Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.121105000.05
19950.162301100.09
19960.330.22510.27311000.09
19970.23810.1344010.330.08
19980.20.2231130.2725110010.330.12
19990.2711200600.15
20000.3741630.19734030.750.14
20010.20.3831940.211751010.330.17
20020.140.3942330.1310711000.19
20030.4252820.0722700.19
20040.220.4363480.2409200.19
20050.360.4543890.2416114010.250.23
20060.10.46644120.2713101020.330.2
20070.20.414560.13010200.17
20080.4348100.210700.18
20090.37452210.41400.18
20100.140.33759220.37187100.16
20110.270.45766200.31011333.310.140.22
20120.710.48773310.4251410200.24
20130.140.541285410.4813142080.670.26
20140.370.231095250.26119742.910.10.17
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

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41
2000Hurst analysis of electricity price dynamics. (2000). Weron, Rafał ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

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20
2003Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301.

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19
2000Energy price risk management. (2000). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

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11
2001Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

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11
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, Rafał ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102.

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9
2002Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, Rafał ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202.

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9
2005Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504.

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8
2006Interval forecasting of spot electricity prices. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605.

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8
2010FX Smile in the Heston Model. (2010). Weron, Rafał ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002.

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7
2001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

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6
2000Property insurance loss distributions. (2000). Weron, Rafał ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

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6
2005Heavy tails and electricity prices. (2005). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502.

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6
1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

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6
1994Can One See Alpha-stable Variables and Processes?. (1994). Weron, Aleksander ; Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401.

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5
Ruin Probability in Finite Time. (2010). Teuerle, Marek ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004.

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5
Building Loss Models. (2010). Weron, Rafał ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003.

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4
2003An introduction to simulation of risk processes. (2003). Weron, Rafał ; Härdle, Wolfgang ; Burnecki, Krzysztof ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304.

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3
2006Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601.

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3
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

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3
2013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301.

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3
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202.

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3
2006Visualization tools for insurance risk processes. (2006). Weron, Rafał ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0606.

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3
1997The Lamperti transformation for self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof ; Maejima, Makoto . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9702.

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2
2013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302.

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2
1998Origins of the scaling behaviour in the dynamics of financial data. (1998). Weron, Rafał ; Mercik, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9801.

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2
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305.

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2
2012Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1201.

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2
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310.

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2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version). (2005). Weron, Rafał ; Trueck, Stefan ; Burnecki, Krzysztof ; Chernobai, Anna ; Rachev, Svetlozar . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0501.

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2
1997Spectral representation and structure of self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof ; Rosinski, Jan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9703.

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2
2013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304.

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2
2013Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309.

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1
1997Evolution in a changing environment. (1997). Weron, Rafał ; Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9701.

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1
2010Models for Heavy-tailed Asset Returns. (2010). Weron, Rafał ; Misiorek, Adam ; Borak, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1001.

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1
2014A review of electricity price forecasting: The past, the present and the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402.

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1
1998Scaling in currency exchange: A Conditionally Exponential Decay approach. (1998). Weron, Rafał ; Mercik, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9802.

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1
2010Heavy-tailed distributions in VaR calculations. (2010). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005.

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1
2013Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis. (2013). Zator, Michał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1306.

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1
2002Simulation of Pickands constants. (2002). Burnecki, Krzysztof ; Michna, Zbigniew . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0203.

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1
1996Approximation of stochastic differential equations driven by alpha-stable Levy motion. (1996). Weron, Aleksander ; Janicki, Aleksander ; Michna, Zbigniew . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9602.

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1
2009Calibration of the subdiffusive Black–Scholes model. (2009). Weron, Aleksander ; Orzeł, Sebastian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0902.

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1
2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

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1
1995Performance of the estimators of stable law parameters. (1995). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9501.

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1
2011Option pricing in subdiffusive Bachelier model. (2011). Weron, Aleksander ; Orzeł, Sebastian ; Magdziarz, Marcin. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1105.

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1

Citing documents used to compute impact factor 7:

YearTitleSee
2014Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach. (2014). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1401.

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[Citation Analysis]
2014Modeling consumer opinions towards dynamic pricing: An agent-based approach. (2014). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1406.

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[Citation Analysis]
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

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[Citation Analysis]
2014[Citation Analysis]
2014The diffusion of electric vehicles: An agent-based microsimulation. (2014). McCoy, Daire ; Lyons, Sean. In: MPRA Paper. RePEc:pra:mprapa:54560.

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[Citation Analysis]
2014What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-081.

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[Citation Analysis]
2014What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: NIPE Working Papers. RePEc:nip:nipewp:04/2014.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2013). Weron, Rafał ; Trueck, Stefan ; Janczura, Joanna ; Truck, Stefan ; Wolff, Rodney C.. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:96-110.

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[Citation Analysis]
2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, Rafał ; Nowotarski, Jakub ; Tomczyk, Jakub . In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:13-27.

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[Citation Analysis]
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305.

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[Citation Analysis]
2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2013). Zator, Michał ; Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1308.

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[Citation Analysis]
2013Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310.

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[Citation Analysis]
2013Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311.

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[Citation Analysis]
2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2012

YearTitleSee

Recent citations received in: 2011

YearTitleSee
2011Goodness-of-fit testing for the marginal distribution of regime-switching models. (2011). Weron, Rafał ; Janczura, Joanna. In: MPRA Paper. RePEc:pra:mprapa:32532.

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[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.