Adam Misiorek : Citation Profile


Are you Adam Misiorek?

Politechnika Wrocławska (50% share)

8

H index

8

i10 index

372

Citations

RESEARCH PRODUCTION:

2

Articles

13

Papers

RESEARCH ACTIVITY:

   5 years (2005 - 2010). See details.
   Cites by year: 74
   Journals where Adam Misiorek has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 12 (3.13 %)

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   Permalink: http://citec.repec.org/pmi383
   Updated: 2021-11-28    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 (106)

Nowotarski, Jakub (42)

Uniejewski, Bartosz (29)

Marcjasz, Grzegorz (20)

Maciejowska, Katarzyna (20)

Ravazzolo, Francesco (15)

Janczura, Joanna (15)

Rossini, Luca (11)

Gianfreda, Angelica (10)

Burnecki, Krzysztof (9)

Trueck, Stefan (9)

Cites to:

Weron, Rafał (39)

Trueck, Stefan (9)

Härdle, Wolfgang (8)

Burnecki, Krzysztof (6)

Bollerslev, Tim (5)

Christoffersen, Peter (4)

Janek, Agnieszka (3)

Crespo Cuaresma, Jesus (3)

Knittel, Christopher (3)

Diebold, Francis (3)

Roberts, Michael (3)

Main data


Where Adam Misiorek has published?


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

Recent works citing Adam Misiorek (2021 and 2020)


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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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). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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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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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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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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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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2020Automatic frequency restoration reserve market prediction: Methodology and comparison of various approaches. (2020). Sauer, Dirk Uwe ; Schoeneberger, Ilka ; Rucker, Fabian ; Merten, Michael. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304906.

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2020Performance of alternative electricity price forecasting methods: Findings from the Greek and Hungarian power exchanges. (2020). Verbič, Miroslav ; Zori, Jelena ; Haluan, Marko. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920311089.

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2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

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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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2020Predicting collusive patterns in a liberalized electricity market with mandatory auctions of forward contracts. (2020). Palacio, Sebastian M. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300690.

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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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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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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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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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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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2020Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression. (2020). Kotsakis, Evangelos ; Pegios, Konstantinos ; Lucas, Alexandre ; Clarke, Dan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5420-:d:430252.

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2020Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case. (2020). Lisi, Francesco ; Bernardi, Mauro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6191-:d:450862.

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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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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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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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2020A comparison of modern deep neural network architectures for energy spot price forecasting. (2020). Cordoni, F. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00022-2.

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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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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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article119
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
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article149
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: 149
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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paper17
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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paper19
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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