Rafał Weron : Citation Profile


Are you Rafał Weron?

Politechnika Wrocławska

25

H index

58

i10 index

2390

Citations

RESEARCH PRODUCTION:

57

Articles

144

Papers

3

Books

2

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 91
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 148 (5.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe42
   Updated: 2021-09-25    RAS profile: 2021-08-22    
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Relations with other researchers


Works with:

Marcjasz, Grzegorz (20)

Uniejewski, Bartosz (18)

Nowotarski, Jakub (9)

Serafin, Tomasz (6)

Weron, Tomasz (4)

Jędrzejewski, Arkadiusz (3)

Kowalska-Pyzalska, Anna (3)

Trueck, Stefan (3)

Zabawa, Jacek (2)

Nitka, Weronika (2)

Maciejowska, Katarzyna (2)

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

Is cited by:

Climent Hernández, José (42)

Maciejowska, Katarzyna (39)

Gianfreda, Angelica (37)

Janczura, Joanna (35)

Ravazzolo, Francesco (35)

Nan, Fany (33)

Krištoufek, Ladislav (33)

Rossini, Luca (33)

Serafin, Tomasz (30)

Afanasyev, Dmitriy (30)

Trueck, Stefan (29)

Cites to:

Nowotarski, Jakub (201)

Trueck, Stefan (135)

Misiorek, Adam (108)

Uniejewski, Bartosz (103)

Janczura, Joanna (75)

Maciejowska, Katarzyna (73)

Marcjasz, Grzegorz (67)

Hong, Tao (50)

Sznajd-Weron, Katarzyna (46)

Cartea, Álvaro (45)

Lisi, Francesco (38)

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
AStA Advances in Statistical Analysis2
Renewable and Sustainable Energy Reviews2
International Journal of Modern Physics C (IJMPC)2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology82
MPRA Paper / University Library of Munich, Germany27
Papers / arXiv.org9
WORking papers in Management Science (WORMS) / Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology7
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 (2021 and 2020)


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

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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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2020Fast calibration of two-factor models for energy option pricing. (2018). de Nicolao, Giuseppe ; Marziali, Andrea ; Fabbiani, Emanuele. In: Papers. RePEc:arx:papers:1809.03941.

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2020A New Metric for Lumpy and Intermittent Demand Forecasts: Stock-keeping-oriented Prediction Error Costs. (2020). Kuhl, Niklas ; Spitzer, Philipp ; Martin, Dominik. In: Papers. RePEc:arx:papers:2004.10537.

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

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2020Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment. (2020). Tang, Liyang. In: Papers. RePEc:arx:papers:2005.08735.

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2020Probabilistic multivariate electricity price forecasting using implicit generative ensemble post-processing. (2020). Steinke, Florian ; Janke, Tim. In: Papers. RePEc:arx:papers:2005.13417.

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2020Pricing Energy Contracts under Regime Switching Time-Changed models. (2020). Olivares, Pablo ; Ferrando, Sebastian ; Gajewski, Konrad. In: Papers. RePEc:arx:papers:2005.14361.

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2020Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data. (2020). Fanghella, Valeria ; Fezzi, Carlo. In: Papers. RePEc:arx:papers:2007.03477.

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

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2020Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892.

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2020Model-driven statistical arbitrage on LETF option markets. (2020). Hardle, Wolfgang Karl ; Nasekin, Sergey. In: Papers. RePEc:arx:papers:2009.09713.

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2020Forecasting Short-term load using Econometrics time series model with T-student Distribution. (2020). Tabar, Ahmadreza Fourozan ; Edalati, Arman ; Chandrarathna, Kasun. In: Papers. RePEc:arx:papers:2009.13595.

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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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2020Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market. (2020). Contu, Alessandro ; Miriyev, Tahir ; Ion, Ion Gabriel ; Schafers, Kevin. In: Papers. RePEc:arx:papers:2010.08400.

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2020Long-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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2021Optimal 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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2020Performance estimation of a wind farm with a dependence structure between electricity price and wind speed. (2020). D'Amico, Guglielmo ; Casula, Laura ; Petroni, Filippo ; Masala, Giovanni. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2803-2822.

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

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2020The Forward Premium in Electricity Markets: An Experimental Study. (2020). Van Koten, Silvester. In: CERGE-EI Working Papers. RePEc:cer:papers:wp656.

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

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2020Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis. (2020). Alsaedi, Yasir ; Wong, Victor ; Tularam, Gurudeo Anand. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-40.

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2021Forecasting the Colombian Electricity Spot Price under a Functional Approach. (2021). Barrientos, Jorge ; Gallon, Santiago . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-9.

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

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2020Energy-intense production-inventory planning with participation in sequential energy markets. (2020). Bohlayer, Markus ; Zottl, Gregor ; Braun, Marco ; Fleschutz, Markus. In: Applied Energy. RePEc:eee:appene:v:258:y:2020:i:c:s0306261919316411.

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2020An adaptive hybrid model for short term electricity price forecasting. (2020). Wei, Yi-Ming ; Tan, Zhongfu ; Zhang, Jinliang. In: Applied Energy. RePEc:eee:appene:v:258:y:2020:i:c:s030626191931774x.

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2020Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model. (2020). Koch, Thorsten ; Xu, Xiuqin ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261919321749.

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2020Leveraging inter-firm influence in the diffusion of energy efficiency technologies: An agent-based model. (2020). Muehleisen, Ralph T ; Li, Yang ; Han, Botang ; Engo, Jean ; Zeng, Yongchao ; Shi, Yingying. In: Applied Energy. RePEc:eee:appene:v:263:y:2020:i:c:s0306261920301537.

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2020An integrated model of coupled heat and power sectors for large-scale energy system analyses. (2020). Felten, Bjorn. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920300337.

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2020Probabilistic solar power forecasting based on weather scenario generation. (2020). Zhang, Jie ; Feng, Cong ; Sun, Mucun. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920303354.

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2020Designing a short-term load forecasting model in the urban smart grid system. (2020). Li, Chen. In: Applied Energy. RePEc:eee:appene:v:266:y:2020:i:c:s0306261920303627.

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

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2020Short-term electricity price and load forecasting in isolated power grids based on composite neural network and gravitational search optimization algorithm. (2020). de Santoli, Livio ; Keynia, Farshid ; Garcia, Davide Astiaso ; Pirshayan, Elmira ; Nezhad, Meysam Majidi ; Heydari, Azim. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920310151.

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

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2020Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint. (2020). Zhu, Bangzhu ; Zakiyeva, Nazgul ; Koch, Thorsten ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311053.

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

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2020An Artificial Intelligence framework for bidding optimization with uncertainty in multiple frequency reserve markets. (2020). Vyatkin, Valeriy ; Alahakoon, Damminda ; Yli-Ojanpera, Matti ; de Silva, Daswin ; Sierla, Seppo ; Kempitiya, Thimal. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920313775.

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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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2020Parameter-free quantification of stochastic and chaotic signals. (2020). Prado, T L ; Lopes, S R ; Kurths, J ; Dos, G Z ; Corso, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s0960077920300151.

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2020Testing of fractional Brownian motion in a noisy environment. (2020). Burnecki, Krzysztof ; Balcerek, Micha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s096007792030494x.

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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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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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2020A temperature stochastic model for option pricing and its impacts on the electricity market. (2020). Mora, José ; Prabakaran, Sellamuthu ; Garcia, Isabel C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:58-77.

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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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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (2020). Tan, Ken Seng ; Zhuang, Sheng Chao ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:345-362.

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2020Risk management of renewable power producers from co-dependencies in cash flows. (2020). Owusu, Abena ; Kar, Koushik ; Gupta, Aparna ; Bhattacharya, Saptarshi. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1081-1093.

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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). Pesch, Robert ; Langrock, Roland ; Jahnke, Hermann ; Ulrich, Matthias ; Senge, Robin. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:3:p:831-842.

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2020Factor models in the German electricity market: Stylized facts, seasonality, and calibration. (2020). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319301033.

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2020Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach. (2020). Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303275.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Modeling and forecasting the electricity clearing price: A novel BELM based pattern classification framework and a comparative analytic study on multi-layer BELM and LSTM. (2020). Zheng, Qingru ; Shao, Zhen ; Liu, Chen ; Zhang, Qiang ; Cheng, Manli ; Gao, Fei ; Yang, Shanlin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304451.

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2020Forward premia in electricity markets: A replication study. (2020). Van Koten, Silvester. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301523.

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2020Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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2020Cross-border effects in interconnected electricity markets - an analysis of the Swiss electricity prices. (2020). Hack, Felix ; Panos, Evangelos ; Densing, Martin ; Dehler-Holland, Joris ; Keles, Dogan. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301420.

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2020A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2021The forward premium in electricity markets: An experimental study. (2021). Van Koten, Silvester. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303996.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021Does weather, or energy prices, affect carbon prices?. (2021). Young, Martin R ; Maddox, Grace E ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832030356x.

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2021Carbon pass-through rates on spot electricity prices in Australia. (2021). Zhu, Liangxu ; Truck, Stefan ; Nazifi, Fatemeh . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000839.

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2021Electricity price modelling with stochastic volatility and jumps: An empirical investigation. (2021). Ignatieva, Katja ; Gudkov, Nikolay. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001651.

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2021Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x.

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2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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2020When and why does transition fail? A model-based identification of adoption barriers and policy vulnerabilities for transition to natural gas vehicles. (2020). Jafino, Bramka Arga ; Hidayatno, Akhmad ; Purwanto, Widodo Wahyu ; Setiawan, Andri D. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421520300021.

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2020Using insurance to manage reliability in the distributed electricity sector: Insights from an agent-based model. (2020). Sengupta, Abhijit ; Fuentes, Rolando. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300136.

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

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2020How marginal is lignite? Two simple approaches to determine price-setting technologies in power markets. (2020). Wolfing, Nikolas ; Germeshausen, Robert. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302305.

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2020The effect of a new power cable on energy prices volatility spillovers. (2020). Spagnolo, Nicola ; Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520302354.

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2020Variable renewable energy technologies in the Turkish electricity market: Quantile regression analysis of the merit-order effect. (2020). ŞİRİN, Selahattin ; Yilmaz, Berna N ; Sirin, Selahattin Murat . In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303906.

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2020Conceptualising housing costs: The hidden face of energy poverty in Poland. (2020). Śmiech, Sławomir ; Karpinska, Lilia. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305371.

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2021Liquidity costs on intraday power markets: Continuous trading versus auctions. (2021). Wozabal, David ; Kuppelwieser, Thomas. In: Energy Policy. RePEc:eee:enepol:v:154:y:2021:i:c:s0301421521001683.

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2020Forecast the electricity price of U.S. using a wavelet transform-based hybrid model. (2020). Yang, Zhe ; Qiao, Weibiao. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219323990.

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2020An interval-prediction based robust optimization approach for energy-hub operation scheduling considering flexible ramping products. (2020). Liu, Jiaomin ; Dong, Houqi ; Zeng, BO ; Zhu, XI. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544219325162.

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2020The impact of probability of electricity price spike and outside temperature to define total expected cost for air conditioning. (2020). Marwan, Marwan. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301018.

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2020Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584.

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2020Forecasting based on an ensemble Autoregressive Moving Average - Adaptive neuro - Fuzzy inference system – Neural network - Genetic Algorithm Framework. (2020). Minutolo, Marcel ; Kristjanpoller, Werner ; Prado, Francisco. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220302668.

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2020Forecasting the industrial solar energy consumption using a novel seasonal GM(1,1) model with dynamic seasonal adjustment factors. (2020). Li, Qin ; Wang, Zhi-Wei. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220305673.

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2020Multi-mode operation of a Liquid Air Energy Storage (LAES) plant providing energy arbitrage and reserve services – Analysis of optimal scheduling and sizing through MILP modelling with integrated th. (2020). Sciacovelli, Adriano ; Mancarella, Pierluigi ; Naughton, James ; Vecchi, Andrea. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306071.

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2020An efficient hour-ahead electrical load forecasting method based on innovative features. (2020). Mashhour, Elaheh ; Joorabian, Mahmood ; Rafati, Amir. In: Energy. RePEc:eee:energy:v:201:y:2020:i:c:s0360544220306186.

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2020Fundamentals and business model for resource aggregator of demand response in electricity markets. (2020). Zhang, Yagang ; Zhou, Zhenyu ; Wang, Fei ; Xu, Hanchen ; Li, Kangping ; Lu, Xiaoxing. In: Energy. RePEc:eee:energy:v:204:y:2020:i:c:s0360544220309920.

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2020Potential effects of market power in Hungarian solar boom. (2020). Víg, Attila ; Vig, Attila A ; Hortay, Oliver. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220319642.

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2021A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction. (2021). Liu, Cheng ; Xu, Kunliang ; Niu, Hongli. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011890.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2020Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach. (2020). Wiethe, Christian ; Trankler, Timm ; Toppel, Jannick ; Baltuttis, Dennik. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305131.

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2021Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016.

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2021Improved index insurance design and yield estimation using a dynamic factor forecasting approach. (2021). Zhu, Wenjun ; Tan, Ken Seng ; Porth, Lysa ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:208-221.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting. (2020). Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:75-85.

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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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2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland In: Papers.
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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.
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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.
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paper38
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics.
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2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
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2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics.
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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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article24
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.
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article43
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.
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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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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.
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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.
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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.
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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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article3
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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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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2019Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies.
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2010Building Loss Models In: SFB 649 Discussion Papers.
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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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2002Origins of scaling in FX markets In: MPRA Paper.
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2009Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) In: HSC Research Reports.
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