Publications (2022)

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

Authors:
Ciarreta, A.; Muniain, P.; Zarraga, A.
Year:
2022
Journal:
Electric Power Systems Research
Quartile:
Q2, ENGINEERING, ELECTRICAL & ELECTRONIC-SCIE
Volume:
212, number 108144
DOI:
10.1016/j.epsr.2022.108144