Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices P Muniain, F Ziel International Journal of Forecasting 36 (4), 1193-1210, 2020 | 43 | 2020 |
Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices A Ciarreta, P Muniain, A Zarraga Journal of Forecasting 36 (6), 680-690, 2017 | 32 | 2017 |
Realized volatility and jump testing in the Japanese electricity spot market A Ciarreta, P Muniain, A Zarraga Empirical Economics 58, 1143-1166, 2020 | 6 | 2020 |
Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead market A Ciarreta, P Muniain, A Zarraga Electric Power Systems Research 212, 108144, 2022 | 4 | 2022 |
Modelling realized volatility in electricity spot prices: New insights and application to the Japanese electricity market A Ciarreta, P Muniain, A Zarraga ISER Discussion Paper, 2017 | 2 | 2017 |
Probabilistic forecasting and simulation of electricity prices P Muniain, F Ziel arXiv preprint arXiv:1810.08418, 2018 | 1 | 2018 |
Forecasting volatility in the EPEX market A Ciarreta, P Muniain, A Zarraga 2017 14th International Conference on the European Energy Market (EEM), 1-5, 2017 | 1 | 2017 |
Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices (vol 36, pg 1193, 2020) P Muniain, F Zie INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1311-1311, 2021 | | 2021 |
Jumps and cojumps in electricity price forecasting P Muniain, A Ciarreta, A Zarraga Preface XIX 1 Plenary Sessions, 498, 2021 | | 2021 |