Rafał Weron : Citation Profile


Are you Rafał Weron?

Politechnika Wrocławska (90% share)
Politechnika Wrocławska (10% share)

20

H index

37

i10 index

1490

Citations

RESEARCH PRODUCTION:

44

Articles

133

Papers

3

Books

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 64
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 206.    Total self citations: 125 (7.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe42
   Updated: 2018-10-20    RAS profile: 2018-10-17    
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Relations with other researchers


Works with:

Nowotarski, Jakub (19)

Maciejowska, Katarzyna (14)

Sznajd-Weron, Katarzyna (11)

Kowalska-Pyzalska, Anna (9)

Uniejewski, Bartosz (8)

Trueck, Stefan (7)

Hong, Tao (4)

Marcjasz, Grzegorz (4)

Zator, Michał (4)

Janczura, Joanna (2)

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

Is cited by:

Krištoufek, Ladislav (31)

Climent Hernández, José (30)

Janczura, Joanna (27)

Sapio, Sandro (27)

Paraschiv, Florentina (23)

Ravazzolo, Francesco (22)

Härdle, Wolfgang (21)

Rodríguez Caballero, Carlos (21)

Nan, Fany (18)

Prokopczuk, Marcel (18)

Wyłomańska, Agnieszka (18)

Cites to:

Nowotarski, Jakub (156)

Trueck, Stefan (120)

Misiorek, Adam (107)

Janczura, Joanna (71)

Maciejowska, Katarzyna (58)

Hong, Tao (46)

Cartea, Álvaro (46)

Härdle, Wolfgang (44)

Sznajd-Weron, Katarzyna (37)

Uniejewski, Bartosz (33)

Nan, Fany (29)

Main data


Where Rafał Weron has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications13
Energy Economics9
Computational Statistics3
International Journal of Forecasting3
Energies3
Renewable and Sustainable Energy Reviews2
AStA Advances in Statistical Analysis2
International Journal of Modern Physics C (IJMPC)2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology80
MPRA Paper / University Library of Munich, Germany27
Econometrics / University Library of Munich, Germany7
Papers / arXiv.org7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany6
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)3
Risk and Insurance / University Library of Munich, Germany2

Recent works citing Rafał Weron (2018 and 2017)


YearTitle of citing document
2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar. In: CREATES Research Papers. RePEc:aah:create:2017-39.

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2017The Effect of Transmission Constraints on Electricity Prices. (2017). Hurn, Stan ; Clements, Adam ; Li, Zili. In: The Energy Journal. RePEc:aen:journl:ej38-4-hurn.

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2017Wind, Storage, Interconnection and the Cost of Electricity Generation. (2017). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:253733.

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2017Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network. (2017). Chow, Vinci . In: Papers. RePEc:arx:papers:1701.08711.

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2017Zipfs law for share price and company fundamentals. (2017). Kaizoji, Taisei ; Miyano, Michiko . In: Papers. RePEc:arx:papers:1702.00144.

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2018Probabilistic Mid- and Long-Term Electricity Price Forecasting. (2018). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1703.10806.

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2018An adverse selection approach to power pricing. (2018). Alasseur, Cl'Emence ; Possamai, Dylan ; Santib, Nicol'As Hern'Andez ; Elie, Romuald ; Ekeland, Ivar. In: Papers. RePEc:arx:papers:1706.01934.

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2017Forecasting day-ahead electricity prices in Europe: the importance of considering market integration. (2017). Lago, Jesus ; de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo. In: Papers. RePEc:arx:papers:1708.07061.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2018Polynomial processes for power prices. (2018). Filipovic, Damir ; Ware, Tony ; Larsson, Martin. In: Papers. RePEc:arx:papers:1710.10293.

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2017Using nonlinear stochastic and deterministic (chaotic tools) to test the EMH of two Electricity Markets the case of Italy and Greece. (2017). Papaioannou, George P ; Georgiadis, Dionysios S ; Dramountanis, Anargyros ; Dikaiakos, Christos. In: Papers. RePEc:arx:papers:1711.10552.

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

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2018Stochastic Dynamic Pricing for EV Charging Stations with Renewables Integration and Energy Storage. (2018). Luo, Chao ; Gupta, Vijay ; Huang, Yih-Fang . In: Papers. RePEc:arx:papers:1801.02128.

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2018Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures. (2018). Steinert, Rick ; Ziel, Florian. In: Papers. RePEc:arx:papers:1801.10583.

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2018Technical Uncertainty in Real Options with Learning. (2018). Al-Aradi, Ali ; Jaimungal, Sebastian ; Cartea, Alvaro. In: Papers. RePEc:arx:papers:1803.05831.

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2018Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997.

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2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Papers. RePEc:arx:papers:1804.08218.

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2018Closed-form approximations in derivatives pricing: The Kristensen-Mele approach. (2018). Kurz, Michael. In: Papers. RePEc:arx:papers:1804.08904.

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2018Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip. In: Papers. RePEc:arx:papers:1808.04710.

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2018Fast calibration of two-factor models for energy option pricing. (2018). Fabbiani, Emanuele ; de Nicolao, Giuseppe ; Marziali, Andrea. In: Papers. RePEc:arx:papers:1809.03941.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

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2017Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6396.

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2017Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market. (2017). Long, Ngo ; Dungey, Mardi ; van Long, Ngo ; Ghahremanlou, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6819.

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2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:6117.

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2017Electricity prices forecasting by averaging dynamic factor models. (2017). Alonso, Andres Modesto ; Garcia-Martos, Carolina ; Bastos, Guadalupe . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24028.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2017Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1647.

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2017Forecasting the distributions of hourly electricity spot prices. (2017). Pape, Christian ; Weber, Christoph ; Woll, Oliver ; Vogler, Arne . In: EWL Working Papers. RePEc:dui:wpaper:1705.

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2018Modelling German electricity wholesale spot prices with a parsimonious fundamental model – Validation and application. (2018). Beran, Philip ; Weber, Christoph ; Pape, Christian. In: EWL Working Papers. RePEc:dui:wpaper:1801.

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2017Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices. (2017). Voliotis, Dimitrios ; Apergis, Nicholas ; Eleftheriou, Sofia . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-18.

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2017Comparing Iranian and Spanish Electricity Markets with Nonlinear Time Series. (2017). Nasrazadani, Hajar ; Muoz, Maria Pilar . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-33.

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2017Impact of Vertical Integration on Electricity Prices in TurkeyImpact of Vertical Integration on Electricity Prices in Turkey. (2017). Ozdurak, Caner ; Ulusoy, Veysel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-31.

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2018Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models. (2018). Barrientos Marin, Jorge ; Velilla, Esteban ; Orozco, Elkin Tabares . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-15.

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2018Quantile Regression Model for Peak Load Demand Forecasting with Approximation by Triangular Distribution to Avoid Blackouts. (2018). Fukushige, Mototsugu ; Elamin, Niematallah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-16.

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2017Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theory. (2017). Liu, Rui ; Lu, Xiaofen ; He, Yaoyao ; Wang, Shuo. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:254-266.

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2017MOD-DR: Microgrid optimal dispatch with demand response. (2017). Spanos, Costas ; Liu, Ping ; Feng, Wei ; Jin, Ming ; Marnay, Chris . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:758-776.

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2017Multi-agent systems applied for energy systems integration: State-of-the-art applications and trends in microgrids. (2017). Coelho, Vitor N ; Guimares, Frederico Gadelha ; Liu, Nian ; Cohen, Miri Weiss . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:820-832.

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2017Electricity price forecasting by a hybrid model, combining wavelet transform, ARMA and kernel-based extreme learning machine methods. (2017). Yang, Zhang ; Lian, LI ; Ce, LI. In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:291-305.

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2017Multi-step ahead electricity price forecasting using a hybrid model based on two-layer decomposition technique and BP neural network optimized by firefly algorithm. (2017). Wang, Deyun ; Guo, Haixiang ; Lin, Yanbing ; Grunder, Olivier ; Luo, Hongyuan . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:390-407.

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2017A probabilistic portfolio-based model for financial valuation of community solar. (2017). Shakouri, Mahmoud ; Kim, Yong-Woo ; Lee, Hyun Woo . In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:709-726.

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2017The value of electricity and reserve services in low carbon electricity systems. (2017). Staffell, Iain ; Vijay, Avinash ; Hawkes, Adam ; Fouquet, Nicolas . In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:111-123.

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2017Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Chen, Yan ; Schlag, N ; Olson, A ; Moore, J ; Ong, A ; Ho, T. In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:531-543.

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2017Online short-term forecast of greenhouse heat load using a weather forecast service. (2017). Madsen, H ; Bacher, P ; Vogler–Finck, P. J. C., . In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:1298-1310.

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2018Microgrid to enable optimal distributed energy retail and end-user demand response. (2018). Jin, Ming ; Spanos, Costas ; Marnay, Chris ; Feng, Wei. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:1321-1335.

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2018A bat optimized neural network and wavelet transform approach for short-term price forecasting. (2018). Bento, P. M. R., ; Mariano, S. J. P. S., ; Calado, M. R. A., ; Pombo, J. A. N., . In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:88-97.

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2018Forecasting day-ahead electricity prices in Europe: The importance of considering market integration. (2018). Lago, Jesus ; de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:890-903.

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2018Anticipating electricity prices for future needs – Implications for liberalised retail markets. (2018). Allan, Tian Sheng ; le Ng, Jia. In: Applied Energy. RePEc:eee:appene:v:212:y:2018:i:c:p:244-264.

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2018Power load probability density forecasting using Gaussian process quantile regression. (2018). Yang, Yandong ; Qu, Meijun ; Li, Wenqi. In: Applied Energy. RePEc:eee:appene:v:213:y:2018:i:c:p:499-509.

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2018Probabilistic characterization of electricity consumer responsiveness to economic incentives. (2018). Valles, Mercedes ; Frias, Pablo ; Reneses, Javier ; Bello, Antonio . In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:296-310.

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2018Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390.

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2018Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms. (2018). Lago, Jesus ; de Schutter, Bart ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:386-405.

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2018Price elasticities of retail energy demands in the United States: New evidence from a panel of monthly data for 2001–2016. (2018). Zarnikau, Jay ; Kahrl, F ; Luo, X ; Shiu, A ; Liu, Y ; Woo, C K. In: Applied Energy. RePEc:eee:appene:v:222:y:2018:i:c:p:460-474.

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2018Policy simulation for promoting residential PV considering anecdotal information exchanges based on social network modelling. (2018). Wang, GE ; Li, Hailong ; Zhang, QI. In: Applied Energy. RePEc:eee:appene:v:223:y:2018:i:c:p:1-10.

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2018Demand-side management via optimal production scheduling in power-intensive industries: The case of metal casting process. (2018). Ramin, D ; Brusaferri, A ; Spinelli, S. In: Applied Energy. RePEc:eee:appene:v:225:y:2018:i:c:p:622-636.

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2017How should a local regime-switching model be calibrated?. (2017). He, Xin-Jiang ; Zhu, Song-Ping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:149-163.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

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2018Price discovery of cryptocurrencies: Bitcoin and beyond. (2018). Mestel, Roland ; Brauneis, Alexander . In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:58-61.

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2017Asymmetric stable Paretian distribution testing. (2017). Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:19-39.

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2017Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. (2017). Caldana, Ruggero ; Roncoroni, Andrea ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:715-734.

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2017Full and fast calibration of the Heston stochastic volatility model. (2017). Cui, Yiran ; Germano, Guido ; del Bao, Sebastian . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:625-638.

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2018Short-run electricity load forecasting with combinations of stationary wavelet transforms. (2018). Bessec, Marie ; Fouquau, Julien. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:149-164.

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2017Does renewable energy generation decrease the volatility of electricity prices? An analysis of Denmark and Germany. (2017). Rintamaki, Tuomas ; Salo, Ahti ; Siddiqui, Afzal S. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:270-282.

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2017A rough multi-factor model of electricity spot prices. (2017). Bennedsen, Mikkel . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:301-313.

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2017Electricity price modeling with stochastic time change. (2017). Borovkova, Svetlana ; Schmeck, Maren Diane . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:51-65.

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2017Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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2017An equilibrium pricing model for wind power futures. (2017). Gersema, Gerke ; Wozabal, David. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:64-74.

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2017Regime-switching based vehicle-to-building operation against electricity price spikes. (2017). Zhang, Lei ; Li, Yaoyu. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:1-8.

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2017Composite forecasting approach, application for next-day electricity price forecasting. (2017). Mirakyan, Atom ; Koch, Andreas ; Meyer-Renschhausen, Martin . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:228-237.

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2017Resource extraction with a carbon tax and regime switching prices: Exercising your options. (2017). Insley, Margaret. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:1-16.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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2017Risk-minimisation in electricity markets: Fixed price, unknown consumption. (2017). Tegner, Martin ; Poulsen, Rolf ; Skajaa, Anders ; Ernstsen, Rune Ramsdal. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:423-439.

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2017Hedging local volume risk using forward markets: Nordic case. (2017). Ernstsen, Rune Ramsdal ; Skajaa, Anders ; Tegner, Martin ; Boomsma, Trine Krogh. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:490-514.

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2018Wind, storage, interconnection and the cost of electricity generation. (2018). Malaguzzi Valeri, Laura ; di Cosmo, Valeria. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:1-18.

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2018Pricing of electricity futures based on locational price differences: The case of Finland. (2018). Junttila, Juha ; Raatikainen, Juhani ; Myllymaki, Valtteri. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:222-237.

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2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Brix, Anne Floor ; Wei, Wei ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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2017Electricity prices, large-scale renewable integration, and policy implications. (2017). Serletis, Apostolos ; Kyritsis, Evangelos ; Andersson, Jonas . In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:550-560.

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2017What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun . In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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2017The merit order effect of Czech photovoltaic plants. (2017). Janda, Karel ; Pra, Jan ; Luakova, Petra . In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:138-147.

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2017Market efficiency assessment under dual pricing rule for the Turkish wholesale electricity market. (2017). Asan, Goksel ; Tasaltin, Kamil . In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:109-118.

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2017Does Californias CO2 price affect wholesale electricity prices in the Western U.S.A.?. (2017). woo, chi-keung ; Ho, T ; Ong, A ; Schlag, N ; Moore, J ; Chen, Y ; Olson, A. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:9-19.

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2018Hedging spark spread risk with futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746.

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2018How renewable production depresses electricity prices: Evidence from the German market. (2018). de Lagarde, Cyril Martin ; Lantz, Frederic. In: Energy Policy. RePEc:eee:enepol:v:117:y:2018:i:c:p:263-277.

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2018Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269.

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2018Transition to low-carbon economy: Assessing cumulative impacts of individual behavioral changes. (2018). Niamir, Leila ; Bressers, Hans ; Voinov, Alexey ; Filatova, Tatiana. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:325-345.

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2017Profitability, risk, and financial modeling of energy storage in residential and large scale applications. (2017). Loudiyi, Khalid ; Berrada, Asmae ; Zorkani, Izeddine . In: Energy. RePEc:eee:energy:v:119:y:2017:i:c:p:94-109.

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2017Electricity consumption forecasting in Brazil: A spatial econometrics approach. (2017). de Assis, Joilson ; de Freitas, Maria Viviana ; Loureiro, Luiz Fernando. In: Energy. RePEc:eee:energy:v:126:y:2017:i:c:p:124-131.

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2017The growing importance of natural gas as a predictor for retail electricity prices in US. (2017). Alexopoulos, Thomas A. In: Energy. RePEc:eee:energy:v:137:y:2017:i:c:p:219-233.

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2017Electricity load forecasting by an improved forecast engine for building level consumers. (2017). Liu, Yang ; Ghadimi, Noradin ; Wang, Wei. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:18-30.

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2017Nonlinear empirical pricing in electricity markets using fundamental weather factors. (2017). Uribe, Jorge ; Manotas-Duque, Diego Fernando ; Mosquera-Lopez, Stephania. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:594-605.

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2017A seasonal direct optimal hybrid model of computational intelligence and soft computing techniques for electricity load forecasting. (2017). Khashei, Mehdi ; Chahkoutahi, Fatemeh. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:988-1004.

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2017Reducing uncertainty accumulation in wind-integrated electrical grid. (2017). Hung, Tzu-Chieh ; Chan, Kuei-Yuan ; Chong, John. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:1072-1083.

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2018Detecting the impact of fundamentals and regulatory reforms on the Greek wholesale electricity market using a SARMAX/GARCH model. (2018). Papaioannou, George P ; Dramountanis, Anargyros ; Dagoumas, Athanasios S ; Dikaiakos, Christos. In: Energy. RePEc:eee:energy:v:142:y:2018:i:c:p:1083-1103.

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2018Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Luo, X ; Liu, Y ; Shiu, A. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:887-902.

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2018Deep belief network based ensemble approach for cooling load forecasting of air-conditioning system. (2018). Fu, Guoyin. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:269-282.

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2018Short-term power output forecasting of hourly operation in power plant based on climate factors and effects of wind direction and wind speed. (2018). Dadkhah, Mojtaba ; Chavoshi, Ahmad Zare ; Rezaee, Mustafa Jahangoshai . In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:775-788.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Fard, Farzad Alavi ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2018Impact of the phase out of French nuclear reactors on the Italian power sector. (2018). Bianco, Vincenzo ; Scarpa, Federico. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:722-734.

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2018Short-term power load probability density forecasting based on Yeo-Johnson transformation quantile regression and Gaussian kernel function. (2018). He, Yaoyao ; Zheng, Yaya. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:143-156.

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Rafał Weron is editor of


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Rafał Weron has edited the books:


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YearTitleTypeCited
2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland In: Papers.
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paper1
2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland.(2008) In: MPRA Paper.
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2010FX Smile in the Heston Model In: Papers.
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paper21
2010FX Smile in the Heston Model.(2010) In: SFB 649 Discussion Papers.
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2010FX Smile in the Heston Model.(2010) In: MPRA Paper.
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paper
2010FX Smile in the Heston Model.(2010) In: HSC Research Reports.
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paper
2011Black swans or dragon kings? A simple test for deviations from the power law In: Papers.
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paper0
2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper.
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paper
2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: HSC Research Reports.
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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks In: Papers.
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paper6
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics.
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article
2001A simple model of price formation In: Papers.
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paper8
2002A SIMPLE MODEL OF PRICE FORMATION.(2002) In: International Journal of Modern Physics C (IJMPC).
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2001Measuring long-range dependence in electricity prices In: Papers.
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paper9
2002How effective is advertising in duopoly markets? In: Papers.
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paper8
2003How effective is advertising in duopoly markets?.(2003) In: Physica A: Statistical Mechanics and its Applications.
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2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
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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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article58
2008Market price of risk implied by Asian-style electricity options and futures In: Energy Economics.
[Full Text][Citation analysis]
article42
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
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article59
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 59
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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article34
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics.
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article21
2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: MPRA Paper.
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paper
2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: HSC Research Reports.
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paper
2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics.
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article10
2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports.
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This paper has another version. Agregated cites: 10
paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
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article16
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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2015A note on using the Hodrick–Prescott filter in electricity markets In: Energy Economics.
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article4
2014A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports.
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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics.
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article5
2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy.
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article17
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs.(2013) In: HSC Research Reports.
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paper
2016Improving short term load forecast accuracy via combining sister forecasts In: Energy.
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article9
2015Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports.
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This paper has another version. Agregated cites: 9
paper
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
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article67
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: 67
paper
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future In: International Journal of Forecasting.
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article116
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future.(2014) In: HSC Research Reports.
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This paper has another version. Agregated cites: 116
paper
2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
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article19
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging.(2014) In: HSC Research Reports.
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This paper has another version. Agregated cites: 19
paper
1999A conditionally exponential decay approach to scaling in finance In: Physica A: Statistical Mechanics and its Applications.
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article0
1999Origins of the scaling behaviour in the dynamics of financial data In: Physica A: Statistical Mechanics and its Applications.
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article3
1998Origins of the scaling behaviour in the dynamics of financial data.(1998) In: HSC Research Reports.
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1999Scaling in currency exchange: a conditionally exponential decay approach In: Physica A: Statistical Mechanics and its Applications.
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article0
1998Scaling in currency exchange: A Conditionally Exponential Decay approach.(1998) In: HSC Research Reports.
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2000Hurst analysis of electricity price dynamics In: Physica A: Statistical Mechanics and its Applications.
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article26
2000Hurst analysis of electricity price dynamics.(2000) In: HSC Research Reports.
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paper
2000Energy price risk management In: Physica A: Statistical Mechanics and its Applications.
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article17
2000Energy price risk management.(2000) In: HSC Research Reports.
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This paper has another version. Agregated cites: 17
paper
2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
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article9
2000Property insurance loss distributions.(2000) In: HSC Research Reports.
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This paper has another version. Agregated cites: 9
paper
2001A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications.
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article0
2001Modeling electricity loads in California: a continuous-time approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2002Estimating long-range dependence: finite sample properties and confidence intervals In: Physica A: Statistical Mechanics and its Applications.
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article66
2001Estimating long range dependence: finite sample properties and confidence intervals.(2001) In: HSC Research Reports.
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This paper has another version. Agregated cites: 66
paper
2004On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications.
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article6
2005On detecting and modeling periodic correlation in financial data.(2005) In: Econometrics.
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This paper has another version. Agregated cites: 6
paper
2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
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article64
2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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This paper has another version. Agregated cites: 64
paper
2018The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach In: Physica A: Statistical Mechanics and its Applications.
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article0
2017The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach.(2017) In: HSC Research Reports.
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This paper has another version. Agregated cites: 0
paper
2016Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices In: Renewable and Sustainable Energy Reviews.
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article5
2018Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews.
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article7
2016Recent advances in electricity price forecasting: A review of probabilistic forecasting.(2016) In: HSC Research Reports.
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This paper has another version. Agregated cites: 7
paper
1996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables In: Statistics & Probability Letters.
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article35
2018Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models In: Energies.
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article0
2018Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies.
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article0
2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting In: Energies.
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article5
2016Automated variable selection and shrinkage for day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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paper
2005Stable Distributions In: SFB 649 Discussion Papers.
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paper33
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
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paper38
2008A semiparametric factor model for electricity forward curve dynamics In: SFB 649 Discussion Papers.
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paper7
2008A semiparametric factor model for electricity forward curve dynamics.(2008) In: MPRA Paper.
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paper
2010Building Loss Models In: SFB 649 Discussion Papers.
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paper15
2010Building Loss Models.(2010) In: MPRA Paper.
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paper
2010Building Loss Models.(2010) In: HSC Research Reports.
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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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paper
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
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paper1
2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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This paper has another version. Agregated cites: 1
paper
2008Heavy-tails and regime-switching in electricity prices In: MPRA Paper.
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paper25
2009Heavy-tails and regime-switching in electricity prices.(2009) In: Mathematical Methods of Operations Research.
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This paper has another version. Agregated cites: 25
article
2006Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper.
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paper4
2004Structure and stylized facts of a deregulated power market In: MPRA Paper.
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paper11
2009Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper.
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paper9
2008Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo In: MPRA Paper.
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paper0
2010Correction to: On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables In: MPRA Paper.
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paper21
1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables.(1996) In: HSC Research Reports.
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This paper has another version. Agregated cites: 21
paper
2009Forecasting wholesale electricity prices: A review of time series models In: MPRA Paper.
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paper0
2010Loss Distributions In: MPRA Paper.
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paper13
2010Goodness-of-fit testing for regime-switching models In: MPRA Paper.
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paper5
2011Goodness-of-fit testing for the marginal distribution of regime-switching models.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
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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
2002Origins of scaling in FX markets In: MPRA Paper.
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paper0
2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
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paper1
2010Simulation of Risk Processes In: MPRA Paper.
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2004Simulation of risk processes.(2004) In: Papers.
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2010Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices In: MPRA Paper.
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paper13
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices.(2011) In: HSC Research Reports.
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paper
2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
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paper20
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
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article21
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices.(2011) In: HSC Research Reports.
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paper
2013Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices In: AStA Advances in Statistical Analysis.
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article1
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
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article3
2015Computing electricity spot price prediction intervals using quantile regression and forecast averaging In: Computational Statistics.
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article11
2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging.(2013) In: HSC Research Reports.
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paper
2015Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics.
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article7
2013Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships.(2013) In: HSC Research Reports.
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paper
2016Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
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article4
2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period.(2015) In: HSC Research Reports.
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This paper has another version. Agregated cites: 4
paper
2003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market In: Econometrics.
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paper20
2003Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime In: Econometrics.
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paper24
2001LEVY-STABLE DISTRIBUTIONS REVISITED: TAIL INDEX> 2DOES NOT EXCLUDE THE LEVY-STABLE REGIME.(2001) In: International Journal of Modern Physics C (IJMPC).
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This paper has another version. Agregated cites: 24
article
2001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime.(2001) In: HSC Research Reports.
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This paper has another version. Agregated cites: 24
paper
2005Market price of risk implied by Asian-style electricity options In: Econometrics.
[Full Text][Citation analysis]
paper3
2005Modeling and forecasting electricity loads: A comparison In: Econometrics.
[Full Text][Citation analysis]
paper5
2005Modeling electricity prices with regime switching models In: Econometrics.
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paper14
2005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics.
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paper16
2005Modeling the risk process in the XploRe computing environment In: Risk and Insurance.
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paper1
2004Modeling the risk process in the XploRe computing environment.(2004) In: Papers.
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2005Blackouts, risk, and fat-tailed distributions In: Risk and Insurance.
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paper0
2014DIFFUSION OF INNOVATION WITHIN AN AGENT-BASED MODEL: SPINSONS, INDEPENDENCE AND ADVERTISING In: Advances in Complex Systems (ACS).
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article4
2013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising.(2013) In: HSC Research Reports.
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paper
2000Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) In: HSC Books.
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book0
2006Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach In: HSC Books.
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book168
1998Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku) In: HSC Books.
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book0
2002Modeling electricity loads in California: ARMA models with hyperbolic noise In: HSC Research Reports.
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paper20
2002Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach In: HSC Research Reports.
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paper0
2003An introduction to simulation of risk processes In: HSC Research Reports.
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paper1
2004Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie) In: HSC Research Reports.
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paper0
2004Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci) In: HSC Research Reports.
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paper0
2005Heavy tails and electricity prices In: HSC Research Reports.
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paper8
2006Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports.
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paper6
2006Interval forecasting of spot electricity prices In: HSC Research Reports.
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paper7
2006Visualization tools for insurance risk processes In: HSC Research Reports.
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paper2
2009Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) In: HSC Research Reports.
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paper0
2010Heavy-tailed distributions in VaR calculations In: HSC Research Reports.
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paper2
2012Inference for Markov-regime switching models of electricity spot prices In: HSC Research Reports.
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paper2
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
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paper11
2012A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports.
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paper0
2013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market In: HSC Research Reports.
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paper3
2013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices In: HSC Research Reports.
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paper1
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs In: HSC Research Reports.
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paper1
2013Rewiring the network. What helps an innovation to diffuse? In: HSC Research Reports.
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paper2
2014Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach In: HSC Research Reports.
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paper0
2014A review of electricity price forecasting: The past, the present and the future In: HSC Research Reports.
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paper0
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices In: HSC Research Reports.
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paper1
2014Modeling consumer opinions towards dynamic pricing: An agent-based approach In: HSC Research Reports.
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paper0
2014Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports.
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paper1
2014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts In: HSC Research Reports.
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paper2
2014Forecasting the occurrence of electricity price spikes in the UK power market In: HSC Research Reports.
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2014Evaluating the performance of VaR models in energy markets In: HSC Research Reports.
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2015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts In: HSC Research Reports.
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2015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals In: HSC Research Reports.
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2015Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products In: HSC Research Reports.
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2015Difficulty is critical: Psychological factors in modeling diffusion of green products and practices In: HSC Research Reports.
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2016To combine or not to combine? Recent trends in electricity price forecasting In: HSC Research Reports.
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2016Impact of social interactions on demand curves for innovative products In: HSC Research Reports.
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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models In: HSC Research Reports.
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2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
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2017Variance stabilizing transformations for electricity spot price forecasting In: HSC Research Reports.
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2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting In: HSC Research Reports.
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2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models In: HSC Research Reports.
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2017Habitat momentum In: HSC Research Reports.
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2018Efficient forecasting of electricity spot prices with expert and LASSO models In: HSC Research Reports.
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2018A note on averaging day-ahead electricity price forecasts across calibration windows In: HSC Research Reports.
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2018Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: HSC Research Reports.
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2018Selection of calibration windows for day-ahead electricity price forecasting In: HSC Research Reports.
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2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: HSC Research Reports.
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2018Electricity price forecasting In: HSC Research Reports.
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1995Performance of the estimators of stable law parameters In: HSC Research Reports.
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1995Analysis of ROBECO data by neural networks In: HSC Research Reports.
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1997Evolution in a changing environment In: HSC Research Reports.
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1999A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia) In: HSC Research Reports.
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2004Computationally intensive Value at Risk calculations In: Papers.
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