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Peru Muniain
Peru Muniain
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Title
Cited by
Cited by
Year
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
432020
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
312017
Realized volatility and jump testing in the Japanese electricity spot market
A Ciarreta, P Muniain, A Zarraga
Empirical Economics 58, 1143-1166, 2020
62020
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
42022
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
22017
Probabilistic forecasting and simulation of electricity prices
P Muniain, F Ziel
arXiv preprint arXiv:1810.08418, 2018
12018
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
12017
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
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