Before revision:  In addition, using market integration, we propose a second model that, by simultaneously predicting prices from two markets, improves even further the forecasting accuracy . Finally, we present a third model to predict the probability of price spikes; then, we use it as an input in the other two forecasters to detect spikes.
After revision:  In addition, using market integration, we propose a second model that, by simultaneously predicting prices from two markets, improves even further the forecasting accuracy even further.