Adam Misiorek : Citation Profile

Are you Adam Misiorek?

Politechnika Wrocławska (50% share)

9

H index

9

i10 index

534

Citations

RESEARCH PRODUCTION:

2

Articles

13

Papers

RESEARCH ACTIVITY:

   5 years (2005 - 2010). See details.
   Cites by year: 106
   Journals where Adam Misiorek has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 12 (2.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi383
   Updated: 2023-03-25    RAS profile: 2018-04-03    
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Relations with other researchers

Works with:

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

Is cited by:

Weron, Rafał (141)

Nowotarski, Jakub (52)

Uniejewski, Bartosz (41)

Marcjasz, Grzegorz (28)

Maciejowska, Katarzyna (27)

Janczura, Joanna (21)

Ravazzolo, Francesco (21)

Rossini, Luca (15)

Gianfreda, Angelica (15)

Trueck, Stefan (15)

DIONGUE, Abdou Ka (10)

Cites to:

Weron, Rafał (48)

Härdle, Wolfgang (10)

Trueck, Stefan (9)

Burnecki, Krzysztof (9)

Hautsch, Nikolaus (6)

Bollerslev, Tim (6)

Janek, Agnieszka (6)

Diebold, Francis (4)

Janczura, Joanna (4)

Veredas, David (4)

Roberts, Michael (3)

Main data

Where Adam Misiorek has published?

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology5
MPRA Paper / University Library of Munich, Germany5
Econometrics / University Library of Munich, Germany2

Recent works citing Adam Misiorek (2022 and 2021)

YearTitle of citing document
2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2021Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223.

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2021Panel semiparametric quantile regression neural network for electricity consumption forecasting. (2021). Wang, Jiangyan ; Zhou, Xingcai. In: Papers. RePEc:arx:papers:2103.00711.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

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2021Forecasting the Colombian Electricity Spot Price under a Functional Approach. (2021). Barrientos, Jorge ; Gallon, Santiago . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-9.

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2021The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19.

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2022Electricity price forecasting on the day-ahead market using machine learning. (2022). Robardet, Celine ; Plantevit, Marc ; Pierre, Erwan ; Tschora, Leonard. In: Applied Energy. RePEc:eee:appene:v:313:y:2022:i:c:s0306261922002057.

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2022Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542.

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2022Dispatch optimization of a concentrating solar power system under uncertain solar irradiance and energy prices. (2022). Wagner, Michael J ; Morton, David P ; Kahveciolu, Goke. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922012351.

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2021Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2022Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account. (2022). Herwartz, Helmut ; Scheller, Fabian ; Lehna, Malte. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005879.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2023Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme. (2023). Huang, Xiaojia ; Wang, Jianzhou ; Nie, Ying ; Jiang, Ping. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006004.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573.

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2021Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling. (2021). Becker, Denis Mike ; Li, Wei. In: Energy. RePEc:eee:energy:v:237:y:2021:i:c:s0360544221017916.

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2021Conformal prediction interval estimation and applications to day-ahead and intraday power markets. (2021). Ziel, Florian ; Kath, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:777-799.

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2021Evaluating quantile-bounded and expectile-bounded interval forecasts. (2021). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:800-811.

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2022Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks. (2022). Michaeli, Hendrik ; Schirra, Florian ; Ramentol, Enislay ; Wagner, Andreas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000046.

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2021Fundamental Responsiveness in European Electricity Prices. (2021). Biskas, Pandelis N ; Thomaidis, Nikolaos S ; Seitaridis, Michail I. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7623-:d:679398.

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2022Electricity Spot Price Modeling and Forecasting in European Markets. (2022). Caro, Eduardo ; Juan, Jesus ; Tehrani, Shadi. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5980-:d:891362.

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2022Short-Term Electricity Prices Forecasting Using Functional Time Series Analysis. (2022). Ali, Sajid ; Shah, Ismail ; Jan, Faheem. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3423-:d:810405.

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2021The development and deployment of a model for hospital-level COVID-19 associated patient demand intervals from consistent estimators (DICE). (2021). Scheinker, David ; Glynn, Peter ; Zhang, Teng ; Yang, Linying. In: Health Care Management Science. RePEc:kap:hcarem:v:24:y:2021:i:2:d:10.1007_s10729-021-09555-3.

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2021Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: ERC Working Papers. RePEc:met:wpaper:2101.

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2021Bitcoin Mining Activity and Volatility Dynamics in the Power Market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202166.

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2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20.

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2021A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7.

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2022Multistage optimization filter for trend?based short?term forecasting. (2022). Vinogradov, Dmitri ; Kellard, Neil ; Zafar, Usman. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:345-360.

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Works by Adam Misiorek:

YearTitleTypeCited
2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article136
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article161
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161		paper
2010Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper18
2010Models for Heavy-tailed Asset Returns.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2010Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2006Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2010Loss Distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper17
2007Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2005Modeling and forecasting electricity loads: A comparison In: Econometrics.
[Full Text][Citation analysis]		paper11
2005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics.
[Full Text][Citation analysis]		paper22
2006Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports.
[Full Text][Citation analysis]		paper12
2006Interval forecasting of spot electricity prices In: HSC Research Reports.
[Full Text][Citation analysis]		paper135
2008Short-term forecasting of electricity prices: Do we need a different model for each hour? In: HSC Research Reports.
[Full Text][Citation analysis]		paper10
2010Heavy-tailed distributions in VaR calculations In: HSC Research Reports.
[Full Text][Citation analysis]		paper2

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