Julio Rodríguez

Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities

Carolina García‐Martos, Julio Rodríguez · Applied Energy · 2012 · 164 citations

Electricity Prices, Economics, Fossil Fuels +12

A Powerful Portmanteau Test of Lack of Fit for Time Series

Daniel Peña, Julio Rodríguez · Journal of the American Statistical Association · 2002 · 129 citations

Engineering, Backtesting, Autocorrelation Matrix +13

Mixed Models for Short-Run Forecasting of Electricity Prices: Application for the Spanish Market

Carolina García‐Martos, Julio Rodríguez, Mara Jess Sanchez · IEEE Transactions on Power Systems · 2007 · 126 citations

Forecasting Methodology, Engineering, Short-run Forecasting +27

The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series

Daniel Peña, Julio Rodríguez · Journal of Statistical Planning and Inference · 2004 · 81 citations

Autocorrelation Matrix, Financial Time Series Analysis, Business +3

Forecast combination through dimension reduction techniques

Pilar Poncela, Julio Rodríguez, Rocío Sánchez-Mangas et al. · International Journal of Forecasting · 2010 · 65 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +4