In this paper we discuss the reliability of transport measurements under pressure as a source of accurate information on the electronic structure of semiconductors by correlating transport and spectroscopic experiments. First we will discuss transport and optical results on the rock-salt phase of CdTe, showing the complementarity of the information on the material's electronic structure yielded by each method. Then, on the base of recent results on ZnO, we will focus in some optical measurements that are directly related to the transport properties of semiconductors: Burnstein-Moss band-gap shift and free carrier absorption. These experiments yield the high frequency values of standard transport parameters and allow for useful correlations with resistivity and Hall effect measurements under pressure.