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Modelling realized volatility...
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ECONIS (ZBW)
42
RePEc
36
OLC EcoSci
10
EconStor
2
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1
Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Saved in:
2
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
3
Analysis of volatility transmissions in integrated and interconnected markets : the case of the Iberian and French markets
Ciarreta, Aitor
;
Zarraga, Ainhoa
-
2012
Persistent link: https://www.econbiz.de/10010417892
Saved in:
4
Analysis of mean and volatility price transmissions in the MIBEL and EPEX electricity spot markets
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
The energy journal
36
(
2015
)
4
,
pp. 41-60
Persistent link: https://www.econbiz.de/10011403877
Saved in:
5
Renewable energy regulation and structural breaks : an empirical analysis of Spanish electricity price volatility
Ciarreta, Aitor
;
Pizarro-Irizar, Cristina
;
Zarraga, Ainhoa
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515146
Saved in:
6
Modeling realized volatility on the Spanish intra-day electricity market
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
Energy economics
58
(
2016
),
pp. 152-163
Persistent link: https://www.econbiz.de/10011698860
Saved in:
7
Consumo de energía, crecimiento económico y comercio : un análisis de causalidad para México
Gómez, Mario
;
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
EconoQuantum : Revista de Economía y Negocios
15
(
2018
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012122480
Saved in:
8
A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
Chanatásig-Niza, Evelyn
;
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
Energy economics
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013350089
Saved in:
9
Economic growth and electricity consumption in 12 European countries : a causality analysis using panel data
Ciarreta Antuñano, Aitor
;
Zarraga, Ainhoa
-
2008
Persistent link: https://www.econbiz.de/10003848268
Saved in:
10
Electricity consumption and economic growth : evidence from Spain
Ciarreta Antuñano, Aitor
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541936
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