32
H index
73
i10 index
3618
Citations
Politechnika Wrocławska | 32 H index 73 i10 index 3618 Citations RESEARCH PRODUCTION: 62 Articles 151 Papers 3 Books 3 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rafał Weron. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germanyâs 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. Full description at Econpapers || Download paper | |
2022 | Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications. (2020). Taleb, Nassim Nicholas. In: Papers. RePEc:arx:papers:2001.10488. Full description at Econpapers || Download paper | |
2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2023 | Sparse 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. Full description at Econpapers || Download paper | |
2022 | Optimal 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. Full description at Econpapers || Download paper | |
2022 | CBI-time-changed L\evy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2112.02440. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2022 | Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Predictive 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. Full description at Econpapers || Download paper | |
2022 | From 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Probabilistic forecasting of German electricity imbalance prices. (2022). Narajewski, Michal. In: Papers. RePEc:arx:papers:2205.11439. Full description at Econpapers || Download paper | |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper | |
2022 | Tree-Based Learning in RNNs for Power Consumption Forecasting. (2022). Manzoni, Pietro ; Baviera, Roberto. In: Papers. RePEc:arx:papers:2209.01378. Full description at Econpapers || Download paper | |
2022 | Efficient 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. Full description at Econpapers || Download paper | |
2022 | Simulation-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. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | Matching 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. Full description at Econpapers || Download paper | |
2023 | Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411. Full description at Econpapers || Download paper | |
2023 | Modeling 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. Full description at Econpapers || Download paper | |
2023 | Enhancing Energy System Models Using Better Load Forecasts. (2023). Musgens, Felix ; Grothe, Oliver ; Watermeyer, Mira ; Mobius, Thomas. In: Papers. RePEc:arx:papers:2302.11017. Full description at Econpapers || Download paper | |
2023 | Ruin 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. Full description at Econpapers || Download paper | |
2023 | Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419. Full description at Econpapers || Download paper | |
2023 | Statistical electricity price forecasting: A structural approach. (2023). Sgarlato, Raffaele. In: Papers. RePEc:arx:papers:2306.14186. Full description at Econpapers || Download paper | |
2023 | Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162. Full description at Econpapers || Download paper | |
2023 | Combining 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. Full description at Econpapers || Download paper | |
2022 | Machine 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. Full description at Econpapers || Download paper | |
2022 | Long?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. Full description at Econpapers || Download paper | |
2023 | Recent 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. Full description at Econpapers || Download paper | |
2022 | The Levelised Cost of Frequency Control Ancillary Services in Australiaââ¬â¢s National Electricity Market. (2022). Simshauser, Paul ; Nolan, T ; Gilmore, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2203. Full description at Econpapers || Download paper | |
2022 | A process of demand discovery from a smithian perspective.. (2022). Gama, Juan Pablo ; Bee, Michele. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td647. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Search 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. Full description at Econpapers || Download paper | |
2022 | Multiple 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Solar 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. Full description at Econpapers || Download paper | |
2022 | Framework 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. Full description at Econpapers || Download paper | |
2022 | An 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. Full description at Econpapers || Download paper | |
2022 | Scenarios 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. Full description at Econpapers || Download paper | |
2022 | Exploring 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. Full description at Econpapers || Download paper | |
2022 | Probabilistic 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Short-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. Full description at Econpapers || Download paper | |
2022 | Electricity 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. Full description at Econpapers || Download paper | |
2022 | Empirical 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. Full description at Econpapers || Download paper | |
2022 | Integrated 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. Full description at Econpapers || Download paper | |
2022 | Nonparametric 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | Dispatch 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Point 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. Full description at Econpapers || Download paper | |
2023 | Short-term electricity load forecastingâA 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. Full description at Econpapers || Download paper | |
2023 | Regulated 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. Full description at Econpapers || Download paper | |
2022 | Coherence 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. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2023 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Exchange 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. Full description at Econpapers || Download paper | |
2022 | Modeling 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. Full description at Econpapers || Download paper | |
2022 | Integrated 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Evaluation 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. Full description at Econpapers || Download paper | |
2022 | Data-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. Full description at Econpapers || Download paper | |
2022 | Spatial 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. Full description at Econpapers || Download paper | |
2022 | Short-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. Full description at Econpapers || Download paper | |
2022 | Optimal 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Probability 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. Full description at Econpapers || Download paper | |
2022 | Modeling 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. Full description at Econpapers || Download paper | |
2023 | Multivariable 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. Full description at Econpapers || Download paper | |
2023 | Foreseeing 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | From 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. Full description at Econpapers || Download paper | |
2023 | Modelling 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. Full description at Econpapers || Download paper | |
2022 | Price spikes, temporary price caps, and welfare effects of regulatory interventions on wholesale electricity markets. (2022). ÅİRİN, Selahattin ; Erten, Ibrahim ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000416. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Decision 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Electricity 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | National-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. Full description at Econpapers || Download paper | |
2022 | Probabilistic 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. Full description at Econpapers || Download paper | |
2022 | Data-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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Explaining 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. Full description at Econpapers || Download paper | |
2022 | Neural 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. Full description at Econpapers || Download paper | |
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2015 | Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight? In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2019 | Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 17 |
2019 | Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2020 | Beating the naive: Combining LASSO with naive intraday electricity price forecasts In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 12 |
2020 | Beating the NaïveâCombining LASSO with Naïve Intraday Electricity Price Forecasts.(2020) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2020 | Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 54 |
2020 | Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 3 |
2020 | Trading on short-term path forecasts of intraday electricity prices In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 3 |
2022 | Trading on short-term path forecasts of intraday electricity prices.(2022) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2021 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 4 |
2021 | Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO.(2021) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2021 | Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2021 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2023 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2021 | Erratum to Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark [Appl. Energy 293 (2021) 116983] In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 20 |
2023 | Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
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2009 | Forecasting wholesale electricity prices: A review of time series models.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland In: Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | FX Smile in the Heston Model In: Papers. [Full Text][Citation analysis] | paper | 28 |
2010 | FX Smile in the Heston Model.(2010) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2010 | FX Smile in the Heston Model.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2010 | FX Smile in the Heston Model.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2011 | Black swans or dragon kings? A simple test for deviations from the power law In: Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks In: Papers. [Full Text][Citation analysis] | paper | 79 |
2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | article | |
2020 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark In: Papers. [Full Text][Citation analysis] | paper | 52 |
2021 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark.(2021) In: Applied Energy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
2020 | Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs In: Papers. [Full Text][Citation analysis] | paper | 4 |
2022 | Calibration window selection based on change-point detection for forecasting electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Electricity Price Forecasting: The Dawn of Machine Learning In: Papers. [Full Text][Citation analysis] | paper | 0 |
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2022 | Distributional neural networks for electricity price forecasting In: Papers. [Full Text][Citation analysis] | paper | 6 |
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2001 | A simple model of price formation In: Papers. [Full Text][Citation analysis] | paper | 21 |
2002 | A SIMPLE MODEL OF PRICE FORMATION.(2002) In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2001 | Measuring long-range dependence in electricity prices In: Papers. [Full Text][Citation analysis] | paper | 9 |
2002 | How effective is advertising in duopoly markets? In: Papers. [Full Text][Citation analysis] | paper | 12 |
2003 | How effective is advertising in duopoly markets?.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2003 | How effective is advertising in duopoly markets?.(2003) In: Public Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
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 | 99 |
2008 | Market price of risk implied by Asian-style electricity options and futures In: Energy Economics. [Full Text][Citation analysis] | article | 52 |
2010 | An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics. [Full Text][Citation analysis] | article | 96 |
2010 | An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2013 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics. [Full Text][Citation analysis] | article | 85 |
2012 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2013 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics. [Full Text][Citation analysis] | article | 34 |
2012 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2012 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2014 | Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
2013 | Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2014 | An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics. [Full Text][Citation analysis] | article | 59 |
2013 | An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2015 | A note on using the HodrickâPrescott filter in electricity markets In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2014 | A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 31 |
2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting.(2016) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2019 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II â Probabilistic forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
2017 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II ââ¬â Probabilistic forecasting.(2017) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2019 | Carbon pricing and electricity markets â The case of the Australian Clean Energy Bill In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2021 | Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2019 | Regularized Quantile Regression Averaging for probabilistic electricity price forecasting.(2019) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy. [Full Text][Citation analysis] | article | 42 |
2013 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2016 | Improving short term load forecast accuracy via combining sister forecasts In: Energy. [Full Text][Citation analysis] | article | 26 |
2015 | Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 135 |
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 another version. Agregated cites: 135 | paper | |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 452 |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 59 |
2014 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2019 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
2019 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 46 |
2018 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2020 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2018 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1999 | A conditionally exponential decay approach to scaling in finance In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
1999 | Origins of the scaling behaviour in the dynamics of financial data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
1998 | Origins of the scaling behaviour in the dynamics of financial data.(1998) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1999 | Scaling in currency exchange: a conditionally exponential decay approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
1998 | Scaling in currency exchange: A Conditionally Exponential Decay approach.(1998) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2000 | Hurst analysis of electricity price dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 37 |
2000 | Hurst analysis of electricity price dynamics.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2000 | Energy price risk management In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
2000 | Energy price risk management.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2000 | Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
2000 | Property insurance loss distributions.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2001 | A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2001 | Modeling electricity loads in California: a continuous-time approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2002 | Estimating long-range dependence: finite sample properties and confidence intervals In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 110 |
2001 | Estimating long range dependence: finite sample properties and confidence intervals.(2001) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2004 | On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
2005 | On detecting and modeling periodic correlation in financial data.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2004 | Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 92 |
2003 | Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2018 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2017 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach.(2017) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 19 |
2018 | Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 121 |
2016 | Recent advances in electricity price forecasting: A review of probabilistic forecasting.(2016) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
1996 | On the Chambers-Mallows-Stuck method for simulating skewed stable random variables In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 49 |
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2018 | Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models In: Energies. [Full Text][Citation analysis] | article | 23 |
2018 | Efficient forecasting of electricity spot prices with expert and LASSO models.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2018 | Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies. [Full Text][Citation analysis] | article | 27 |
2018 | Selection of calibration windows for day-ahead electricity price forecasting.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2020 | Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader In: Energies. [Full Text][Citation analysis] | article | 10 |
2016 | Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting In: Energies. [Full Text][Citation analysis] | article | 38 |
2016 | Automated variable selection and shrinkage for day-ahead electricity price forecasting.(2016) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2005 | Stable Distributions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2006 | Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2008 | A semiparametric factor model for electricity forward curve dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | A semiparametric factor model for electricity forward curve dynamics.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2010 | Building Loss Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2010 | Building Loss Models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2010 | Building Loss Models.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2010 | Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2010 | Models for Heavy-tailed Asset Returns.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2010 | Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2014 | Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa? In: PLOS ONE. [Full Text][Citation analysis] | article | 7 |
2005 | Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2005 | Modeling catastrophe claims with left-truncated severity distributions (extended version).(2005) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | Heavy-tails and regime-switching in electricity prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 42 |
2009 | Heavy-tails and regime-switching in electricity prices.(2009) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2006 | Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2004 | Structure and stylized facts of a deregulated power market In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2009 | Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2010 | Correction to: On the ChambersâMallowsâStuck Method for Simulating Skewed Stable Random Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 37 |
1996 | Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables.(1996) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | Loss Distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 14 |
2010 | Goodness-of-fit testing for regime-switching models In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2011 | Goodness-of-fit testing for the marginal distribution of regime-switching models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
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 | 3 |
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2010 | Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
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2011 | Efficient estimation of Markov regime-switching models: An application to electricity spot prices.(2011) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2007 | Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 28 |
2012 | Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 32 |
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2013 | Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 7 |
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2015 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging In: Computational Statistics. [Full Text][Citation analysis] | article | 40 |
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2015 | Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics. [Full Text][Citation analysis] | article | 16 |
2013 | Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2006 | Blackouts, risk, and fat-tailed distributions In: Springer Books. [Citation analysis] | chapter | 0 |
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2013 | Discussion on âElectrical load forecasting by exponential smoothing with covariatesâ In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
2016 | Convenience Yields and Risk Premiums in the EU?ETSâEvidence from the Kyoto Commitment Period In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 20 |
2015 | Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period.(2015) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2003 | Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market In: Econometrics. [Full Text][Citation analysis] | paper | 15 |
2003 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime In: Econometrics. [Full Text][Citation analysis] | paper | 34 |
2001 | LEVY-STABLE DISTRIBUTIONS REVISITED: TAIL INDEX> 2DOES NOT EXCLUDE THE LEVY-STABLE REGIME.(2001) In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
2001 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime.(2001) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2005 | Market price of risk implied by Asian-style electricity options In: Econometrics. [Full Text][Citation analysis] | paper | 3 |
2005 | Modeling and forecasting electricity loads: A comparison In: Econometrics. [Full Text][Citation analysis] | paper | 5 |
2005 | Modeling electricity prices with regime switching models In: Econometrics. [Full Text][Citation analysis] | paper | 13 |
2005 | FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics. [Full Text][Citation analysis] | paper | 27 |
2005 | Modeling the risk process in the XploRe computing environment In: Risk and Insurance. [Full Text][Citation analysis] | paper | 3 |
2004 | Modeling the risk process in the XploRe computing environment.(2004) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | DIFFUSION OF INNOVATION WITHIN AN AGENT-BASED MODEL: SPINSONS, INDEPENDENCE AND ADVERTISING In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 6 |
2013 | Diffusion of innovation within an agent-based model: Spinsons, independence and advertising.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | What is the Probability of an Electricity Price Spike? Evidence from the UK Power Market In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
2023 | Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding? In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 0 |
2000 | Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) In: HSC Books. [Full Text][Citation analysis] | book | 0 |
2006 | Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach In: HSC Books. [Full Text][Citation analysis] | book | 249 |
1998 | Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku) In: HSC Books. [Full Text][Citation analysis] | book | 0 |
2002 | Modeling electricity loads in California: ARMA models with hyperbolic noise In: HSC Research Reports. [Full Text][Citation analysis] | paper | 32 |
2002 | Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2003 | An introduction to simulation of risk processes In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2004 | Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2004 | Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2005 | Heavy tails and electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 14 |
2006 | Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports. [Full Text][Citation analysis] | paper | 11 |
2006 | Interval forecasting of spot electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 97 |
2006 | Visualization tools for insurance risk processes In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2009 | Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2010 | Heavy-tailed distributions in VaR calculations In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2012 | Inference for Markov-regime switching models of electricity spot prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports. [Full Text][Citation analysis] | paper | 11 |
2012 | A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2013 | Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market In: HSC Research Reports. [Full Text][Citation analysis] | paper | 5 |
2013 | Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2013 | Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2013 | Rewiring the network. What helps an innovation to diffuse? In: HSC Research Reports. [Full Text][Citation analysis] | paper | 5 |
2014 | Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2014 | A review of electricity price forecasting: The past, the present and the future In: HSC Research Reports. [Full Text][Citation analysis] | paper | 18 |
2014 | Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 4 |
2014 | Modeling consumer opinions towards dynamic pricing: An agent-based approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2014 | Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2014 | Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
2014 | Forecasting the occurrence of electricity price spikes in the UK power market In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
2014 | Evaluating the performance of VaR models in energy markets In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2015 | Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts In: HSC Research Reports. [Full Text][Citation analysis] | paper | 14 |
2015 | Short- 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. [Full Text][Citation analysis] | paper | 5 |
2015 | Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2015 | Difficulty is critical: Psychological factors in modeling diffusion of green products and practices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2016 | To combine or not to combine? Recent trends in electricity price forecasting In: HSC Research Reports. [Full Text][Citation analysis] | paper | 7 |
2016 | Impact of social interactions on demand curves for innovative products In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2016 | Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2017 | Variance stabilizing transformations for electricity spot price forecasting In: HSC Research Reports. [Full Text][Citation analysis] | paper | 23 |
2017 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models In: HSC Research Reports. [Full Text][Citation analysis] | paper | 4 |
2017 | Habitat momentum In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2018 | A note on averaging day-ahead electricity price forecasts across calibration windows In: HSC Research Reports. [Full Text][Citation analysis] | paper | 14 |
2018 | Electricity price forecasting In: HSC Research Reports. [Full Text][Citation analysis] | paper | 145 |
2019 | Balancing RES generation: Profitability of an energy trader In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
1995 | Performance of the estimators of stable law parameters In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
1995 | Analysis of ROBECO data by neural networks In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
1997 | Evolution in a changing environment In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
1999 | A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2004 | Computationally intensive Value at Risk calculations In: Papers. [Full Text][Citation analysis] | paper | 10 |
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