Publicaciones en las que colabora con PERU MUNIAIN IZAGUIRRE (4)

2022

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

    Electric Power Systems Research, Vol. 212

2020

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

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

2017

  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