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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
20
Impact Factor (IF)
0
5 Years IF
0.57
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1994 0 0.17 0 0 1 1 7 0 0 0 0 0 0.08
1995 0 0.23 0 0 2 3 0 0 1 1 0 0 0.13
1996 0.33 0.25 0.2 0.33 2 5 45 1 1 3 1 3 1 1 100 0 0.14
1997 0.25 0.28 0.13 0.2 3 8 4 1 2 4 1 5 1 0 0 0.15
1998 0.2 0.32 0.27 0.13 3 11 1 3 5 5 1 8 1 3 100 1 0.33 0.18
1999 0.17 0.39 0.08 0.09 1 12 0 1 6 6 1 11 1 0 0 0.26
2000 0 0.54 0.13 0 4 16 231 2 8 4 11 2 100 2 0.5 0.25
2001 1 0.49 0.53 0.54 3 19 54 10 18 5 5 13 7 1 10 2 0.67 0.28
2002 0.57 0.54 0.35 0.36 4 23 36 8 26 7 4 14 5 3 37.5 2 0.5 0.31
2003 0.14 0.53 0.18 0.2 5 28 31 5 31 7 1 15 3 0 0 0.3
2004 0.33 0.6 0.47 0.76 6 34 0 16 47 9 3 17 13 0 0 0.36
2005 0.36 0.6 0.32 0.32 4 38 52 12 59 11 4 22 7 2 16.7 2 0.5 0.37
2006 0.2 0.59 0.57 0.23 6 44 153 22 84 10 2 22 5 5 22.7 7 1.17 0.34
2007 0.5 0.52 0.31 0.2 1 45 0 14 98 10 5 25 5 0 0 0.29
2008 1 0.59 0.42 0.55 3 48 11 20 118 7 7 22 12 2 10 0 0.29
2009 0 0.59 0.5 0.35 4 52 1 26 144 4 20 7 0 0 0.33
2010 0.14 0.53 0.44 0.39 7 59 39 24 170 7 1 18 7 3 12.5 1 0.14 0.3
2011 0.18 0.61 0.38 0.33 7 66 23 25 195 11 2 21 7 4 16 3 0.43 0.37
2012 0.86 0.68 0.6 0.55 7 73 28 44 239 14 12 22 12 4 9.1 1 0.14 0.36
2013 0.07 0.67 0.6 0.18 17 90 80 54 293 14 1 28 5 17 31.5 10 0.59 0.35
2014 0.83 0.67 0.83 0.57 13 103 530 85 378 24 20 42 24 26 30.6 19 1.46 0.34
2015 0.83 0.66 0.72 0.57 10 113 39 81 459 30 25 51 29 22 27.2 5 0.5 0.36
2016 2.57 0.65 1.39 1.26 10 123 123 171 630 23 59 54 68 36 21.1 15 1.5 0.35
2017 0.4 0.62 0.91 1.04 5 128 44 116 746 20 8 57 59 23 19.8 1 0.2 0.35
2018 2.2 0.61 1.96 1.71 8 136 200 266 1012 15 33 55 94 46 17.3 36 4.5 0.35
2019 2.92 0.63 1.51 1.98 6 142 12 214 1226 13 38 46 91 21 9.8 3 0.5 0.36
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

511
22018Electricity price forecasting. (2018). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808.

Full description at Econpapers || Download paper

175
32000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

Full description at Econpapers || Download paper

153
42006Interval forecasting of spot electricity prices. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605.

Full description at Econpapers || Download paper

141
52016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

Full description at Econpapers || Download paper

71
62016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605.

Full description at Econpapers || Download paper

54
71996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

Full description at Econpapers || Download paper

44
82000Hurst analysis of electricity price dynamics. (2000). Weron, Rafał ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

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41
92018Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, Rafał ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802.

Full description at Econpapers || Download paper

38
102018Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, Rafał ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806.

Full description at Econpapers || Download paper

38
112017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

Full description at Econpapers || Download paper

36
122002Modeling 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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34
132005Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504.

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33
142018A note on averaging day-ahead electricity price forecasts across calibration windows. (2018). Weron, Rafał ; Marcjasz, Grzegorz ; Hubicka, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1803.

Full description at Econpapers || Download paper

32
152001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

Full description at Econpapers || Download paper

31
162000Energy price risk management. (2000). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

Full description at Econpapers || Download paper

30
172003Modeling 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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25
182014A review of electricity price forecasting: The past, the present and the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402.

Full description at Econpapers || Download paper

24
192001Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

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22
202015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501.

Full description at Econpapers || Download paper

22
212014Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

Full description at Econpapers || Download paper

20
222010FX 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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19
232013Long 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

18
242000Property insurance loss distributions. (2000). Weron, Rafał ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

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17
2517
262006Short-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.

Full description at Econpapers || Download paper

16
272017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

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16
282014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

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15
292005Heavy tails and electricity prices. (2005). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502.

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15
302016To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601.

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14
312011Efficient 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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14
322012The 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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12
332013Forecasting 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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12
342017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

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11
352010Ruin Probability in Finite Time. (2010). Teuerle, Marek ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004.

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11
362014Merging 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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10
372008Short-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.

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10
382013Rewiring 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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9
392013An 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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9
401994Can One See Alpha-stable Variables and Processes?. (1994). Weron, Aleksander ; Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401.

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8
412013Diffusion 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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8
422013Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314.

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7
432015Social acceptance of green energy and dynamic electricity tariffs - a short review. (2015). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1507.

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7
442013Computing 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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7
45Building Loss Models. (2010). Weron, Rafał ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003.

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7
462016What makes consumers adopt to innovative energy services in the energy market?. (2016). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1609.

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7
472019Perspectives of smart meters roll-out in India: an empirical analysis of consumers awareness and preferences. (2019). Chawla, Yash ; Skowronska-Szmer, Anna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1903.

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6
482012Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators. (2012). Magdziarz, Marcin ; Gajda, Janusz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1204.

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6
492016The 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.

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6
502015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504.

Full description at Econpapers || Download paper

6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

98
22018Electricity price forecasting. (2018). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808.

Full description at Econpapers || Download paper

32
32014A review of electricity price forecasting: The past, the present and the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402.

Full description at Econpapers || Download paper

14
42000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

Full description at Econpapers || Download paper

14
52016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

Full description at Econpapers || Download paper

13
62018Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, Rafał ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806.

Full description at Econpapers || Download paper

13
72017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

Full description at Econpapers || Download paper

9
81996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

Full description at Econpapers || Download paper

9
92018Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, Rafał ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802.

Full description at Econpapers || Download paper

8
102018A note on averaging day-ahead electricity price forecasts across calibration windows. (2018). Weron, Rafał ; Marcjasz, Grzegorz ; Hubicka, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1803.

Full description at Econpapers || Download paper

7
112006Interval forecasting of spot electricity prices. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605.

Full description at Econpapers || Download paper

6
122016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605.

Full description at Econpapers || Download paper

5
132001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

Full description at Econpapers || Download paper

4
142013Long 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

3
152014Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

Full description at Econpapers || Download paper

2
162015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501.

Full description at Econpapers || Download paper

2
172006Short-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.

Full description at Econpapers || Download paper

2
182016To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601.

Full description at Econpapers || Download paper

2
192000Property insurance loss distributions. (2000). Weron, Rafał ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

Full description at Econpapers || Download paper

2
202000Energy price risk management. (2000). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

Full description at Econpapers || Download paper

2
212016What 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

2
Citing documents used to compute impact factor:
YearTitle
Recent citations