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