Michał Zator : Citation Profile


Are you Michał Zator?

Politechnika Wrocławska (50% share)
University of Notre Dame (50% share)

3

H index

2

i10 index

60

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 12
   Journals where Michał Zator has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (3.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pza229
   Updated: 2021-11-28    RAS profile: 2021-03-28    
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Relations with other researchers


Works with:

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

Is cited by:

Weron, Rafał (18)

Marcjasz, Grzegorz (8)

Uniejewski, Bartosz (6)

Trueck, Stefan (5)

Van Koten, Silvester (5)

Besedes, Tibor (3)

Kohl, Tristan (3)

Lake, James (3)

Afanasyev, Dmitriy (2)

Esposito, Federico (2)

Nowotarski, Jakub (2)

Cites to:

Weron, Rafał (11)

Westerhoff, Frank (5)

Janczura, Joanna (4)

Pellizzari, Paolo (3)

Nan, Fany (2)

Wamser, Georg (2)

Fahn, Matthias (2)

Lisi, Francesco (2)

Liu, Shinhua (2)

Bessembinder, Hendrik (2)

Merlo, Valeria (2)

Main data


Where Michał Zator has published?


Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology3

Recent works citing Michał Zator (2021 and 2020)


YearTitle of citing document
2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

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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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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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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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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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2020Phase out tariffs, phase in trade?. (2020). Lake, James ; Kohl, Tristan ; Besedes, Tibor. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620301008.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Demand response, market design and risk: A literature review. (2020). Soares, Isabel ; Sousa, Joana. In: Utilities Policy. RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300783.

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2020Medium-term cycles in the dynamics of the Dow Jones Index for the period 1985–2019. (2020). Rodriguez, E ; Alvarez-Ramirez, J ; Ibarra-Valdez, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843711932223x.

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2020Predictive Trading Strategy for Physical Electricity Futures. (2020). Ramirez-Rosado, Ignacio J ; Fernandez-Jimenez, Alfredo L ; Monteiro, Claudio. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3555-:d:382736.

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

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2020Determinants of the Forward Premium in the Nord Pool Electricity Market. (2020). Haugom, Erik ; Molnar, Peter ; Tysdahl, Magne. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1111-:d:327348.

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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). Weron, Rafał ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421.

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2021The Impact of Forecasting Jumps on Forecasting Electricity Prices. (2021). Kostrzewska, Jadwiga ; Kostrzewski, Maciej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:336-:d:477466.

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2020Identifying Risk Factors and Their Premia: A Study on Electricity Prices. (2020). Lunde, Asger ; Wei, Wei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-10.

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2020Demand Risk and Diversification through International Trade. (2020). Esposito, Federico. In: MPRA Paper. RePEc:pra:mprapa:100865.

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2021Analysis of Forecasting Models in an Electricity Market under Volatility. (2021). TAGHIZADEH-HESARY, Farhad ; Cerin, Pontus ; Yahya, Muhammad ; Sahamkhadam, Maziar ; Tang, OU ; Uddin, Gazi Salah ; Rehme, Jakob. In: ADBI Working Papers. RePEc:ris:adbiwp:1212.

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2021Electricity derivatives: an application to the futures Italian market. (2021). Masala, Giovanni ; Casula, Laura. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01915-2.

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2020An L1 smoother for outlier cleaning of time series. (2020). Tarsitano, Agostino ; Amerise, Ilaria Lucrezia . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:1:f:9_1_3.

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Works by Michał Zator:


YearTitleTypeCited
2018Adaptation to Shocks and The Role of Capital Structure: Danish Exporters During the Cartoon Crisis In: Economics Working Papers.
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paper5
2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics.
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article32
2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2015A note on using the Hodrick–Prescott filter in electricity markets In: Energy Economics.
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article21
2014A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2014Transaction costs and volatility on Warsaw Stock Exchange: implications for financial transaction tax In: Bank i Kredyt.
[Full Text][Citation analysis]
article0
2013Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis In: HSC Research Reports.
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paper2

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