PERU
MUNIAIN IZAGUIRRE
IRAKASLE ATXIKIA
AITOR
CIARRETA ANTUÑANO
UNIBERTSITATEKO KATEDRADUNA
AITOR CIARRETA ANTUÑANO-rekin lankidetzan egindako argitalpenak (4)
2022
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Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead market
Electric Power Systems Research, Vol. 212
2020
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Realized volatility and jump testing in the Japanese electricity spot market
Empirical Economics, Vol. 58, Núm. 3, pp. 1143-1166
2017
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Forecasting volatility in the EPEX market
International Conference on the European Energy Market, EEM
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Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices
Journal of Forecasting, Vol. 36, Núm. 6, pp. 680-690