Rafał Weron : Citation Profile


Are you Rafał Weron?

Politechnika Wrocławska

32

H index

73

i10 index

3618

Citations

RESEARCH PRODUCTION:

62

Articles

151

Papers

3

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 129
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 284.    Total self citations: 154 (4.08 %)

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   Permalink: http://citec.repec.org/pwe42
   Updated: 2023-11-04    RAS profile: 2023-11-01    
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Relations with other researchers


Works with:

Marcjasz, Grzegorz (22)

Uniejewski, Bartosz (15)

Serafin, Tomasz (7)

Weron, Tomasz (3)

Nitka, Weronika (3)

Zabawa, Jacek (2)

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

Is cited by:

Maciejowska, Katarzyna (91)

Janczura, Joanna (64)

Gianfreda, Angelica (54)

Uniejewski, Bartosz (52)

Grossi, Luigi (50)

Rossini, Luca (48)

Ravazzolo, Francesco (44)

Nitka, Weronika (42)

Weron, Tomasz (39)

Nan, Fany (38)

Serafin, Tomasz (38)

Cites to:

Nowotarski, Jakub (221)

Trueck, Stefan (139)

Misiorek, Adam (134)

Uniejewski, Bartosz (132)

Maciejowska, Katarzyna (95)

Janczura, Joanna (91)

Marcjasz, Grzegorz (91)

Cartea, Álvaro (55)

Hong, Tao (54)

Sznajd-Weron, Katarzyna (51)

Lisi, Francesco (41)

Main data


Where Rafał Weron has published?


Journals with more than one article published# docs
Energy Economics14
Physica A: Statistical Mechanics and its Applications13
Energies7
International Journal of Forecasting7
Computational Statistics3
AStA Advances in Statistical Analysis2
International Journal of Modern Physics C (IJMPC)2
Renewable and Sustainable Energy Reviews2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology82
MPRA Paper / University Library of Munich, Germany26
Papers / arXiv.org13
WORking papers in Management Science (WORMS) / Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology11
Econometrics / University Library of Munich, Germany7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany6
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)3
Risk and Insurance / University Library of Munich, Germany2

Recent works citing Rafał Weron (2023 and 2022)


YearTitle of citing document
2023Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market. (2023). Bag, Raul Cristian ; Ben-Amor, Souhir ; Balasoiu, Narciz ; Paraschiv, Dorel Mihai. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:463.

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2022Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications. (2020). Taleb, Nassim Nicholas. In: Papers. RePEc:arx:papers:2001.10488.

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2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2022Optimal bidding on hourly and quarter-hourly day-ahead electricity price auctions: trading large volumes of power with market impact and transaction costs. (2021). Narajewski, Michal ; Ziel, Florian. In: Papers. RePEc:arx:papers:2104.14204.

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2022CBI-time-changed L\evy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2112.02440.

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2022Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01720.

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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

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2022Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568.

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2022From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2022). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Papers. RePEc:arx:papers:2204.10154.

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2022A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets. (2022). Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2205.00975.

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2022Probabilistic forecasting of German electricity imbalance prices. (2022). Narajewski, Michal. In: Papers. RePEc:arx:papers:2205.11439.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2022Tree-Based Learning in RNNs for Power Consumption Forecasting. (2022). Manzoni, Pietro ; Baviera, Roberto. In: Papers. RePEc:arx:papers:2209.01378.

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2022Efficient evaluation of expectations of functions of a stable L\evy process and its extremum. (2022). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2209.12349.

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2022Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. (2022). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2211.13002.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Matching of Everyday Power Supply and Demand with Dynamic Pricing: Problem Formalisation and Conceptual Analysis. (2023). Ernst, Damien ; Sutera, Antonio ; Th, Thibaut. In: Papers. RePEc:arx:papers:2301.11587.

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2023Smoothing 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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2023Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769.

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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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2023Ruin probability for the quota share model with~phase-type distributed claims. (2023). Wilkowska, Aleksandra ; Teuerle, Marek ; Palmowski, Zbigniew ; Burnecki, Krzysztof. In: Papers. RePEc:arx:papers:2303.07705.

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2023Multivariate 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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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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2023Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419.

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2023Statistical electricity price forecasting: A structural approach. (2023). Sgarlato, Raffaele. In: Papers. RePEc:arx:papers:2306.14186.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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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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2022Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561.

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2022Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

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2023Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465.

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2022The Levelised Cost of Frequency Control Ancillary Services in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Nolan, T ; Gilmore, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2203.

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2022A process of demand discovery from a smithian perspective.. (2022). Gama, Juan Pablo ; Bee, Michele. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td647.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2022A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization. (2022). Mora, Carlos Ruiz ; Mata, Antonio Alcantara. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36072.

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2022Search query and tourism forecasting during the pandemic: When and where can digital footprints be helpful as predictors?. (2022). Liu, Xiaohui ; Jiang, Lan ; Fan, Yawen ; Yang, Yang. In: Annals of Tourism Research. RePEc:eee:anture:v:93:y:2022:i:c:s0160738322000160.

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2022Multiple seasonal STL decomposition with discrete-interval moving seasonalities. (2022). Peiro-Signes, A ; Garcia-Diaz, Carlos J ; Trull, Oscar. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:433:y:2022:i:c:s0096300322004726.

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2022The influence of temporal variability and reservoir management on demand-response in the water sector. (2022). Hall, J W ; van Zyl, J E ; Majid, A. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011387.

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2022A deep generative model for probabilistic energy forecasting in power systems: normalizing flows. (2022). Cornelusse, Bertrand ; Lanaspeze, Damien ; Wehenkel, Antoine ; Dumas, Jonathan ; Sutera, Antonio. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011909.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022Framework for collaborative intelligence in forecasting day-ahead electricity price. (2022). Yeregui, Imanol ; Naveran, Gorka ; Irizar, Ion ; Castro, Alain ; Beltran, Sergio. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013398.

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2022An operational bidding framework for aggregated electric vehicles on the electricity spot market. (2022). Vuik, C ; Pauwels, E J ; Sicurani, O ; Ferreira, A C ; Kootte, M E ; Visser, L R ; Alskaif, T A ; Van Sark, W. G. J. H. M., . In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015403.

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2022Scenarios modelling for forecasting day-ahead electricity prices: Case studies in Australia. (2022). Zhu, Jianguo ; Lei, Gang ; Qiu, Jing ; Lu, Xin. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015555.

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2022Exploring the design space of PV-plus-battery system configurations under evolving grid conditions. (2022). Denholm, Paul ; Cole, Wesley J ; Murphy, Caitlin A ; Schleifer, Anna H. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015890.

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2022Probabilistic electric load forecasting through Bayesian Mixture Density Networks. (2022). Vitali, Andrea ; Spinelli, Stefano ; Matteucci, Matteo ; Brusaferri, Alessandro. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921015907.

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2022Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. (2022). Huang, Shih-Feng ; Chen, Zih-Bing ; Chang, Chih-Hao. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016500.

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2022A market feedback framework for improved estimates of the arbitrage value of energy storage using price-taker models. (2022). Denholm, Paul ; Emmanuel, Michael Ikechi. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921015130.

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2022Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244.

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2022Electricity price forecasting on the day-ahead market using machine learning. (2022). Robardet, Celine ; Plantevit, Marc ; Pierre, Erwan ; Tschora, Leonard. In: Applied Energy. RePEc:eee:appene:v:313:y:2022:i:c:s0306261922002057.

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2022Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542.

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2022Integrated scheduling and bidding of power and reserve of energy resource aggregators with storage plants. (2022). Kuttner, Leopold. In: Applied Energy. RePEc:eee:appene:v:321:y:2022:i:c:s0306261922006407.

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2022Nonparametric probabilistic load forecasting based on quantile combination in electrical power systems. (2022). Fu, Hong ; Wang, Shuo ; Cao, Chaojin ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008273.

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2022How good are TSO load and renewable generation forecasts: Learning curves, challenges, and the road ahead. (2022). Tao, Zhenmin ; Kazmi, Hussain. In: Applied Energy. RePEc:eee:appene:v:323:y:2022:i:c:s0306261922008753.

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2022Impact of the tilt angle, inverter sizing factor and row spacing on the photovoltaic power forecast accuracy. (2022). Mayer, Martin Janos. In: Applied Energy. RePEc:eee:appene:v:323:y:2022:i:c:s0306261922009059.

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2022Dispatch optimization of a concentrating solar power system under uncertain solar irradiance and energy prices. (2022). Wagner, Michael J ; Morton, David P ; Kahveciolu, Goke. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922012351.

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2022A pattern classification methodology for interval forecasts of short-term electricity prices based on hybrid deep neural networks: A comparative analysis. (2022). Zhou, Kaile ; Zheng, Qingru ; Yang, Yudie ; Shao, Zhen ; Liu, Chen. In: Applied Energy. RePEc:eee:appene:v:327:y:2022:i:c:s0306261922013721.

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2022Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Li, Shaoting ; Wang, Xuerui. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519.

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2023Short-term electricity load forecasting—A systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500.

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2023Regulated peer-to-peer energy markets for harnessing decentralized demand flexibility. (2023). Zhang, Max K ; Lee, Zachary E. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923000363.

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2022Coherence and stochastic resonance in the fractional-birhythmic self-sustained system subjected to fractional time-delay feedback and Lévy noise. (2022). David, Afungchui ; Yonkeu, Mbakob R. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p1:s0960077922009328.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2022Exchange options for catastrophe risk management. (2022). Wang, Xingchun ; Shao, Xinjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001832.

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2022Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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2022Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming. (2022). Ziel, Florian ; Gonsch, Jochen ; Finnah, Benedikt. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:726-746.

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2023The value of product recall insurance in a price competition with financially constrained suppliers. (2023). Zheng, Chaonan ; Xu, Shujun ; Wei, Hang ; Chen, Jing. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1161-1176.

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2022The dependence of quantile power prices on supply from renewables. (2022). Stet, Cristian ; Huisman, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005351.

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2022Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account. (2022). Herwartz, Helmut ; Scheller, Fabian ; Lehna, Malte. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005879.

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2022Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming. (2022). Dehler-Holland, Joris ; Keles, Dogan. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006356.

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2022Data-driven structural modeling of electricity price dynamics. (2022). Kariniotakis, Georges ; Girard, Robin ; Mahler, Valentin. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000032.

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2022Spatial merit order effects of renewables in the Italian power exchange. (2022). Sapio, Alessandro ; de Siano, Rita ; Desiano, Rita . In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000172.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs. (2022). Ziel, Florian ; Narajewski, Micha. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001505.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022A volatility spillover analysis with realized semi(co)variances in Australian electricity markets. (2022). Zarraga, Ainhoa ; Chanatasig-Niza, Evelyn ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002407.

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2022Dynamic electricity tariffs: Designing reasonable pricing schemes for private households. (2022). von Loessl, Victor ; Freier, Julia. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003012.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions. (2022). Miller, J. ; Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004212.

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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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2023Foreseeing the worst: Forecasting electricity DART spikes. (2023). Godin, Frederic ; Gauthier, Genevieve ; Galarneau-Vincent, Remi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000191.

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2023Assessing the impact of battery storage on Australian electricity markets. (2023). Truck, Stefan ; Foley, Sean ; Rangarajan, Arvind. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000993.

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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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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2022Price spikes, temporary price caps, and welfare effects of regulatory interventions on wholesale electricity markets. (2022). ŞİRİN, Selahattin ; Erten, Ibrahim ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000416.

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2022Assessing the relationship between electricity and natural gas prices in European markets in times of distress. (2022). Uribe, Jorge ; Mosquera-López, Stephania ; Arenas, Oscar J ; Mosquera-Lopez, Stephania. In: Energy Policy. RePEc:eee:enepol:v:166:y:2022:i:c:s0301421522002439.

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2022Decision strategies in sequential power markets with renewable energy. (2022). Ketter, Wolfgang ; Huisman, Ronald ; Koolen, Derck. In: Energy Policy. RePEc:eee:enepol:v:167:y:2022:i:c:s0301421522002506.

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2022The impact of renewables on the incidents of negative prices in the energy spot markets. (2022). Dreisbach, Dina ; Prokhorov, Oleksandr. In: Energy Policy. RePEc:eee:enepol:v:167:y:2022:i:c:s0301421522002981.

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2023A bigger bang for the buck: The impact of risk reduction on renewable energy support payments in Europe. (2023). Kitzing, Lena ; Ukan, Mak. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006140.

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2023Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX. (2023). Kanamura, Takashi ; Rassi, Samin. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001374.

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2022Impact of wind-hydro dynamics on electricity price: A seasonal spatial econometric analysis. (2022). Sheng, Mingyue Selena ; Yi, Ming ; Sharp, Basil ; Suomalainen, Kiti ; Wen, LE. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221023240.

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2022National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?. (2022). Cho, Youngsang ; Lee, Juyong. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026153.

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2022Probabilistic load forecasting with a non-crossing sparse-group Lasso-quantile regression deep neural network. (2022). Kusiak, Andrew ; Liu, Yezheng ; Jiang, Cuixia ; Xu, Qifa ; Lu, Shixiang. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221032047.

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2022Data-driven modeling for long-term electricity price forecasting. (2022). Sansavini, Giovanni ; Blume, Steffen ; Wuthrich, Moritz ; Gabrielli, Paolo. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pb:s036054422200010x.

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2022Forecasting energy prices using a novel hybrid model with variational mode decomposition. (2022). Yu, Yuanyuan ; Tan, Bin ; Lu, Qin ; Lin, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002699.

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2022Forecasting the occurrence of extreme electricity prices using a multivariate logistic regression model. (2022). Wennersten, Ronald ; Sun, Qie ; Li, Hailong ; Yan, Ruifeng ; Ma, Cuiping ; Bai, Feifei ; Liu, Luyao. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003206.

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2022Explaining household electricity consumption using quantile regression, decision tree and artificial neural network. (2022). Tamo, Thomas T ; Voufo, Joseph ; Ngohe, Paul Salomon ; Nzotcha, Urbain ; Kenfack, Joseph ; Nsangou, Jean Calvin. In: Energy. RePEc:eee:energy:v:250:y:2022:i:c:s0360544222007599.

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2022Neural network dynamic differential control for long-term price guidance mechanism of flexible energy service providers. (2022). Yin, Linfei ; Qiu, Yao. In: Energy. RePEc:eee:energy:v:255:y:2022:i:c:s036054422201461x.

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Rafał Weron is editor of


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2015Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight? In: WORking papers in Management Science (WORMS).
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2002How effective is advertising in duopoly markets? In: Papers.
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2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
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2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports.
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2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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2014A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports.
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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics.
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2016Improving short term load forecast accuracy via combining sister forecasts In: Energy.
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2015Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports.
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1998Origins of the scaling behaviour in the dynamics of financial data.(1998) In: HSC Research Reports.
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1999Scaling in currency exchange: a conditionally exponential decay approach In: Physica A: Statistical Mechanics and its Applications.
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2005Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports.
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