Rafał Weron : Citation Profile

Are you Rafał Weron?

Politechnika Wrocławska

31

H index

71

i10 index

3408

Citations

RESEARCH PRODUCTION:

58

Articles

151

Papers

3

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 126
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 363.    Total self citations: 152 (4.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe42
   Updated: 2023-03-25    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Marcjasz, Grzegorz (23)

Uniejewski, Bartosz (18)

Serafin, Tomasz (7)

Weron, Tomasz (4)

Nitka, Weronika (3)

Kowalska-Pyzalska, Anna (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 (63)

Gianfreda, Angelica (54)

Grossi, Luigi (48)

Ravazzolo, Francesco (44)

Rossini, Luca (43)

Nitka, Weronika (42)

Uniejewski, Bartosz (41)

Weron, Tomasz (39)

Nan, Fany (38)

Serafin, Tomasz (38)

Cites to:

Nowotarski, Jakub (220)

Trueck, Stefan (139)

Misiorek, Adam (135)

Uniejewski, Bartosz (128)

Maciejowska, Katarzyna (92)

Janczura, Joanna (89)

Marcjasz, Grzegorz (89)

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
Physica A: Statistical Mechanics and its Applications13
Energy Economics12
Energies7
International Journal of Forecasting6
Computational Statistics3
International Journal of Modern Physics C (IJMPC)2
AStA Advances in Statistical Analysis2
Renewable and Sustainable Energy Reviews2

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 Technology10
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 (2022 and 2021)

YearTitle of citing document
2021.

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2021Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method. (2021). Sotiros, Dimitrios ; Serafin, Tomasz ; Nitka, Weronika. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2106.

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2022Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications. (2020). Taleb, Nassim Nicholas. In: Papers. RePEc:arx:papers:2001.10488.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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

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

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2021Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227.

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2021Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents. (2020). Karakatsanis, Leonidas P ; Antoniades, Ioannis P ; Pavlos, Evgenios G. In: Papers. RePEc:arx:papers:2012.06856.

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

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2021Valuation of electricity storage contracts using the COS method. (2021). Oosterlee, Cornelis W ; Boonstra, Boris C. In: Papers. RePEc:arx:papers:2101.02917.

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2021Day-ahead electricity prices prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling. (2021). Becker, Denis Mike ; Li, Wei. In: Papers. RePEc:arx:papers:2101.05249.

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

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2021SWIFT calibration of the Heston model. (2021). Ortiz-Gracia, Luis ; Romo, Eudald. In: Papers. RePEc:arx:papers:2103.01570.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918.

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2022Optimal bidding on hourly and quarter-hourly day-ahead electricity price auctions: trading large volumes of power with market impact and transaction costs. (2021). Narajewski, Michal ; Ziel, Florian. In: Papers. RePEc:arx:papers:2104.14204.

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2021National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?. (2021). Cho, Youngsang ; Lee, Juyong. In: Papers. RePEc:arx:papers:2107.06174.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142.

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2022CBI-time-changed L\evy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2112.02440.

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2022Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01720.

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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

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2022Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568.

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2022From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2022). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Papers. RePEc:arx:papers:2204.10154.

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2022A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets. (2022). Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2205.00975.

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2022Probabilistic forecasting of German electricity imbalance prices. (2022). Narajewski, Michal. In: Papers. RePEc:arx:papers:2205.11439.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2022Tree-Based Learning in RNNs for Power Consumption Forecasting. (2022). Manzoni, Pietro ; Baviera, Roberto. In: Papers. RePEc:arx:papers:2209.01378.

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2022Efficient evaluation of expectations of functions of a stable L\evy process and its extremum. (2022). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2209.12349.

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2022Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. (2022). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2211.13002.

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2022Bayesian 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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2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561.

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2021Pricing wind power futures. (2021). Härdle, Wolfgang ; Melzer, Awdesch ; Cabrera, Brenda Lopez ; Hardle, Wolfgang Karl. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:1083-1102.

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

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2021The Alpha?Heston stochastic volatility model. (2021). Scotti, Simone ; Ma, Chunhua ; Jiao, Ying ; Zhou, Chao. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:943-978.

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2021The cost of uncoupling GB interconnectors. (2021). Newbery, D ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2118.

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2022The Levelised Cost of Frequency Control Ancillary Services in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Nolan, T ; Gilmore, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2203.

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2022A process of demand discovery from a smithian perspective.. (2022). Gama, Juan Pablo ; Bee, Michele. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td647.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2021Analyse des motivations d’achat de camions légers au Canada. (2021). Cayard, Yann-Edouard ; Dubuc, Charlotte ; Peignier, Ingrid ; Pentcheva, Elinora. In: CIRANO Project Reports. RePEc:cir:cirpro:2021rp-06.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2022A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization. (2022). Mora, Carlos Ruiz ; Mata, Antonio Alcantara. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36072.

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2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102.

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2021Climate change and monetary policy in the euro area. (2021). Röhe, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; Grüning, Patrick ; Giovannini, Alessandro ; Garcia Sanchez, Pablo ; DARRACQ PARIES, Matthieu ; Breitenfellner, Andreas ; Bun, Maurice ; Manzanares, Andres ; Diez-Caballero, Arturo ; Prammer, Doris ; Cruz, Lia Vaz ; Weber, Pierre-Franois ; Gruning, Patrick ; Stracca, Livio ; Farkas, Matyas ; Roos, Madelaine ; Aubrechtova, Jana ; Kapp, Daniel ; Osiewicz, Malgorzata ; Holthausen, Cornelia ; Bua, Giovanna ; Manninen, Otso ; di Nino, Virginia ; van den End, Jan Willem ; Moench, Emanuel ; Sotomayor, Beatriz ; Faiella, Ivan ; Rohe, Oke ; Dinino, Virginia ; Isgro, Lorenzo ; Nerlich, Carolin ; Drudi, Francesco ; Garcia-Sanche
2021Forecasting the Colombian Electricity Spot Price under a Functional Approach. (2021). Barrientos, Jorge ; Gallon, Santiago . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-9.

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

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2021Electricity Price Fundamentals in Hydrothermal Power Generation Markets Using Machine Learning and Quantile Regression Analysis. (2021). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-10.

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2022Search query and tourism forecasting during the pandemic: When and where can digital footprints be helpful as predictors?. (2022). Liu, Xiaohui ; Jiang, Lan ; Fan, Yawen ; Yang, Yang. In: Annals of Tourism Research. RePEc:eee:anture:v:93:y:2022:i:c:s0160738322000160.

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2021Valuation of electricity storage contracts using the COS method. (2021). Oosterlee, Cornelis W ; Boonstra, Boris C. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:410:y:2021:i:c:s0096300321005051.

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2022Multiple seasonal STL decomposition with discrete-interval moving seasonalities. (2022). Peiro-Signes, A ; Garcia-Diaz, Carlos J ; Trull, Oscar. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:433:y:2022:i:c:s0096300322004726.

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2021Data-driven real-time price-based demand response for industrial facilities energy management. (2021). Ding, Yuemin ; Jiang, Junhui ; Li, Yuting ; Huang, Yuan ; Bai, Ruichang ; Lu, Renzhi. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316779.

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2021Assessing the performance of deep learning models for multivariate probabilistic energy forecasting. (2021). Honkapuro, Samuli ; Kaarna, Arto ; Lensu, Lasse ; Kuronen, Toni ; Mashlakov, Aleksei. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261920317748.

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2021Advanced price forecasting in agent-based electricity market simulation. (2021). Fichtner, Wolf ; Keles, Dogan ; Kraft, Emil ; Fraunholz, Christoph. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002142.

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2021Heat load forecasting using adaptive temporal hierarchies. (2021). Madsen, Henrik ; Guericke, Daniela ; Palsson, Olafur Petur ; Nystrup, Peter ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603.

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2021A meta-learning based distribution system load forecasting model selection framework. (2021). Zhang, SI ; Li, Yiyan ; Lu, Ning ; Hu, Rongxing. In: Applied Energy. RePEc:eee:appene:v:294:y:2021:i:c:s0306261921004591.

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2021Adjusted combination of moving averages: A forecasting system for medium-term solar irradiance. (2021). Trapero, Juan R ; Pedregal, Diego J. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921005882.

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2021Deep reservoir architecture for short-term residential load forecasting: An online learning scheme for edge computing. (2021). Hayashi, Yasuhiro ; Fujita, Megumi ; Fujimoto, YU. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006061.

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2021Optimal planning of a rooftop PV system using GIS-based reinforcement learning. (2021). Hong, Taehoon ; Kang, Hyuna ; Jeoung, Jaewon ; Jung, Seunghoon. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006607.

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2021Real-time electricity price forecasting of wind farms with deep neural network transfer learning and hybrid datasets. (2021). Schell, Kristen R ; Yang, Haolin. In: Applied Energy. RePEc:eee:appene:v:299:y:2021:i:c:s0306261921006632.

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2021The effects of wind generation and other market determinants on price spikes. (2021). Sendelbach, Luke ; Doering, Kenji ; Anderson, Lindsay C ; Steinschneider, Scott. In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007285.

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2021Review of meta-heuristic algorithms for wind power prediction: Methodologies, applications and challenges. (2021). Tang, Yong ; Pei, Ming ; Dai, Binhua ; Zhao, Yongning ; Ye, Lin ; Lu, Peng. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008369.

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2021Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021). Yao, Qiwei ; Goude, Yannig ; Chen, Ying ; Xu, Xiuqin. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008539.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2021Data augmentation for time series regression: Applying transformations, autoencoders and adversarial networks to electricity price forecasting. (2021). Paterakis, Nikolaos G ; Kok, Koen ; Mincev, Krystof ; Demir, Sumeyra. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921010527.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2021Short-term nodal voltage forecasting for power distribution grids: An ensemble learning approach. (2021). Toubeau, Jean-Franois ; Zufferey, Thierry ; von Krannichfeldt, Leandro ; Wang, YI. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011971.

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2022The influence of temporal variability and reservoir management on demand-response in the water sector. (2022). Hall, J W ; van Zyl, J E ; Majid, A. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011387.

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2022A deep generative model for probabilistic energy forecasting in power systems: normalizing flows. (2022). Cornelusse, Bertrand ; Lanaspeze, Damien ; Wehenkel, Antoine ; Dumas, Jonathan ; Sutera, Antonio. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011909.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022Framework for collaborative intelligence in forecasting day-ahead electricity price. (2022). Yeregui, Imanol ; Naveran, Gorka ; Irizar, Ion ; Castro, Alain ; Beltran, Sergio. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013398.

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2022An operational bidding framework for aggregated electric vehicles on the electricity spot market. (2022). Vuik, C ; Pauwels, E J ; Sicurani, O ; Ferreira, A C ; Kootte, M E ; Visser, L R ; Alskaif, T A ; Van Sark, W. G. J. H. M., . In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015403.

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2022Scenarios modelling for forecasting day-ahead electricity prices: Case studies in Australia. (2022). Zhu, Jianguo ; Lei, Gang ; Qiu, Jing ; Lu, Xin. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015555.

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2022Exploring the design space of PV-plus-battery system configurations under evolving grid conditions. (2022). Denholm, Paul ; Cole, Wesley J ; Murphy, Caitlin A ; Schleifer, Anna H. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015890.

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2022Probabilistic electric load forecasting through Bayesian Mixture Density Networks. (2022). Vitali, Andrea ; Spinelli, Stefano ; Matteucci, Matteo ; Brusaferri, Alessandro. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921015907.

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2022Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. (2022). Huang, Shih-Feng ; Chen, Zih-Bing ; Chang, Chih-Hao. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016500.

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2022A market feedback framework for improved estimates of the arbitrage value of energy storage using price-taker models. (2022). Denholm, Paul ; Emmanuel, Michael Ikechi. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921015130.

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2022Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244.

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

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

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2022Integrated scheduling and bidding of power and reserve of energy resource aggregators with storage plants. (2022). Kuttner, Leopold. In: Applied Energy. RePEc:eee:appene:v:321:y:2022:i:c:s0306261922006407.

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2022Nonparametric probabilistic load forecasting based on quantile combination in electrical power systems. (2022). Fu, Hong ; Wang, Shuo ; Cao, Chaojin ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008273.

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2022How good are TSO load and renewable generation forecasts: Learning curves, challenges, and the road ahead. (2022). Tao, Zhenmin ; Kazmi, Hussain. In: Applied Energy. RePEc:eee:appene:v:323:y:2022:i:c:s0306261922008753.

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2022Impact of the tilt angle, inverter sizing factor and row spacing on the photovoltaic power forecast accuracy. (2022). Mayer, Martin Janos. In: Applied Energy. RePEc:eee:appene:v:323:y:2022:i:c:s0306261922009059.

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

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2022A pattern classification methodology for interval forecasts of short-term electricity prices based on hybrid deep neural networks: A comparative analysis. (2022). Zhou, Kaile ; Zheng, Qingru ; Yang, Yudie ; Shao, Zhen ; Liu, Chen. In: Applied Energy. RePEc:eee:appene:v:327:y:2022:i:c:s0306261922013721.

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2022Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Li, Shaoting ; Wang, Xuerui. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519.

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2021A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19. (2021). Bekiros, Stelios ; Alotaibi, Naif D ; Munoz-Pacheco, Jesus M ; Jahanshahi, Hadi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310237.

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2021Modeling of seizure and seizure-free EEG signals based on stochastic differential equations. (2021). Amini, Zahra ; Tajmirriahi, Mahnoosh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004586.

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2021Lévy noise effects on Josephson junctions. (2021). Guarcello, C. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p2:s0960077921008857.

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2021Emissions trading with rolling horizons. (2021). Trotignon, Raphael ; Quemin, Simon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000348.

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2021Modeling energy prices under energy transition: A novel stochastic-copula approach. (2021). Vidal, Joo Pedro ; Dias, Jose Carlos ; Fernandes, Mario Correia. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002601.

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2021Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects. (2021). Lee, Kiseop ; Seong, Byeongchan. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:290-301.

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2022Exchange options for catastrophe risk management. (2022). Wang, Xingchun ; Shao, Xinjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001832.

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

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2021Extending the Fama and French model with a long term memory factor. (2021). POUCHKAREV, I ; Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Lopez-Garcia, M N. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426.

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2021Distributional regression for demand forecasting in e-grocery. (2021). Jahnke, Hermann ; Ulrich, Matthias ; Senge, Robin ; Pesch, Robert ; Langrock, Roland. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:3:p:831-842.

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2022Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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2022Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming. (2022). Ziel, Florian ; Gonsch, Jochen ; Finnah, Benedikt. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:726-746.

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2021Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x.

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Rafał Weron is editor of

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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).
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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).
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2020Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations In: WORking papers in Management Science (WORMS).
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2020Trading on short-term path forecasts of intraday electricity prices 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 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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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).
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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.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper28
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.
[Full Text][Citation analysis]		paper3
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]		paper68
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics.
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This paper has another version. Agregated cites: 68		article
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]		paper34
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.
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2022Calibration window selection based on change-point detection for forecasting electricity prices In: Papers.
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2022Electricity Price Forecasting: The Dawn of Machine Learning In: Papers.
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2022Forecasting Electricity Prices In: Papers.
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2022Distributional neural networks for electricity price forecasting In: Papers.
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2001A simple model of price formation In: Papers.
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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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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.
[Full Text][Citation analysis]		article97
2008Market price of risk implied by Asian-style electricity options and futures In: Energy Economics.
[Full Text][Citation analysis]		article51
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article93
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]		article81
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.
[Full Text][Citation analysis]		article33
2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: MPRA Paper.
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2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: HSC Research Reports.
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2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics.
[Full Text][Citation analysis]		article30
2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports.
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2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
[Full Text][Citation analysis]		article56
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.
[Full Text][Citation analysis]		article10
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]		article29
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]		article13
2021Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]		article25
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]		article127
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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2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
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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.
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2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: International Journal of Forecasting.
[Full Text][Citation analysis]		article43
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.
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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.
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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.
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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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2004Structure and stylized facts of a deregulated power market In: MPRA Paper.
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2009Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper.
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2008Bezpiecze?stwo elektroenergetyczne: Ryzyko > Zarz?dzanie ryzykiem > Bezpiecze?stwo In: MPRA Paper.
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2010Correction to: On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables In: MPRA Paper.
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1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables.(1996) In: HSC Research Reports.
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2010Loss Distributions In: MPRA Paper.
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2010Goodness-of-fit testing for regime-switching models In: MPRA Paper.
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2011Goodness-of-fit testing for the marginal distribution of regime-switching models.(2011) In: MPRA Paper.
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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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2002Origins of scaling in FX markets In: MPRA Paper.
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2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
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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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