Publications (5) PERU MUNIAIN IZAGUIRRE publications


  1. Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices

    International Journal of Forecasting, Vol. 36, Núm. 4, pp. 1193-1210

  2. Realized volatility and jump testing in the Japanese electricity spot market

    Empirical Economics, Vol. 58, Núm. 3, pp. 1143-1166


  1. Forecasting volatility in the EPEX market

    International Conference on the European Energy Market, EEM

  2. Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices

    Journal of Forecasting, Vol. 36, Núm. 6, pp. 680-690