Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead market

  1. Ciarreta, A.
  2. Muniain, P.
  3. Zarraga, A.
Journal:
Electric Power Systems Research

ISSN: 0378-7796

Year of publication: 2022

Volume: 212

Type: Article

DOI: 10.1016/J.EPSR.2022.108144 GOOGLE SCHOLAR lock_openOpen access editor