2.78
Impact Factor
1.63
5-Years IF
13
5-Years H index
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1994 | 0.14 | 1 | 1 | 7 | 0 | 0 | 2 (28.6%) | 0.06 | ||||||||
| 1995 | 0.17 | 2 | 3 | 1 | 1 | 1 | (%) | 0.11 | ||||||||
| 1996 |  0.33 | 0.22 | 0.33 | 2 | 5 | 1 | 0.2 | 19 | 3 | 1 | 3 | 1 | 1 (5.3%) | 0.1 | ||
| 1997 | 0.25 | 0.22 | 0.2 | 3 | 8 | 1 | 0.13 | 4 | 4 | 1 | 5 | 1 | 1 (25%) | 0.09 | ||
| 1998 |  0.2 | 0.24 | 0.13 | 3 | 11 | 3 | 0.27 | 2 | 5 | 1 | 8 | 1 | 1 (50%) | 1 | 0.33 | 0.13 |
| 1999 | 0.3 | 1 | 12 | 6 | 11 | (%) | 0.16 | |||||||||
| 2000 | 0.37 | 4 | 16 | 2 | 0.13 | 129 | 4 | 11 | 8 (6.2%) | 2 | 0.5 | 0.14 | ||||
| 2001 | 0.6 | 0.37 | 0.31 | 3 | 19 | 7 | 0.37 | 38 | 5 | 3 | 13 | 4 | (%) | 2 | 0.67 | 0.17 |
| 2002 | 0.57 | 0.37 | 0.36 | 4 | 23 | 6 | 0.26 | 19 | 7 | 4 | 14 | 5 | (%) | 0.18 | ||
| 2003 | 0.4 | 0.13 | 5 | 28 | 3 | 0.11 | 27 | 7 | 15 | 2 | (%) | 0.19 | ||||
| 2004 | 0.33 | 0.41 | 0.76 | 6 | 34 | 14 | 0.41 | 1 | 9 | 3 | 17 | 13 | (%) | 0.18 | ||
| 2005 | 0.36 | 0.43 | 0.36 | 4 | 38 | 9 | 0.24 | 29 | 11 | 4 | 22 | 8 | 3 (10.3%) | 1 | 0.25 | 0.21 |
| 2006 | 0.2 | 0.44 | 0.23 | 6 | 44 | 20 | 0.45 | 26 | 10 | 2 | 22 | 5 | 9 (34.6%) | 5 | 0.83 | 0.19 |
| 2007 | 0.3 | 0.37 | 0.12 | 1 | 45 | 5 | 0.11 | 10 | 3 | 25 | 3 | (%) | 0.17 | |||
| 2008 | 0.14 | 0.39 | 0.23 | 3 | 48 | 12 | 0.25 | 6 | 7 | 1 | 22 | 5 | 3 (50%) | 0.17 | ||
| 2009 | 0.36 | 0.1 | 4 | 52 | 21 | 0.4 | 1 | 4 | 20 | 2 | (%) | 0.17 | ||||
| 2010 | 0.14 | 0.34 | 0.28 | 7 | 59 | 20 | 0.34 | 25 | 7 | 1 | 18 | 5 | 3 (12%) | 0.15 | ||
| 2011 | 0.27 | 0.41 | 0.29 | 7 | 66 | 20 | 0.3 | 17 | 11 | 3 | 21 | 6 | 3 (17.6%) | 1 | 0.14 | 0.2 |
| 2012 | 0.79 | 0.45 | 0.5 | 7 | 73 | 33 | 0.45 | 16 | 14 | 11 | 22 | 11 | 3 (18.8%) | 1 | 0.14 | 0.21 |
| 2013 | 0.07 | 0.5 | 0.18 | 17 | 90 | 43 | 0.48 | 56 | 14 | 1 | 28 | 5 | 21 (37.5%) | 8 | 0.47 | 0.2 |
| 2014 | 0.71 | 0.55 | 0.5 | 13 | 103 | 75 | 0.73 | 114 | 24 | 17 | 42 | 21 | 19 (16.7%) | 13 | 1 | 0.25 |
| 2015 | 1 | 0.57 | 0.65 | 10 | 113 | 69 | 0.61 | 18 | 30 | 30 | 51 | 33 | 9 (50%) | 3 | 0.3 | 0.26 |
| 2016 | 2.78 | 0.66 | 1.63 | 10 | 123 | 151 | 1.23 | 13 | 23 | 64 | 54 | 88 | 7 (53.8%) | 7 | 0.7 | 0.34 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| IF5: | Impact Factor: C5Y / D5Y |
| 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 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| %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 |
50 most cited documents in this series:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers || Download paper | 102 |
| 2 | 2000 | Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004. Full description at Econpapers || Download paper | 78 |
| 3 | 2000 | Hurst analysis of electricity price dynamics. (2000). Weron, RafaÅ ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001. Full description at Econpapers || Download paper | 31 |
| 4 | 2003 | Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, RafaÅ ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301. Full description at Econpapers || Download paper | 22 |
| 5 | 2001 | Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103. Full description at Econpapers || Download paper | 21 |
| 6 | 2002 | Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, RafaÅ ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202. Full description at Econpapers || Download paper | 18 |
| 7 | 2005 | Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers || Download paper | 18 |
| 8 | 2000 | Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers || Download paper | 18 |
| 9 | 1996 | Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601. Full description at Econpapers || Download paper | 18 |
| 10 | 2001 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101. Full description at Econpapers || Download paper | 17 |
| 11 | 2013 | Long term probabilistic load forecasting and normalization with hourly information. (2013). Hong, Tao ; Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313. Full description at Econpapers || Download paper | 15 |
| 12 | 2011 | Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, RafaÅ ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102. Full description at Econpapers || Download paper | 14 |
| 13 | 2006 | Interval forecasting of spot electricity prices. (2006). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605. Full description at Econpapers || Download paper | 14 |
| 14 | 2010 | FX Smile in the Heston Model. (2010). Weron, RafaÅ ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002. Full description at Econpapers || Download paper | 12 |
| 15 | 2014 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers || Download paper | 11 |
| 16 | 2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, RafaŠ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202. Full description at Econpapers || Download paper | 10 |
| 17 | 2015 | Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501. Full description at Econpapers || Download paper | 10 |
| 18 | 2013 | Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301. Full description at Econpapers || Download paper | 10 |
| 19 | 2006 | Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601. Full description at Econpapers || Download paper | 9 |
| 20 | 2000 | Property insurance loss distributions. (2000). Weron, RafaÅ ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003. Full description at Econpapers || Download paper | 9 |
| 21 | 2005 | Heavy tails and electricity prices. (2005). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502. Full description at Econpapers || Download paper | 8 |
| 22 | 2013 | An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers || Download paper | 8 |
| 23 | 2013 | Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314. Full description at Econpapers || Download paper | 8 |
| 24 | 2013 | Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304. Full description at Econpapers || Download paper | 7 |
| 25 | 1994 | Can One See Alpha-stable Variables and Processes?. (1994). Weron, Aleksander ; Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401. Full description at Econpapers || Download paper | 7 |
| 26 | 2013 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers || Download paper | 7 |
| 27 | 2016 | Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers || Download paper | 6 |
| 28 | 2014 | Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403. Full description at Econpapers || Download paper | 6 |
| 29 | 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers || Download paper | 6 |
| 30 | 2010 | Ruin Probability in Finite Time. (2010). Teuerle, Marek ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004. Full description at Econpapers || Download paper | 6 |
| 31 | 2014 | Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405. Full description at Econpapers || Download paper | 6 |
| 32 | 2016 | To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers || Download paper | 5 |
| 33 | 2006 | Visualization tools for insurance risk processes. (2006). Weron, RafaÅ ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0606. Full description at Econpapers || Download paper | 5 |
| 34 | 2015 | Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper | 5 |
| 35 | 2012 | Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, RafaÅ ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1201. Full description at Econpapers || Download paper | 4 |
| 36 | Building Loss Models. (2010). Weron, RafaÅ ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003. Full description at Econpapers || Download paper | 4 | |
| 37 | 2003 | An introduction to simulation of risk processes. (2003). Weron, RafaŠ; Härdle, Wolfgang ; Burnecki, Krzysztof ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304. Full description at Econpapers || Download paper | 4 |
| 38 | 2008 | Short-term forecasting of electricity prices: Do we need a different model for each hour?. (2008). Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0801. Full description at Econpapers || Download paper | 4 |
| 39 | 2013 | Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309. Full description at Econpapers || Download paper | 3 |
| 40 | 2013 | Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Weron, RafaÅ ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302. Full description at Econpapers || Download paper | 3 |
| 41 | 1997 | The Lamperti transformation for self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9702. Full description at Econpapers || Download paper | 3 |
| 42 | Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311. Full description at Econpapers || Download paper | 3 | |
| 43 | 2014 | A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404. Full description at Econpapers || Download paper | 2 |
| 44 | 1997 | Spectral representation and structure of self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof ; Rosinski, Jan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9703. Full description at Econpapers || Download paper | 2 |
| 45 | 2010 | Heavy-tailed distributions in VaR calculations. (2010). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005. Full description at Econpapers || Download paper | 2 |
| 46 | 2005 | Modeling catastrophe claims with left-truncated severity distributions (extended version). (2005). Weron, RafaÅ ; Trueck, Stefan ; Burnecki, Krzysztof ; Chernobai, Anna ; Rachev, Svetlozar. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0501. Full description at Econpapers || Download paper | 2 |
| 47 | 2015 | Social acceptance of green energy and dynamic electricity tariffs - a short review. (2015). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1507. Full description at Econpapers || Download paper | 2 |
| 48 | 2014 | A review of electricity price forecasting: The past, the present and the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402. Full description at Econpapers || Download paper | 2 |
| 49 | 2008 | The impact of forward trading on the spot power price volatility with Cournot competition. (2008). WyÅomaÅska, Agnieszka ; Sapio, Sandro ; Wylomanska, Agnieszka. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0802. Full description at Econpapers || Download paper | 2 |
| 50 | 2015 | A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2015). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1506. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers || Download paper | 96 |
| 2 | 2000 | Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004. Full description at Econpapers || Download paper | 24 |
| 3 | 2013 | Long term probabilistic load forecasting and normalization with hourly information. (2013). Hong, Tao ; Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313. Full description at Econpapers || Download paper | 13 |
| 4 | 2015 | Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501. Full description at Econpapers || Download paper | 10 |
| 5 | 2013 | Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314. Full description at Econpapers || Download paper | 7 |
| 6 | 2014 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers || Download paper | 7 |
| 7 | 2000 | Hurst analysis of electricity price dynamics. (2000). Weron, RafaÅ ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001. Full description at Econpapers || Download paper | 7 |
| 8 | 1996 | Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601. Full description at Econpapers || Download paper | 7 |
| 9 | 2001 | Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103. Full description at Econpapers || Download paper | 7 |
| 10 | 2001 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101. Full description at Econpapers || Download paper | 7 |
| 11 | 2016 | Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers || Download paper | 6 |
| 12 | 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers || Download paper | 6 |
| 13 | 2010 | FX Smile in the Heston Model. (2010). Weron, RafaÅ ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002. Full description at Econpapers || Download paper | 5 |
| 14 | 2016 | To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers || Download paper | 5 |
| 15 | 2015 | Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper | 5 |
| 16 | 2011 | Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, RafaÅ ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102. Full description at Econpapers || Download paper | 4 |
| 17 | 2005 | Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers || Download paper | 4 |
| 18 | 2013 | Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304. Full description at Econpapers || Download paper | 4 |
| 19 | 2008 | Short-term forecasting of electricity prices: Do we need a different model for each hour?. (2008). Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0801. Full description at Econpapers || Download paper | 4 |
| 20 | 2014 | Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405. Full description at Econpapers || Download paper | 3 |
| 21 | 2014 | Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403. Full description at Econpapers || Download paper | 3 |
| 22 | 2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, RafaŠ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202. Full description at Econpapers || Download paper | 3 |
| 23 | 2002 | Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, RafaÅ ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202. Full description at Econpapers || Download paper | 3 |
| 24 | 2013 | Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309. Full description at Econpapers || Download paper | 3 |
| 25 | 2013 | Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301. Full description at Econpapers || Download paper | 3 |
| 26 | 2003 | Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, RafaÅ ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301. Full description at Econpapers || Download paper | 3 |
| 27 | 2000 | Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers || Download paper | 3 |
| 28 | 2015 | Social acceptance of green energy and dynamic electricity tariffs - a short review. (2015). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1507. Full description at Econpapers || Download paper | 2 |
| 29 | 2015 | A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2015). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1506. Full description at Econpapers || Download paper | 2 |
| 30 | 2015 | Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504. Full description at Econpapers || Download paper | 2 |
| 31 | 2013 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers || Download paper | 2 |
| 32 | 2013 | An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 64:
| Year | Title | |
|---|---|---|
| 2016 | Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. (2016). Ziel, Florian . In: Papers. RePEc:arx:papers:1509.01966. Full description at Econpapers || Download paper | |
| 2016 | Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607. Full description at Econpapers || Download paper | |
| 2016 | Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices. (2016). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Byrka, Katarzyna ; Jdrzejewski, Arkadiusz . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:723-735. Full description at Econpapers || Download paper | |
| 2016 | What makes consumers adopt to innovative energy services in the energy market?. (2016). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1609. Full description at Econpapers || Download paper | |
| 2016 | To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers || Download paper | |
| 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers || Download paper | |
| 2016 | Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49. Full description at Econpapers || Download paper | |
| 2016 | Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597. Full description at Econpapers || Download paper | |
| 2016 | Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938. Full description at Econpapers || Download paper | |
| 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers || Download paper | |
| 2016 | A Quantile Regression Model for Electricity Peak Demand Forecasting: An Approach to Avoiding Power Blackouts. (2016). Fukushige, Mototsugu ; Elamin, Niematallah . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1622. Full description at Econpapers || Download paper | |
| 2016 | Variance risk premia in CO2 markets: A political perspective. (2016). Reckling, Dennis . In: Energy Policy. RePEc:eee:enepol:v:94:y:2016:i:c:p:345-354. Full description at Econpapers || Download paper | |
| 2016 | Lasso estimation for GEFCom2014 probabilistic electric load forecasting. (2016). Ziel, Florian ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1029-1037. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. (2016). Ziel, Florian . In: Papers. RePEc:arx:papers:1509.01966. Full description at Econpapers || Download paper | |
| 2016 | Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938. Full description at Econpapers || Download paper | |
| 2016 | A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056. Full description at Econpapers || Download paper | |
| 2016 | To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers || Download paper | |
| 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers || Download paper | |
| 2016 | Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier ; Bunn, Derek . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:959-:d:83111. Full description at Econpapers || Download paper | |
| 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers || Download paper | |
| 2016 | Dynamic analysis of the German day-ahead electricity spot market. (2016). Paschen, Marius. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:118-128. Full description at Econpapers || Download paper | |
| 2016 | Electricity Price Forecasting using Sale and Purchase Curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1509.00372. Full description at Econpapers || Download paper | |
| 2016 | Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. (2016). Paraschiv, Florentina ; Keles, Dogan ; Fichtner, Wolf ; Scelle, Jonathan . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:218-230. Full description at Econpapers || Download paper | |
| 2016 | Multi-objective energy storage power dispatching using plug-in vehicles in a smart-microgrid. (2016). Silva, Sidelmo M ; Guimares, Frederico G ; Fleming, Peter J ; Cohen, Miri Weiss ; Coelho, Bruno N. In: Renewable Energy. RePEc:eee:renene:v:89:y:2016:i:c:p:730-742. Full description at Econpapers || Download paper | |
| 2016 | Pricing options on forwards in energy markets: the role of mean reversions speed. (2016). Schmeck, Maren Diane . In: Papers. RePEc:arx:papers:1602.03402. Full description at Econpapers || Download paper | |
| 2016 | A generalized exponential time series regression model for electricity prices. (2016). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar . In: CREATES Research Papers. RePEc:aah:create:2016-08. Full description at Econpapers || Download paper | |
| 2016 | A MPC approach for optimal generation scheduling in CSP plants. (2016). Vasallo, Manuel Jesus ; Bravo, Jose Manuel . In: Applied Energy. RePEc:eee:appene:v:165:y:2016:i:c:p:357-370. Full description at Econpapers || Download paper | |
| 2016 | Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market. (2016). Pape, Christian ; Weber, Christoph ; Hagemann, Simon . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:376-387. Full description at Econpapers || Download paper | |
| 2016 | Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49. Full description at Econpapers || Download paper | |
| 2016 | Day-ahead electricity price forecasting via the application of artificial neural network based models. (2016). Panapakidis, Ioannis P ; Dagoumas, Athanasios S. In: Applied Energy. RePEc:eee:appene:v:172:y:2016:i:c:p:132-151. Full description at Econpapers || Download paper | |
| 2016 | A comparison of different univariate forecasting models forSpot Electricity Price in India. (2016). Tiwari, Aviral ; Girish, G P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00633. Full description at Econpapers || Download paper | |
| 2016 | Modelling electricity futures prices using seasonal path-dependent volatility. (2016). Musti, Silvana ; Fanelli, Viviana ; Maddalena, Lucia . In: Applied Energy. RePEc:eee:appene:v:173:y:2016:i:c:p:92-102. Full description at Econpapers || Download paper | |
| 2016 | Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting. (2016). Dudek, Grzegorz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1057-1060. Full description at Econpapers || Download paper | |
| 2016 | Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597. Full description at Econpapers || Download paper | |
| 2016 | Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913. Full description at Econpapers || Download paper | |
| 2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965. Full description at Econpapers || Download paper | |
| 2016 | Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniques. (2016). Muoz, Antonio ; Delgadillo, Andres ; Bello, Antonio ; Reneses, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:966-980. Full description at Econpapers || Download paper | |
| 2016 | Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436. Full description at Econpapers || Download paper | |
| 2016 | Valuation under uncertain energy prices and load demands of micro-CHP plants supplemented by optimally switched thermal energy storage. (2016). Moreno, Blanca . In: Applied Energy. RePEc:eee:appene:v:177:y:2016:i:c:p:553-569. Full description at Econpapers || Download paper | |
| 2016 | Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: MPRA Paper. RePEc:pra:mprapa:72736. Full description at Econpapers || Download paper | |
| 2016 | The plunge in German electricity futures prices â Analysis using a parsimonious fundamental model. (2016). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian . In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:280-290. Full description at Econpapers || Download paper | |
| 2016 | Fluctuation analysis of high frequency electric power load in the Czech Republic. (2016). Lavika, Hynek ; Kracik, Jii . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:951-961. Full description at Econpapers || Download paper | |
| 2016 | Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.. (2016). Schulz, Franziska ; López Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-035. Full description at Econpapers || Download paper | |
| 2016 | Modelling cross-dependencies between Spainâs regional tourism markets with an extension of the Gaussian process regression model. (2016). Claveria, Oscar ; Torra, Salvador ; Monte, Enric . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:7:y:2016:i:3:d:10.1007_s13209-016-0144-7. Full description at Econpapers || Download paper | |
| 2016 | Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers || Download paper | |
| 2016 | Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607. Full description at Econpapers || Download paper | |
| 2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers || Download paper | |
| 2016 | Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices. (2016). Kostrzewski, Maciej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:3:p:161-179. Full description at Econpapers || Download paper | |
| 2016 | Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, RafaÅ ; Trueck, Stefan ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1610. Full description at Econpapers || Download paper | |
| 2016 | Strategic bidding and rebidding in electricity markets. (2016). Hurn, Stan ; Clements, Adam ; Li, Z. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:24-36. Full description at Econpapers || Download paper | |
| 2016 | Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454. Full description at Econpapers || Download paper | |
| 2016 | How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:621-628. Full description at Econpapers || Download paper | |
| 2016 | Weather and market specificities in the regional transmission of renewable energy price effects. (2016). Silva, Patricia ; Bunn, Derek ; da Silva, Patricia Pereira ; Figueiredo, Nuno Carvalho . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:188-200. Full description at Econpapers || Download paper | |
| 2016 | Constrained functional time series: Applications to the Italian gas market. (2016). Vantini, Simone ; Canale, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1340-1351. Full description at Econpapers || Download paper | |
| 2016 | Modelling Electricity Price Expectations in a Day-Ahead Market: A Case of Latvia. (2016). Viktorija, Bobinaite ; Jnis, Zuters . In: Economics and Business. RePEc:vrs:ecobus:v:29:y:2016:i:1:p:12-26:n:2. Full description at Econpapers || Download paper | |
| 2016 | Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). RodrÃÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Haldrup, Niels ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96. Full description at Econpapers || Download paper | |
| 2016 | Medium-Term Probabilistic Forecasting of Extremely Low Prices in Electricity Markets: Application to the Spanish Case. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:3:p:193-:d:65782. Full description at Econpapers || Download paper | |
| 2016 | Enhanced Forecasting Approach for Electricity Market Prices and Wind Power Data Series in the Short-Term. (2016). Osrio, Gerardo J ; Jorge, ; Lujano-Rojas, Juan M. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:9:p:693-:d:77035. Full description at Econpapers || Download paper | |
| 2016 | A Hybrid Multi-Step Model for Forecasting Day-Ahead Electricity Price Based on Optimization, Fuzzy Logic and Model Selection. (2016). Song, Yiliao ; Liu, Feng ; Jiang, Ping . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:618-:d:75382. Full description at Econpapers || Download paper | |
| 2016 | Electricity Price Forecasting by Averaging Dynamic Factor Models. (2016). Alonso, Andrs M ; Garca-Martos, Carolina ; Bastos, Guadalupe . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:600-:d:74917. Full description at Econpapers || Download paper | |
| 2016 | Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423. Full description at Econpapers || Download paper | |
| 2016 | Short-Term Price Forecasting Models Based on Artificial Neural Networks for Intraday Sessions in the Iberian Electricity Market. (2016). Conde, Pedro ; Monteiro, Claudio ; Ramirez-Rosado, Ignacio J ; Fernandez-Jimenez, Alfredo L. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:9:p:721-:d:77596. Full description at Econpapers || Download paper | |
| 2016 | Mid-Term Electricity Market Clearing Price Forecasting with Sparse Data: A Case in Newly-Reformed Yunnan Electricity Market. (2016). Cheng, Chuntian ; Wu, Xinyu ; Miao, Shumin ; Luo, Bin . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:10:p:804-:d:79919. Full description at Econpapers || Download paper | |
| 2016 | A Quantile Regression Model for Electricity Peak Demand Forecasting: An Approach to Avoiding Power Blackouts. (2016). Fukushige, Mototsugu ; Elamin, Niematallah . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1622. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers || Download paper | |
| 2016 | Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices. (2016). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Byrka, Katarzyna ; Jdrzejewski, Arkadiusz . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:723-735. Full description at Econpapers || Download paper | |
| 2016 | Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423. Full description at Econpapers || Download paper | |
| 2016 | The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602. Full description at Econpapers || Download paper | |
| 2016 | Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers || Download paper | |
| 2016 | Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607. Full description at Econpapers || Download paper | |
| 2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | Sister models for load forecast combination. (2015). Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1502. Full description at Econpapers || Download paper | |
| 2015 | Improving short term load forecast accuracy via combining sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1505. Full description at Econpapers || Download paper | |
| 2015 | Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412. Full description at Econpapers || Download paper | |
| 2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2014). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczyski, Karol . In: Energy Policy. RePEc:eee:enepol:v:72:y:2014:i:c:p:164-174. Full description at Econpapers || Download paper | |
| 2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper | |
| 2014 | Optimisation of Storage for Concentrated Solar Power Plants. (2014). Bruno, Frank ; Pudney, Peter ; Belusko, Martin ; Cirocco, Luigi ; Boland, John . In: Challenges. RePEc:gam:jchals:v:5:y:2014:i:2:p:473-503:d:43510. Full description at Econpapers || Download paper | |
| 2014 | Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression. (2014). Nielsen, Henrik Aalborg ; Jonsson, Tryggvi ; Madsen, Henrik . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5523-5547:d:39593. Full description at Econpapers || Download paper | |
| 2014 | Dynamic Analysis of the German Day-Ahead Electricity Spot Market. (2014). Paschen, Marius. In: Working Papers. RePEc:old:dpaper:368. Full description at Econpapers || Download paper | |
| 2014 | Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403. Full description at Econpapers || Download paper | |
| 2014 | A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404. Full description at Econpapers || Download paper | |
| 2014 | Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405. Full description at Econpapers || Download paper | |
| 2014 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers || Download paper | |
| 2014 | Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna ; Hong, Tao. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410. Full description at Econpapers || Download paper | |
| 2014 | Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Weron, RafaÅ ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1411. Full description at Econpapers || Download paper | |
| 2014 | Evaluating the performance of VaR models in energy markets. (2014). Weron, RafaÅ ; ŽikoviÄ, SaÅ¡a. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1412. Full description at Econpapers || Download paper |
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2013). Weron, RafaÅ ; Trueck, Stefan ; Janczura, Joanna ; Truck, Stefan ; Wolff, Rodney C.. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:96-110. Full description at Econpapers || Download paper | |
| 2013 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, RafaÅ ; Nowotarski, Jakub ; Tomczyk, Jakub . In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:13-27. Full description at Econpapers || Download paper | |
| 2013 | Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305. Full description at Econpapers || Download paper | |
| 2013 | Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2013). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1308. Full description at Econpapers || Download paper | |
| 2013 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310. Full description at Econpapers || Download paper | |
| 2013 | Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311. Full description at Econpapers || Download paper | |
| 2013 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers || Download paper | |
| 2013 | Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uÅredniania modeli). (2013). Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1317. Full description at Econpapers || Download paper |
10 most frequent citing series
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Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team