Katarzyna Maciejowska : Citation Profile


Are you Katarzyna Maciejowska?

Politechnika Wrocławska

10

H index

10

i10 index

553

Citations

RESEARCH PRODUCTION:

10

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 42
   Journals where Katarzyna Maciejowska has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 20 (3.49 %)

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   Permalink: http://citec.repec.org/pma1510
   Updated: 2024-07-05    RAS profile: 2022-09-14    
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Relations with other researchers


Works with:

Uniejewski, Bartosz (4)

Nitka, Weronika (3)

Weron, Tomasz (3)

Serafin, Tomasz (2)

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

Is cited by:

Weron, Rafał (116)

Uniejewski, Bartosz (41)

Marcjasz, Grzegorz (35)

Lütkepohl, Helmut (33)

Nowotarski, Jakub (28)

Netšunajev, Aleksei (20)

Serafin, Tomasz (17)

Nitka, Weronika (13)

Mandel, Antoine (11)

Gianfreda, Angelica (11)

Roventini, Andrea (11)

Cites to:

Weron, Rafał (194)

Uniejewski, Bartosz (48)

Nowotarski, Jakub (39)

Marcjasz, Grzegorz (35)

Serafin, Tomasz (27)

Misiorek, Adam (27)

Sznajd-Weron, Katarzyna (26)

Trueck, Stefan (17)

Paraschiv, Florentina (15)

Gianfreda, Angelica (15)

Watson, Mark (12)

Main data


Where Katarzyna Maciejowska has published?


Journals with more than one article published# docs
Energies2
International Journal of Forecasting2
Energy Economics2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology14
Papers / arXiv.org3
Economics Working Papers / European University Institute3

Recent works citing Katarzyna Maciejowska (2024 and 2023)


YearTitle of citing document
2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2023Enhancing Energy System Models Using Better Load Forecasts. (2023). Musgens, Felix ; Grothe, Oliver ; Watermeyer, Mira ; Mobius, Thomas. In: Papers. RePEc:arx:papers:2302.11017.

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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling. (2023). Musgens, Felix ; Grothe, Oliver ; Mobius, Thomas ; Watermeyer, Mira. In: Papers. RePEc:arx:papers:2304.09336.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2023.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Seizing unconventional arbitrage opportunities in virtual power plants: A profitable and flexible recruitment approach. (2024). Zhang, Cuo ; Qiu, Jing ; Lu, Xin ; Zhu, Jianguo ; Lei, Gang. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261924000114.

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2024Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Charlin, Laurent ; Pineau, Pierre-Olivier ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

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2023CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2023Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme. (2023). Huang, Xiaojia ; Wang, Jianzhou ; Nie, Ying ; Jiang, Ping. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006004.

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2023From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007.

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2023Disentangle the price dispersion of residential solar photovoltaic systems: Evidence from Germany. (2023). Breitner, Michael H ; Heumann, Maximilian ; Brauner, Tim ; Kraschewski, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001470.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2024Concentration versus diversification: A spatial deployment approach to improve the economics of wind power. (2024). Madlener, Reinhard ; Klie, Leo. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005426.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852.

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2023Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2023A Predictive Fuzzy Logic Model for Forecasting Electricity Day-Ahead Market Prices for Scheduling Industrial Applications. (2023). Birbas, Alexios ; Alefragis, Panayiotis ; Karampinis, Ioannis ; Plakas, Konstantinos ; Papalexopoulos, Alex. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4085-:d:1146667.

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2023Interval Load Forecasting for Individual Households in the Presence of Electric Vehicle Charging. (2023). Mir, Syed ; Grolinger, Katarina ; Ahmed, Mohamed ; Skala, Raiden. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4093-:d:1147109.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Study of Potential Impact of Wind Energy on Electricity Price Using Regression Techniques. (2023). Afthanorhan, Asyraf ; Malik, Hasmat ; Alotaibi, Majed A ; Gupta, Saket ; Tripathi, Madan Mohan ; Kumar, Neeraj. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14448-:d:1252917.

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2023How a Grid Company Could Enter the Hydrogen Industry through a New Business Model: A Case Study in China. (2023). Zhang, Haoyu ; Weng, Haixiao ; Shan, Rui ; Liu, Zhoubin ; Xu, Danlu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4417-:d:1084918.

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2023Probabilistic forecasting of electricity prices using an augmented LMARX-model. (2023). Sheybanivaziri, Samaneh ; Andersson, Jonas. In: Discussion Papers. RePEc:hhs:nhhfms:2023_011.

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2023Intraday power trading: toward an arms race in weather forecasting?. (2023). Wozabal, David ; Kuppelwieser, Thomas. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00698-5.

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2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

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2023Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. (2023). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/07.

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2023The multifaceted impact of US trade policy on financial markets. (2023). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:388-406.

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Works by Katarzyna Maciejowska:


YearTitleTypeCited
2020PCA forecast averaging - predicting day-ahead and intraday electricity prices In: WORking papers in Management Science (WORMS).
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paper15
2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices.(2020) In: Energies.
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This paper has nother version. Agregated cites: 15
article
2022Forecasting Electricity Prices In: Papers.
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paper1
2022A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets In: Papers.
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paper5
2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling In: Papers.
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paper3
2010Structural vector autoregressions with Markov switching In: Journal of Economic Dynamics and Control.
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article171
2009Structural Vector Autoregressions with Markov Switching.(2009) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 171
paper
2020Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach In: Energy Economics.
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article43
2021Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices In: Energy Economics.
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article22
2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy.
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article48
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs.(2013) In: HSC Research Reports.
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This paper has nother version. Agregated cites: 48
paper
2016A hybrid model for GEFCom2014 probabilistic electricity price forecasting In: International Journal of Forecasting.
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article53
2015A hybrid model for GEFCom2014 probabilistic electricity price forecasting.(2015) In: HSC Research Reports.
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This paper has nother version. Agregated cites: 53
paper
2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
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article84
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging.(2014) In: HSC Research Reports.
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This paper has nother version. Agregated cites: 84
paper
2010Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis In: Economics Working Papers.
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paper3
2010Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory In: Economics Working Papers.
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paper2
2019Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits In: Energies.
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article35
2013Assessing the number of components in a normal mixture: an alternative approach In: MPRA Paper.
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paper0
2010Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions In: Central European Journal of Economic Modelling and Econometrics.
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article3
2015Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics.
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article23
2013Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships.(2013) In: HSC Research Reports.
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This paper has nother version. Agregated cites: 23
paper
2013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market In: HSC Research Reports.
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paper8
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs In: HSC Research Reports.
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paper2
2014Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach In: HSC Research Reports.
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paper0
2014Fundamental and speculative shocks, what drives electricity prices? In: HSC Research Reports.
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paper19
2014Modeling consumer opinions towards dynamic pricing: An agent-based approach In: HSC Research Reports.
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paper1
2014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts In: HSC Research Reports.
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paper3
2015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals In: HSC Research Reports.
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paper6
2015Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products In: HSC Research Reports.
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paper0
2016Impact of social interactions on demand curves for innovative products In: HSC Research Reports.
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paper1
2019Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices In: HSC Research Reports.
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paper2

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