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 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe42
   Updated: 2023-11-04    RAS profile: 2023-11-01    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

2022Statistical 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022CBI-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

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.

Full description at Econpapers || Download paper

2022Extremal 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022LASSO 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

2022Tree-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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Smoothing 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

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.

Full description at Econpapers || Download paper

2023Enhancing 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

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.

Full description at Econpapers || Download paper

2023Multivariate 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Analysis 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Rafał Weron is editor of

Journal
HSC Software
HSC Research Reports

Rafał Weron has edited the books:

YearTitleTypeCited

Works by Rafał Weron:

YearTitleTypeCited
2015Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight? In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper0
2019Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper17
2019Averaging 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
2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper12
2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts.(2020) In: Energies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2020Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper54
2020Data-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]		paper3
2020Trading on short-term path forecasts of intraday electricity prices In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper3
2022Trading 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
2021Importance 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]		paper4
2021Importance 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
2021Simulation 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]		paper0
2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper0
2023Neural 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
2021Erratum 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]		paper20
2023Trading 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]		paper0
In: .
[Full Text][Citation analysis]		chapter0
2009Forecasting 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
2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland In: Papers.
[Full Text][Citation analysis]		paper4
2008Outflow 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
2010FX Smile in the Heston Model In: Papers.
[Full Text][Citation analysis]		paper28
2010FX Smile in the Heston Model.(2010) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2010FX Smile in the Heston Model.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2010FX Smile in the Heston Model.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2011Black swans or dragon kings? A simple test for deviations from the power law In: Papers.
[Full Text][Citation analysis]		paper3
2011Black 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
2011Black 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
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks In: Papers.
[Full Text][Citation analysis]		paper79
2018Day-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
2020Forecasting 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]		paper52
2021Forecasting 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
2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs In: Papers.
[Full Text][Citation analysis]		paper4
2022Calibration window selection based on change-point detection for forecasting electricity prices In: Papers.
[Full Text][Citation analysis]		paper0
2022Electricity Price Forecasting: The Dawn of Machine Learning In: Papers.
[Full Text][Citation analysis]		paper0
2022Forecasting Electricity Prices In: Papers.
[Full Text][Citation analysis]		paper0
2022Distributional neural networks for electricity price forecasting In: Papers.
[Full Text][Citation analysis]		paper6
2023Distributional neural networks for electricity price forecasting.(2023) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2001A simple model of price formation In: Papers.
[Full Text][Citation analysis]		paper21
2002A 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
2001Measuring long-range dependence in electricity prices In: Papers.
[Full Text][Citation analysis]		paper9
2002How effective is advertising in duopoly markets? In: Papers.
[Full Text][Citation analysis]		paper12
2003How 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
2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article99
2008Market price of risk implied by Asian-style electricity options and futures In: Energy Economics.
[Full Text][Citation analysis]		article52
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article96
2010An 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
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article85
2012Identifying 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
2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article34
2012Robust 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
2012Robust 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
2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics.
[Full Text][Citation analysis]		article32
2013Revisiting 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
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
[Full Text][Citation analysis]		article59
2013An 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
2015A note on using the Hodrick–Prescott filter in electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article10
2014A 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
2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article31
2016On 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
2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting In: Energy Economics.
[Full Text][Citation analysis]		article24
2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting.(2017) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
[Full Text][Citation analysis]		article15
2021Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article14
2019Regularized 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
2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy.
[Full Text][Citation analysis]		article42
2013Turning 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
2016Improving short term load forecast accuracy via combining sister forecasts In: Energy.
[Full Text][Citation analysis]		article26
2015Improving 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
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article135
2008Forecasting 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
2014Electricity 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]		article452
2014Electricity 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
2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]		article59
2014Probabilistic 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
2019On 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]		article25
2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2018Understanding 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
2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2018Probabilistic 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
1999A conditionally exponential decay approach to scaling in finance In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
1999Origins of the scaling behaviour in the dynamics of financial data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
1998Origins 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
1999Scaling in currency exchange: a conditionally exponential decay approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
1998Scaling 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
2000Hurst analysis of electricity price dynamics In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article37
2000Hurst analysis of electricity price dynamics.(2000) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2000Energy price risk management In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article27
2000Energy price risk management.(2000) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2000Property insurance loss distributions.(2000) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2001A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2001Modeling electricity loads in California: a continuous-time approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2002Estimating long-range dependence: finite sample properties and confidence intervals In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article110
2001Estimating 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
2004On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2005On detecting and modeling periodic correlation in financial data.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article92
2003Modeling 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
2018The 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]		article6
2017The 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
2016Difficulty 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]		article19
2018Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article121
2016Recent 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
1996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article49
In: .
[Full Text][Citation analysis]		article3
2018Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models In: Energies.
[Full Text][Citation analysis]		article23
2018Efficient 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
2018Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies.
[Full Text][Citation analysis]		article27
2018Selection 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
2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader In: Energies.
[Full Text][Citation analysis]		article10
2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting In: Energies.
[Full Text][Citation analysis]		article38
2016Automated 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
2005Stable Distributions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper39
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper43
2008A semiparametric factor model for electricity forward curve dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper9
2008A 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
2010Building Loss Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper20
2010Building Loss Models.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2010Building Loss Models.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2010Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper18
2010Models for Heavy-tailed Asset Returns.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2010Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2014Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa? In: PLOS ONE.
[Full Text][Citation analysis]		article7
2005Modelling catastrophe claims with left-truncated severity distributions (extended version) In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2005Modeling 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
2008Heavy-tails and regime-switching in electricity prices In: MPRA Paper.
[Full Text][Citation analysis]		paper42
2009Heavy-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
2006Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2004Structure and stylized facts of a deregulated power market In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2009Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2010Correction to: On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables In: MPRA Paper.
[Full Text][Citation analysis]		paper37
1996Correction 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
2010Loss Distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper14
2010Goodness-of-fit testing for regime-switching models In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2011Goodness-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
2007Heavy 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]		paper3
2002Origins of scaling in FX markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2010Simulation of Risk Processes In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2004Simulation of risk processes.(2004) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2010Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2011Efficient 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
2007Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper28
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article32
2011Efficient 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: 32		paper
2013Goodness-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]		article7
2006Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics.
[Full Text][Citation analysis]		article7
2015Computing electricity spot price prediction intervals using quantile regression and forecast averaging In: Computational Statistics.
[Full Text][Citation analysis]		article40
2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging.(2013) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2015Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics.
[Full Text][Citation analysis]		article16
2013Forecasting 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
2006Blackouts, risk, and fat-tailed distributions In: Springer Books.
[Citation analysis]		chapter0
2005Blackouts, risk, and fat-tailed distributions.(2005) In: Risk and Insurance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’ In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0
2016Convenience Yields and Risk Premiums in the EU?ETS—Evidence from the Kyoto Commitment Period In: Journal of Futures Markets.
[Full Text][Citation analysis]		article20
2015Convenience 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
2003Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market In: Econometrics.
[Full Text][Citation analysis]		paper15
2003Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime In: Econometrics.
[Full Text][Citation analysis]		paper34
2001LEVY-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
2001Levy-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
2005Market price of risk implied by Asian-style electricity options In: Econometrics.
[Full Text][Citation analysis]		paper3
2005Modeling and forecasting electricity loads: A comparison In: Econometrics.
[Full Text][Citation analysis]		paper5
2005Modeling electricity prices with regime switching models In: Econometrics.
[Full Text][Citation analysis]		paper13
2005FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics.
[Full Text][Citation analysis]		paper27
2005Modeling the risk process in the XploRe computing environment In: Risk and Insurance.
[Full Text][Citation analysis]		paper3
2004Modeling the risk process in the XploRe computing environment.(2004) In: Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2014DIFFUSION OF INNOVATION WITHIN AN AGENT-BASED MODEL: SPINSONS, INDEPENDENCE AND ADVERTISING In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]		article6
2013Diffusion 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
2020What is the Probability of an Electricity Price Spike? Evidence from the UK Power Market In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1
2023Combining 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]		article0
2000Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) In: HSC Books.
[Full Text][Citation analysis]		book0
2006Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach In: HSC Books.
[Full Text][Citation analysis]		book249
1998Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku) In: HSC Books.
[Full Text][Citation analysis]		book0
2002Modeling electricity loads in California: ARMA models with hyperbolic noise In: HSC Research Reports.
[Full Text][Citation analysis]		paper32
2002Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2003An introduction to simulation of risk processes In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2004Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie) In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2004Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci) In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2005Heavy tails and electricity prices In: HSC Research Reports.
[Full Text][Citation analysis]		paper14
2006Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports.
[Full Text][Citation analysis]		paper11
2006Interval forecasting of spot electricity prices In: HSC Research Reports.
[Full Text][Citation analysis]		paper97
2006Visualization tools for insurance risk processes In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
2009Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2010Heavy-tailed distributions in VaR calculations In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2012Inference for Markov-regime switching models of electricity spot prices In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
[Full Text][Citation analysis]		paper11
2012A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
2013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market In: HSC Research Reports.
[Full Text][Citation analysis]		paper5
2013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2013Rewiring the network. What helps an innovation to diffuse? In: HSC Research Reports.
[Full Text][Citation analysis]		paper5
2014Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2014A review of electricity price forecasting: The past, the present and the future In: HSC Research Reports.
[Full Text][Citation analysis]		paper18
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices In: HSC Research Reports.
[Full Text][Citation analysis]		paper4
2014Modeling consumer opinions towards dynamic pricing: An agent-based approach In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
2014Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts In: HSC Research Reports.
[Full Text][Citation analysis]		paper3
2014Forecasting the occurrence of electricity price spikes in the UK power market In: HSC Research Reports.
[Full Text][Citation analysis]		paper3
2014Evaluating the performance of VaR models in energy markets In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts In: HSC Research Reports.
[Full Text][Citation analysis]		paper14
2015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals In: HSC Research Reports.
[Full Text][Citation analysis]		paper5
2015Two 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]		paper0
2015Difficulty is critical: Psychological factors in modeling diffusion of green products and practices In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2016To combine or not to combine? Recent trends in electricity price forecasting In: HSC Research Reports.
[Full Text][Citation analysis]		paper7
2016Impact of social interactions on demand curves for innovative products In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models In: HSC Research Reports.
[Full Text][Citation analysis]		paper2
2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2017Variance stabilizing transformations for electricity spot price forecasting In: HSC Research Reports.
[Full Text][Citation analysis]		paper23
2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models In: HSC Research Reports.
[Full Text][Citation analysis]		paper4
2017Habitat momentum In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
2018A note on averaging day-ahead electricity price forecasts across calibration windows In: HSC Research Reports.
[Full Text][Citation analysis]		paper14
2018Electricity price forecasting In: HSC Research Reports.
[Full Text][Citation analysis]		paper145
2019Balancing RES generation: Profitability of an energy trader In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
1995Performance of the estimators of stable law parameters In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
1995Analysis of ROBECO data by neural networks In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
1997Evolution in a changing environment In: HSC Research Reports.
[Full Text][Citation analysis]		paper0
1999A 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]		paper0
2004Computationally intensive Value at Risk calculations In: Papers.
[Full Text][Citation analysis]		paper10

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team