}
}

@article{penny2005bayesian,
  title={Bayesian fMRI time series analysis with spatial priors},
  author={Penny, William D and Trujillo-Barreto, Nelson J and Friston, Karl J},
  journal={NeuroImage},
  volume={24},
  number={2},
  pages={350--362},
  year={2005},
  publisher={Elsevier}
}

@article{ericsson1998exogeneity,
  title={Exogeneity, cointegration, and economic policy analysis},
  author={Ericsson, Neil R and Hendry, David F and Mizon, Grayham E},
  journal={Journal of Business \& Economic Statistics},
  volume={16},
  number={4},
  pages={370--387},
  year={1998},
  publisher={Taylor \& Francis}
}