9
H index
9
i10 index
583
Citations
Politechnika Wrocławska (50% share) | 9 H index 9 i10 index 583 Citations RESEARCH PRODUCTION: 2 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Misiorek. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology | 5 |
| MPRA Paper / University Library of Munich, Germany | 5 |
| Econometrics / University Library of Munich, Germany | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Risk valuation of quanto derivatives on temperature and electricity. (2024). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692. Full description at Econpapers || Download paper |
| 2025 | The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets. (2025). O'Connor, Ciaran ; Bahloul, Mohamed ; Visentin, Andrea ; Prestwich, Steven. In: Papers. RePEc:arx:papers:2511.05523. Full description at Econpapers || Download paper |
| 2024 | Principal component analysis of dayâahead electricity price forecasting in CAISO and its implications for highly integrated renewable energy markets. (2024). Akintunde, Ruth ; Nyangon, Joseph. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:1:n:e504. Full description at Econpapers || Download paper |
| 2024 | Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Pineau, Pierre-Olivier ; Charlin, Laurent ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321. Full description at Econpapers || Download paper |
| 2025 | Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x. Full description at Econpapers || Download paper |
| 2025 | Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x. Full description at Econpapers || Download paper |
| 2024 | Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624. Full description at Econpapers || Download paper |
| 2024 | Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Monjazeb, Mohammadreza ; Amiri, Hossein ; Movahedi, Akram. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194. Full description at Econpapers || Download paper |
| 2024 | A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market. (2024). Dinh, Nam Trong ; Cornell, Cameron ; Pourmousavi, Ali S. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1421-1437. Full description at Econpapers || Download paper |
| 2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680. Full description at Econpapers || Download paper |
| 2024 | Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model. (2024). Kania, Krzysztof ; Pilot, Karol ; Ganczarek-Gamrot, Alicja. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4436-:d:1471177. Full description at Econpapers || Download paper |
| 2025 | Energy Demand Forecasting Using Temporal Variational Residual Network. (2025). Ashebir, Simachew ; Kim, Seongtae. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:3:p:42-:d:1722503. Full description at Econpapers || Download paper |
| 2024 | Deep-learning model using hybrid adaptive trend estimated series for modelling and forecasting sales. (2024). Hassan, M. Kabir ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Alam, Md Iftekharul ; al Jaber, MD ; Aditya, Shuvra ; Azad, Rahat Uddin. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-04838-6. Full description at Econpapers || Download paper |
| 2025 | Expectile regression averaging method for probabilistic forecasting of electricity prices. (2025). Janczura, Joanna. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01508-y. Full description at Econpapers || Download paper |
| 2024 | Electricity price forecasting using quantile regression averaging with nonconvex regularization. (2024). Dong, Yao ; Wang, Jianzhou ; Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1859-1879. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 150 |
| 2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 183 |
| 2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 183 | paper | |
| 2010 | Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Loss Distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
| 2007 | Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Models for Heavy-tailed Asset Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2010 | Models for heavy-tailed asset returns.(2010) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2005 | Modeling and forecasting electricity loads: A comparison In: Econometrics. [Full Text][Citation analysis] | paper | 11 |
| 2005 | FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics. [Full Text][Citation analysis] | paper | 30 |
| 2006 | Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports. [Full Text][Citation analysis] | paper | 13 |
| 2006 | Interval forecasting of spot electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 137 |
| 2008 | Short-term forecasting of electricity prices: Do we need a different model for each hour? In: HSC Research Reports. [Full Text][Citation analysis] | paper | 10 |
| 2010 | Heavy-tailed distributions in VaR calculations In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
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