Details about Ainhoa Zarraga

Access statistics for papers by Ainhoa Zarraga.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pza138

Working Papers

2017

1. Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market
   ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (2)

2007

2. Electricity Consumption and Economic Growth: Evidence from Spain
   Energy and Environmental Modeling 2007, EcoMod View citations (10)

2000

3. A test of the mixture of distributions models
   DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

Journal Articles

2022

1. A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
   Energy Economics, 2022, 111, (C) View citations (7)

2020

2. Realized volatility and jump testing in the Japanese electricity spot market
   Empirical Economics, 2020, 58, (3), 1143-1166 View citations (1)
3. Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatility
   Energy Economics, 2020, 88, (C) View citations (23)

2018

4. Consumo de energia, crecimiento economico y comercio: Un analisis de causalidad para Mexico
   EconoQuantum, Revista de Economia y Finanzas, 2018, 15, (1), 53-72
5. Linear and Nonlinear Causality between Energy Consumption and Economic Growth: The Case of Mexico 1965–2014
   Energies, 2018, 11, (4), 1-15 View citations (13)

2017

6. Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices
   Journal of Forecasting, 2017, 36, (6), 680-690 View citations (15)

2016

7. Modeling realized volatility on the Spanish intra-day electricity market
   Energy Economics, 2016, 58, (C), 152-163 View citations (11)

2015

8. Analysis of Mean and Volatility Price Transmissions in the MIBEL and EPEX Electricity Spot Markets
   The Energy Journal, 2015, 36, (4), 41-60 View citations (1)
   Also in The Energy Journal, 2015, Volume 36, (Number 4) (2015) View citations (15)

2011

9. Modelación de los precios en el mercado eléctrico espanol
   Revista Cuadernos de Economia, 2011 View citations (1)

2010

10. Economic growth-electricity consumption causality in 12 European countries: A dynamic panel data approach
    Energy Policy, 2010, 38, (7), 3790-3796 View citations (75)
11. Electricity consumption and economic growth in Spain
    Applied Economics Letters, 2010, 17, (14), 1417-1421 View citations (40)

2003

12. GMM-based testing procedures of the mixture of distributions model
    Applied Financial Economics, 2003, 13, (11), 841-848 View citations (4)

2002

13. Common features between stock returns and trading volume
    Applied Financial Economics, 2002, 12, (12), 885-893 View citations (4)

1998

14. Análisis de causalidad entre rendimiento y volumen
    Investigaciones Economicas, 1998, 22, (1), 45-67 View citations (4)