Piotr Fiszeder : Citation Profile

Are you Piotr Fiszeder?

Uniwersytet Mikolaja Kopernika w Toruniu

5

H index

2

i10 index

84

Citations

RESEARCH PRODUCTION:

21

Articles

1

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 4
   Journals where Piotr Fiszeder has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 12 (12.5 %)

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   Permalink: http://citec.repec.org/pfi197
   Updated: 2024-04-18    RAS profile: 2023-05-10    
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Relations with other researchers

Works with:

Faldzinski, Marcin (3)

Castle, Jennifer (2)

Clements, Michael (2)

Martinez, Andrew (2)

Hendry, David (2)

Reade, J (2)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Guidolin, Massimo (2)

Rubaszek, Michał (2)

Paccagnini, Alessia (2)

Sermpinis, Georgios (2)

Grossi, Luigi (2)

Li, Feng (2)

Franses, Philip Hans (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Piotr Fiszeder.

Is cited by:

Lyócsa, Štefan (6)

Výrost, Tomáš (6)

Molnár, Peter (5)

NG, KOK HAUR (3)

Weron, Rafał (3)

Rubaszek, Michał (2)

Kliber, Agata (2)

Będowska-Sójka, Barbara (2)

Pierdzioch, Christian (2)

GUPTA, RANGAN (2)

Janczura, Joanna (2)

Cites to:

Bollerslev, Tim (30)

Engle, Robert (23)

Molnár, Peter (22)

Hansen, Peter (22)

Chou, Ray (18)

Diebold, Francis (17)

Lunde, Asger (12)

Laurent, Sébastien (11)

Caporin, Massimiliano (11)

Bauwens, Luc (10)

Andersen, Torben (10)

Main data

Where Piotr Fiszeder has published?

Journals with more than one article published# docs
Dynamic Econometric Models6
Journal of Empirical Finance2
International Journal of Forecasting2

Recent works citing Piotr Fiszeder (2024 and 2023)

YearTitle of citing document
2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks. (2023). Seifert, Ralf W ; Maier, Sebastian ; Elalem, Yara Kayyali. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1874-1894.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2023Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089.

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2023.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2023Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x.

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2023Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x.

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2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6.

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2023Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5.

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Works by Piotr Fiszeder:

YearTitleTypeCited
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2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper38
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 38		article
2013A new look at variance estimation based on low, high and closing prices taking into account the drift In: Statistica Neerlandica.
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In: .
[Full Text][Citation analysis]		article0
2011Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2004Dynamic Hedging Portfolios - Application of Bivariate GARCH Models In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2006Modelling Financial Processes with Long Memory in Mean and Variance In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2006Conformable Models for GARCH Processes In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2008How to Increase Accuracy of Volatility Forecasts Based on GARCH Models In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2008Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2019Improving forecasts with the co-range dynamic conditional correlation model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2024Improving volatility forecasts: Evidence from range-based models In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices In: Journal of Empirical Finance.
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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance In: Energy Economics.
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2016Low and high prices can improve volatility forecasts during periods of turmoil In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2012Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices In: Czech Journal of Economics and Finance (Finance a uver).
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2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies.
[Full Text][Citation analysis]		article6
2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
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2018Exchange Rate Covariance Modelling by Means of Minimum and Maximum Prices (Modelowanie kowariancji kursow walutowych z zastosowaniem cen minimalnych i maksymalnych) In: Problemy Zarzadzania.
[Full Text][Citation analysis]		article0
2018Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis In: Empirical Economics.
[Full Text][Citation analysis]		article1
2018Low and high prices can improve covariance forecasts: The evidence based on currency rates In: Journal of Forecasting.
[Full Text][Citation analysis]		article4

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