Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead market
- Egileak:
- Ciarreta, A.; Muniain, P.; Zarraga, A.
- Urtea:
- 2022
- Aldizkaria:
- Electric Power Systems Research
- Kuartila:
- Q2, ENGINEERING, ELECTRICAL & ELECTRONIC-SCIE
- Liburukia:
- 212, number 108144
- DOI:
- 10.1016/j.epsr.2022.108144