Rafał Weron : Citation Profile

Are you Rafał Weron?

Politechnika Wrocławska

32

H index

73

i10 index

3664

Citations

RESEARCH PRODUCTION:

62

Articles

152

Papers

3

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 130
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 156 (4.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe42
   Updated: 2024-01-16    RAS profile: 2023-11-01    
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Relations with other researchers

Works with:

Marcjasz, Grzegorz (17)

Uniejewski, Bartosz (11)

Serafin, Tomasz (5)

Nitka, Weronika (4)

Weron, Tomasz (2)

Zabawa, Jacek (2)

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

Is cited by:

Maciejowska, Katarzyna (91)

Janczura, Joanna (64)

Gianfreda, Angelica (54)

Uniejewski, Bartosz (52)

Nitka, Weronika (50)

Grossi, Luigi (50)

Rossini, Luca (48)

Ravazzolo, Francesco (44)

Weron, Tomasz (39)

Serafin, Tomasz (38)

Nan, Fany (38)

Cites to:

Nowotarski, Jakub (221)

Trueck, Stefan (139)

Misiorek, Adam (135)

Uniejewski, Bartosz (132)

Maciejowska, Katarzyna (95)

Janczura, Joanna (91)

Marcjasz, Grzegorz (91)

Cartea, Álvaro (55)

Hong, Tao (54)

Sznajd-Weron, Katarzyna (51)

Lisi, Francesco (41)

Main data

Where Rafał Weron has published?

Journals with more than one article published# docs
Energy Economics14
Physica A: Statistical Mechanics and its Applications13
International Journal of Forecasting7
Energies7
Computational Statistics3
Renewable and Sustainable Energy Reviews2
International Journal of Modern Physics C (IJMPC)2
AStA Advances in Statistical Analysis2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology82
MPRA Paper / University Library of Munich, Germany27
Papers / arXiv.org13
WORking papers in Management Science (WORMS) / Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology11
Econometrics / University Library of Munich, Germany7
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 (2024 and 2023)

YearTitle of citing document
2023Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market. (2023). Bag, Raul Cristian ; Ben-Amor, Souhir ; Balasoiu, Narciz ; Paraschiv, Dorel Mihai. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:463.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Matching of Everyday Power Supply and Demand with Dynamic Pricing: Problem Formalisation and Conceptual Analysis. (2023). Ernst, Damien ; Sutera, Antonio ; Th, Thibaut. In: Papers. RePEc:arx:papers:2301.11587.

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2023Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2023Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769.

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2023Enhancing Energy System Models Using Better Load Forecasts. (2023). Musgens, Felix ; Grothe, Oliver ; Watermeyer, Mira ; Mobius, Thomas. In: Papers. RePEc:arx:papers:2302.11017.

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2023Ruin probability for the quota share model with~phase-type distributed claims. (2023). Wilkowska, Aleksandra ; Teuerle, Marek ; Palmowski, Zbigniew ; Burnecki, Krzysztof. In: Papers. RePEc:arx:papers:2303.07705.

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2023Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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2023A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling. (2023). Musgens, Felix ; Grothe, Oliver ; Mobius, Thomas ; Watermeyer, Mira. In: Papers. RePEc:arx:papers:2304.09336.

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2023Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419.

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2023Statistical electricity price forecasting: A structural approach. (2023). Sgarlato, Raffaele. In: Papers. RePEc:arx:papers:2306.14186.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443.

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

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2023Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692.

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2023Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management. (2023). Arian, Hamid ; Haghighi, Alireza Moslemi ; Zamani, Shiva. In: Papers. RePEc:arx:papers:2311.14985.

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2023Simulation of a L\evy process, its extremum, and hitting time of the extremum via characteristic functions. (2023). Levendorskii, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2312.03929.

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2023.

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2023.

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2023Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2023The Role of Green Marketing and Promotion of Green Energy Bonds to Reduce Carbon Emissions in Indonesia. (2023). Anwar, Anas Iswanto ; Munizu, Musran ; Manan, Arifuddin ; Nohong, Mursalim ; Kadir, Abdul Rahman ; Musa, Hani Amer ; Sabbar, Sabbar Dahham. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-10.

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2023Short-term electricity load forecasting—A systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500.

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2023Regulated peer-to-peer energy markets for harnessing decentralized demand flexibility. (2023). Zhang, Max K ; Lee, Zachary E. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923000363.

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2023Ensemble framework for daily carbon dioxide emissions forecasting based on the signal decomposition–reconstruction model. (2023). Zhang, Xianqi ; Shao, Quanxi ; Chen, Xiaohong ; Wang, Tao ; Song, Chao. In: Applied Energy. RePEc:eee:appene:v:345:y:2023:i:c:s0306261923006943.

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2023Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341.

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2023Offshore wind power system economic evaluation framework under aleatory and epistemic uncertainty. (2023). Salini, Paolo ; Pelagagge, Pacifico M ; Federici, Alessandro ; Caputo, Antonio C. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923009492.

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

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

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2023Surrogate multivariate Hurst exponent analysis of gait dynamics. (2023). Alvarez-Ramirez, J ; Martinez-Martinez, F ; Martinez-Cadena, J A ; Marin-Lopez, A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923005064.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023The value of product recall insurance in a price competition with financially constrained suppliers. (2023). Zheng, Chaonan ; Xu, Shujun ; Wei, Hang ; Chen, Jing. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1161-1176.

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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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2023Foreseeing the worst: Forecasting electricity DART spikes. (2023). Godin, Frederic ; Gauthier, Genevieve ; Galarneau-Vincent, Remi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000191.

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2023Assessing the impact of battery storage on Australian electricity markets. (2023). Truck, Stefan ; Foley, Sean ; Rangarajan, Arvind. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000993.

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2023From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918.

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2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

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2023A bigger bang for the buck: The impact of risk reduction on renewable energy support payments in Europe. (2023). Kitzing, Lena ; Ukan, Mak. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006140.

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2023Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX. (2023). Kanamura, Takashi ; Rassi, Samin. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001374.

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2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

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2023Time-coupled day-ahead wind power scenario generation: A combined regular vine copula and variance reduction method. (2023). Abhyankar, Abhijit R ; Krishna, Attoti Bharath. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222030596.

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2023Modelling power prices in markets with high shares of renewable energies and storages—The Norwegian example. (2023). Hufendiek, Kai ; Scheben, Heike. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222033370.

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2023A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning. (2023). Scandolo, Giacomo ; Gianfreda, Angelica. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003638.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Deferring real options with solar renewable energy certificates. (2023). Byrne, Julie ; Assereto, Martina ; Zhang, Hanyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000977.

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2023Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods. (2023). Wang, Jianxue ; Zhang, Yao ; Lin, Fan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:244-265.

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2023A robust support vector regression model for electric load forecasting. (2023). Fang, Shu-Cherng ; Gao, Zheming ; Hong, Tao ; Luo, Jian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:1005-1020.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2023Calibration of deterministic NWP forecasts and its impact on verification. (2023). Yang, Dazhi ; Mayer, Martin Janos. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:981-991.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023Forecasting electricity prices using bid data. (2023). Nasirov, Shahriyar ; Martinez, Blanca ; Ciarreta, Aitor. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1253-1271.

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2023Trading time seasonality in electricity futures. (2023). Ewald, Christian-Oliver ; Haugom, Erik ; Lien, Gudbrand ; Stordal, Stle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000484.

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2023Analysis of hourly price granularity implementation in the Brazilian deregulated electricity contracting environment. (2023). Pereira, Benvindo Rodrigues ; Lage, Guilherme Guimares ; Faria, Wandry Rodrigues ; Leite, Ciniro Aparecido. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000255.

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2023The impact of transparency policies on local flexibility markets in electric distribution networks. (2023). Heilmann, Erik. In: Utilities Policy. RePEc:eee:juipol:v:83:y:2023:i:c:s0957178723001042.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023A local fitting based multifractal detrend fluctuation analysis method. (2023). Kim, Junseok ; Wu, Xinpei ; Huang, Menghao ; Wang, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000316.

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2023Modeling and simulation of financial returns under non-Gaussian distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123004417.

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2023Deviations from commitments: Markov decision process formulations for the role of energy storage. (2023). Nadar, Emre ; Kocaman, Ayse Selin ; Avci, Harun ; Karakoyun, Ece Cigdem. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s0925527322002936.

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2023Cloning mutual fund returns. (2023). Niemann, Sebastian ; Schuhmacher, Frank ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:31-37.

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2023Conversion of anaerobic digestates from biogas plants: Laboratory fertilizer formulation, scale-up and demonstration of applicative properties on plants. (2023). Gil, Filip ; Mikula, Katarzyna ; Trzaska, Krzysztof ; Skrzypczak, Dawid ; Chojnacka, Katarzyna ; Witek-Krowiak, Anna ; Moustakas, Konstantinos ; Polomska, Xymena ; Mironiuk, Magorzata ; Izydorczyk, Grzegorz. In: Renewable Energy. RePEc:eee:renene:v:203:y:2023:i:c:p:506-517.

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2023Combining quantiles of calibrated solar forecasts from ensemble numerical weather prediction. (2023). Liu, Bai ; Yang, Guoming. In: Renewable Energy. RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008996.

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2023Pairing ensemble numerical weather prediction with ensemble physical model chain for probabilistic photovoltaic power forecasting. (2023). Yang, Dazhi ; Mayer, Martin Janos. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:175:y:2023:i:c:s1364032123000278.

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2023Monetary Authorities’ Experience in Considering Climate Risks. (2023). Grebenkina, Alina M. In: Russian Economic Development. RePEc:gai:recdev:r2390.

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2023???? ?????????? ??????? ?? ????? ????????????? ??????. (2023). Grebenkina, Alina M. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r2390.

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2023A Predictive Fuzzy Logic Model for Forecasting Electricity Day-Ahead Market Prices for Scheduling Industrial Applications. (2023). Birbas, Alexios ; Alefragis, Panayiotis ; Karampinis, Ioannis ; Plakas, Konstantinos ; Papalexopoulos, Alex. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4085-:d:1146667.

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2023Interval Load Forecasting for Individual Households in the Presence of Electric Vehicle Charging. (2023). Mir, Syed ; Grolinger, Katarina ; Ahmed, Mohamed ; Skala, Raiden. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4093-:d:1147109.

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2023Electricity Day-Ahead Market Conditions and Their Effect on the Different Supervised Algorithms for Market Price Forecasting. (2023). Georghiou, George E ; Kyprianou, Andreas ; Theocharides, Spyros ; Konstantinidis, Georgios ; Loizidis, Stylianos. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4617-:d:1167834.

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2023Edge-Based Short-Term Energy Demand Prediction. (2023). Papageorgiou, Elpiniki I ; Lekidis, Alexios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5435-:d:1196042.

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2023Fundamental Shifts in the EU’s Electric Power Sector Development: LMDI Decomposition Analysis. (2023). Olczak, Piotr ; Salashenko, Tetiana ; Ilyash, Olha ; Lippolis, Stella ; Khaustova, Viktoriia ; Koval, Viktor. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5478-:d:1197378.

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2023A Review for Green Energy Machine Learning and AI Services. (2023). Gao, Jerry ; Wu, Jane ; Lim, Benjamin ; Xu, Rui ; Mehta, Yukta. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5718-:d:1207294.

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2023Robust Multiobjective Decision Making in the Acquisition of Energy Assets. (2023). Vieira, Douglas ; Silva, Rafael ; Laender, Fernanda ; Andrade, Antonio ; Cassemiro, Michael ; Reis, Iolanda ; Miranda, Giovanna ; Lima, Marina ; Schiavo, Lais ; Bambirra, Rafael ; Ekel, Petr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:6089-:d:1221617.

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2023Differences in the Structure of Household Electricity Prices in EU Countries. (2023). Hozer-Komiel, Marta ; Ala-Karvia, Urszula ; Zalewska, Mariola E ; Ebrowska-Suchodolska, Dorota ; Matuszewska-Janica, Aleksandra. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6636-:d:1240867.

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2023Short-Term Natural Gas and Carbon Price Forecasting Using Artificial Neural Networks. (2023). Karl, Jurgen ; Markthaler, Simon ; Miederer, Jonas ; Plankenbuhler, Thomas ; Kolb, Sebastian ; Bohm, Laura. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6643-:d:1240996.

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2023Forecasting Day-Ahead Electricity Prices for the Italian Electricity Market Using a New Decomposition—Combination Technique. (2023). Lopez-Gonzales, Javier Linkolk ; Rodrigues, Paulo Canas ; Turpo-Chaparro, Josue E ; Iftikhar, Hasnain. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6669-:d:1241859.

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2023Forecasting of Energy Balance in Prosumer Micro-Installations Using Machine Learning Models. (2023). Szelg, Piotr ; Dudzik, Sebastian ; Popawski, Tomasz. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6726-:d:1244164.

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2023Prediction of Matching Prices in Electricity Markets through Curve Representation. (2023). Alonso, Andres M ; Foronda-Pascual, Daniel. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:23:p:7812-:d:1289042.

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2023Synthesis of Solar Production and Energy Demand Profiles Using Markov Chains for Microgrid Design. (2023). Roboam, Xavier ; Sareni, Bruno ; Radet, Hugo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:23:p:7871-:d:1292358.

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2023Extreme Gradient Boosting Model for Day-Ahead STLF in National Level Power System: Estonia Case Study. (2023). Fang, Junlong ; Liu, Xinyi ; Zhao, Qinghe. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:24:p:7962-:d:1296449.

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

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2023Influence of Increasing Renewable Power Penetration on the Long-Term Iberian Electricity Market Prices. (2023). Lopes, Fernando ; Castro, Rui ; Leal, Pedro. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1054-:d:1039827.

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2023A Comprehensive Review of Artificial Intelligence (AI) Companies in the Power Sector. (2023). Vikovi, Alfredo ; Majnari, Darin ; Franki, Vladimir. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1077-:d:1040228.

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2023Aggregating Prophet and Seasonal Trend Decomposition for Time Series Forecasting of Italian Electricity Spot Prices. (2023). Santos, Leandro Dos ; Mariani, Viviana Cocco ; Seman, Laio Oriel ; Stefenon, Stefano Frizzo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1371-:d:1049947.

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2023Load Forecasting Models in Smart Grid Using Smart Meter Information: A Review. (2023). Biswal, Monalisa ; Abdelaziz, Almoataz Y ; Dewangan, Fanidhar. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1404-:d:1052682.

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2023Load Forecasting Techniques and Their Applications in Smart Grids. (2023). Fouda, Mostafa M ; Metwally, Khaled ; Mahmoud, Mohamed ; Habbak, Hany ; Ibrahem, Mohamed I. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1480-:d:1055616.

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2023A Hawkes Model Approach to Modeling Price Spikes in the Japanese Electricity Market. (2023). Ikeda, Kazushi ; Adline, Bikeri. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1570-:d:1057836.

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2023Artificial Intelligence in Wind Speed Forecasting: A Review. (2023). Castillo-Tellez, Beatriz ; Vega-Gomez, Carlos Jesahel ; Perez-Cisneros, Marco ; Dominguez-Navarro, Jose Antonio ; Valdivia-Bautista, Sandra Minerva. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2457-:d:1087768.

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2023A Review of Energy Management Systems and Organizational Structures of Prosumers. (2023). Sumper, Andreas ; Ljivac, Damir ; Kneevi, Goran ; Nidarec, Matej ; Miljenovi, Nemanja. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3179-:d:1113489.

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2023Day-Ahead Electricity Market Price Forecasting Considering the Components of the Electricity Market Price; Using Demand Decomposition, Fuel Cost, and the Kernel Density Estimation. (2023). Roh, Jae Hyung ; Park, Jong-Bae ; Lee, Dahan ; Jin, Arim. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3222-:d:1114982.

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2023Prediction Error-Based Power Forecasting of Wind Energy System Using Hybrid WT–ROPSO–NARMAX Model. (2023). Chauhdary, Sohaib Tahir ; Honnurvali, Mohamed Shaik ; Baloch, Mazhar Hussain ; Han, Xueshan ; Aftab, Almani A ; Shah, Aamer A. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3295-:d:1117701.

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2023A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes. (2023). Quashie, Mike ; Zareipour, Hamidreza ; Lopez, Manuel Zamudio ; Jaimes, Daniel Manfre. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:3:p:28-521:d:1197273.

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2023Searching for Promisingly Trained Artificial Neural Networks. (2023). Garcia-Paricio, Eduardo ; Artal-Sevil, Jesus Sergio ; Dufo-Lopez, Rodolfo ; Lujano-Rojas, Juan M. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:3:p:31-575:d:1232824.

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2023.

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Rafał Weron is editor of

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YearTitleTypeCited
2015Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight? In: WORking papers in Management Science (WORMS).
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2019Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper17
2019Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.(2019) In: Energies.
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2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts In: WORking papers in Management Science (WORMS).
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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts.(2020) In: Energies.
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2020Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper60
2020Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper3
2020Trading on short-term path forecasts of intraday electricity prices In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper4
2022Trading on short-term path forecasts of intraday electricity prices.(2022) In: Energy Economics.
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2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO In: WORking papers in Management Science (WORMS).
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2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO.(2021) In: Energies.
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2021Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design In: WORking papers in Management Science (WORMS).
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2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx In: WORking papers in Management Science (WORMS).
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2023Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx.(2023) In: International Journal of Forecasting.
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2021Erratum to Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark [Appl. Energy 293 (2021) 116983] In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper20
2023Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks In: WORking papers in Management Science (WORMS).
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In: .
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2009Forecasting wholesale electricity prices: A review of time series models.(2009) In: MPRA Paper.
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2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland In: Papers.
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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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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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2010FX Smile in the Heston Model.(2010) In: HSC Research Reports.
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2011Black swans or dragon kings? A simple test for deviations from the power law In: Papers.
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2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper.
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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.
[Full Text][Citation analysis]		paper84
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics.
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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark In: Papers.
[Full Text][Citation analysis]		paper58
2021Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark.(2021) In: Applied Energy.
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2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs In: Papers.
[Full Text][Citation analysis]		paper4
2022Calibration window selection based on change-point detection for forecasting electricity prices In: Papers.
[Full Text][Citation analysis]		paper0
2022Electricity Price Forecasting: The Dawn of Machine Learning In: Papers.
[Full Text][Citation analysis]		paper1
2022Forecasting Electricity Prices In: Papers.
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2022Distributional neural networks for electricity price forecasting In: Papers.
[Full Text][Citation analysis]		paper5
2023Distributional neural networks for electricity price forecasting.(2023) In: Energy Economics.
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This paper has nother version. Agregated cites: 5		article
2001A simple model of price formation In: Papers.
[Full Text][Citation analysis]		paper21
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.
[Full Text][Citation analysis]		paper9
2002How effective is advertising in duopoly markets? In: Papers.
[Full Text][Citation analysis]		paper12
2003How effective is advertising in duopoly markets?.(2003) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 12		article
2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
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This paper has nother version. Agregated cites: 12		paper
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]		article100
2008Market price of risk implied by Asian-style electricity options and futures In: Energy Economics.
[Full Text][Citation analysis]		article52
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article98
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article87
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 87		paper
2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article34
2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 34		paper
2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: HSC Research Reports.
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This paper has nother version. Agregated cites: 34		paper
2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics.
[Full Text][Citation analysis]		article33
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 nother version. Agregated cites: 33		paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
[Full Text][Citation analysis]		article60
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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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.
[Full Text][Citation analysis]		article31
2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting In: Energy Economics.
[Full Text][Citation analysis]		article24
2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting.(2017) In: HSC Research Reports.
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2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
[Full Text][Citation analysis]		article15
2021Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article14
2019Regularized Quantile Regression Averaging for probabilistic electricity price forecasting.(2019) In: HSC Research Reports.
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2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy.
[Full Text][Citation analysis]		article42
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs.(2013) In: HSC Research Reports.
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2016Improving short term load forecast accuracy via combining sister forecasts In: Energy.
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2015Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports.
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2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article137
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper.
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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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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 nother version. Agregated cites: 457		paper
2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]		article60
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging.(2014) In: HSC Research Reports.
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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: International Journal of Forecasting.
[Full Text][Citation analysis]		article47
2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO.(2018) In: HSC Research Reports.
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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting.
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2018Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?.(2018) In: HSC Research Reports.
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1999A conditionally exponential decay approach to scaling in finance In: Physica A: Statistical Mechanics and its Applications.
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1999Origins of the scaling behaviour in the dynamics of financial data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		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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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.
[Full Text][Citation analysis]		article37
2000Hurst analysis of electricity price dynamics.(2000) In: HSC Research Reports.
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2000Energy price risk management In: Physica A: Statistical Mechanics and its Applications.
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2000Energy price risk management.(2000) In: HSC Research Reports.
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2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
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2000Property insurance loss distributions.(2000) In: HSC Research Reports.
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2001A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications.
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2001Modeling electricity loads in California: a continuous-time approach In: Physica A: Statistical Mechanics and its Applications.
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2002Estimating long-range dependence: finite sample properties and confidence intervals In: Physica A: Statistical Mechanics and its Applications.
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2001Estimating long range dependence: finite sample properties and confidence intervals.(2001) In: HSC Research Reports.
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2004On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications.
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2005On detecting and modeling periodic correlation in financial data.(2005) In: Econometrics.
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2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
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2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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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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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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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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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews.
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2016Recent advances in electricity price forecasting: A review of probabilistic forecasting.(2016) In: HSC Research Reports.
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1996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables In: Statistics & Probability Letters.
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2018Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models In: Energies.
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2018Efficient forecasting of electricity spot prices with expert and LASSO models.(2018) In: HSC Research Reports.
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2018Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies.
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2018Selection of calibration windows for day-ahead electricity price forecasting.(2018) In: HSC Research Reports.
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2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader In: Energies.
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2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting In: Energies.
[Full Text][Citation analysis]		article38
2016Automated variable selection and shrinkage for day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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2005Stable Distributions In: SFB 649 Discussion Papers.
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2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
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2008A semiparametric factor model for electricity forward curve dynamics In: SFB 649 Discussion Papers.
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2008A semiparametric factor model for electricity forward curve dynamics.(2008) In: MPRA Paper.
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2010Building Loss Models In: SFB 649 Discussion Papers.
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2010Building Loss Models.(2010) In: MPRA Paper.
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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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2010Models for Heavy-tailed Asset Returns.(2010) In: MPRA Paper.
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2010Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports.
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2014Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa? In: PLOS ONE.
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2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
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2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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2008Heavy-tails and regime-switching in electricity prices In: MPRA Paper.
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2009Heavy-tails and regime-switching in electricity prices.(2009) In: Mathematical Methods of Operations Research.
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2006Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper.
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