Adam Misiorek : Citation Profile


Are you Adam Misiorek?

Politechnika Wrocławska (50% share)

8

H index

8

i10 index

345

Citations

RESEARCH PRODUCTION:

2

Articles

13

Papers

RESEARCH ACTIVITY:

   5 years (2005 - 2010). See details.
   Cites by year: 69
   Journals where Adam Misiorek has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 12 (3.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi383
   Updated: 2020-09-22    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 (105)

Nowotarski, Jakub (42)

Uniejewski, Bartosz (25)

Maciejowska, Katarzyna (20)

Marcjasz, Grzegorz (18)

Janczura, Joanna (15)

Ravazzolo, Francesco (11)

Trueck, Stefan (9)

Burnecki, Krzysztof (8)

Gianfreda, Angelica (8)

Rodríguez Caballero, Carlos (6)

Cites to:

Weron, Rafał (39)

Trueck, Stefan (9)

Härdle, Wolfgang (8)

Burnecki, Krzysztof (6)

Bollerslev, Tim (5)

Christoffersen, Peter (4)

Bessec, Marie (3)

Knittel, Christopher (3)

Diebold, Francis (3)

Hautsch, Nikolaus (3)

Janek, Agnieszka (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 (2020 and 2019)


YearTitle of citing document
2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2019X-model: further development and possible modifications. (2019). Kulakov, Sergei. In: Papers. RePEc:arx:papers:1907.09206.

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2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

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

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2019Volatility Spillovers in Electricity Markets: Evidence from the United States. (2019). Kampouris, Ilias ; Armenatzoglou, Aggelos ; Polyzos, Stathis ; Pantos, Themistoclis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-17.

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2019Application of ARIMA Modelling for the Forecasting of Solar, Wind, Spot and Options Electricity Prices: The Australian National Electricity Market. (2019). Wong, Victor ; Tularam, Gurudeo Anand ; Alsaedi, Yasir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-33.

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2020Passive Balancing Through Intraday Trading: Whether Interactions Between Short-term Trading and Balancing Stabilize Germany’s Electricity System. (2020). Koch, Christopher ; Maskos, Philipp. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-14.

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2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

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2019Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices. (2019). Portolani, Pietro ; Matteucci, Matteo ; Brusaferri, Alessandro ; Vitali, Andrea. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:1158-1175.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:171-182.

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2019Probabilistic electricity price forecasting with Bayesian stochastic volatility models. (2019). Kostrzewska, Jadwiga ; Kostrzewski, Maciej . In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:610-620.

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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1520-1532.

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2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2019Forecasting coking coal prices by means of ARIMA models and neural networks, considering the transgenic time series theory. (2019). Fernandez, Pedro Riesgo ; Matyjaszek, Marta ; Valverde, Gregorio Fidalgo ; Wodarski, Krzysztof ; Krzemie, Alicja. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:283-292.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

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2019Multi-Output Conditional Inference Trees Applied to the Electricity Market: Variable Importance Analysis. (2019). Dfuf, Ismael Ahrazem ; Gonzalez, Maria Camino ; Mira, Jose Manuel. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1097-:d:215955.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

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2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457.

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2020.

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2019Prices of Mexican Wholesale Electricity Market: An Application of Alpha-Stable Regression. (2019). Retana-Blanco, Brenda ; Marmolejo-Saucedo, Jose Antonio ; Rodriguez-Aguilar, Roman . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3185-:d:237865.

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2020High-Resolution Electricity Spot Price Forecast for the Danish Power Market. (2020). Xydis, George ; Enevoldsen, Peter ; Roungkvist, Jannik Schutz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4267-:d:361744.

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2020Impacts of subsidized renewable electricity generation on spot market prices in Germany : Evidence from a GARCH model with panel data. (2020). Lemoine, Killian ; Pham, Thao. In: Working Papers. RePEc:hal:wpaper:hal-02568268.

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2020Loss-based approach to two-piece location-scale distributions with applications to dependent data. (2020). Villa, Cristiano ; Rossini, Luca ; Leisen, Fabrizio. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00481-x.

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2019Regularized Quantile Regression Averaging for probabilistic electricity price forecasting. (2019). Weron, Rafał ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1904.

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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.
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article112
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
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article131
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 131
paper
2010Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers.
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paper17
2010Models for Heavy-tailed Asset Returns.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 17
paper
2010Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports.
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This paper has another version. Agregated cites: 17
paper
2006Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper.
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paper6
2010Loss Distributions In: MPRA Paper.
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paper16
2007Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? In: MPRA Paper.
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paper2
2005Modeling and forecasting electricity loads: A comparison In: Econometrics.
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paper11
2005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics.
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paper18
2006Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports.
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paper8
2006Interval forecasting of spot electricity prices In: HSC Research Reports.
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paper12
2008Short-term forecasting of electricity prices: Do we need a different model for each hour? In: HSC Research Reports.
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paper10
2010Heavy-tailed distributions in VaR calculations In: HSC Research Reports.
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paper2

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