33
H index
80
i10 index
4232
Citations
Politechnika Wrocławska | 33 H index 80 i10 index 4232 Citations RESEARCH PRODUCTION: 65 Articles 163 Papers 3 Books 3 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 | |
---|---|---|
2024 | Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411. Full description at Econpapers || Download paper | |
2024 | Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper | |
2024 | Risk valuation of quanto derivatives on temperature and electricity. (2024). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692. Full description at Econpapers || Download paper | |
2025 | Zero-Inflated Bandits. (2025). Wan, Runzhe ; Song, Rui ; Shi, Lei ; Wei, Haoyu. In: Papers. RePEc:arx:papers:2312.15595. Full description at Econpapers || Download paper | |
2024 | Electricity Price Forecasting in the Irish Balancing Market. (2024). Prestwich, Steven ; Collins, Joseph ; O'Connor, Ciaran ; Visentin, Andrea. In: Papers. RePEc:arx:papers:2402.06714. Full description at Econpapers || Download paper | |
2024 | mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters. (2024). Trull, Oscar ; Garc, Carlos J ; Peir, Angel. In: Papers. RePEc:arx:papers:2402.10982. Full description at Econpapers || Download paper | |
2024 | Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761. Full description at Econpapers || Download paper | |
2024 | Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968. Full description at Econpapers || Download paper | |
2024 | The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982. Full description at Econpapers || Download paper | |
2024 | Revisiting Day-ahead Electricity Price: Simple Model Save Millions. (2024). Wang, Linian ; Liu, Jianghong ; Zhang, Huibing ; Yu, Anlan. In: Papers. RePEc:arx:papers:2405.14893. Full description at Econpapers || Download paper | |
2024 | From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326. Full description at Econpapers || Download paper | |
2024 | Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235. Full description at Econpapers || Download paper | |
2024 | Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795. Full description at Econpapers || Download paper | |
2024 | Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750. Full description at Econpapers || Download paper | |
2024 | Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224. Full description at Econpapers || Download paper | |
2024 | Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting. (2024). Musgens, Felix ; Mobius, Thomas ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2411.04880. Full description at Econpapers || Download paper | |
2024 | Ranking probabilistic forecasting models with different loss functions. (2024). Uniejewski, Bartosz ; Serafin, Tomasz. In: Papers. RePEc:arx:papers:2411.17743. Full description at Econpapers || Download paper | |
2024 | Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis. (2024). Akintunde, Ruth ; Nyangon, Joseph. In: Papers. RePEc:arx:papers:2412.07787. Full description at Econpapers || Download paper | |
2025 | A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963. Full description at Econpapers || Download paper | |
2025 | OrderFusion: Encoding Orderbook for Probabilistic Intraday Price Prediction. (2025). Yu, Runyao ; Leimgruber, Fabian ; Tao, Yuchen ; Cremer, Jochen L ; Esterl, Tara. In: Papers. RePEc:arx:papers:2502.06830. Full description at Econpapers || Download paper | |
2025 | Package Bids in Combinatorial Electricity Auctions: Selection, Welfare Losses, and Alternatives. (2025). Hug, Gabriela ; Hubner, Thomas. In: Papers. RePEc:arx:papers:2502.09420. Full description at Econpapers || Download paper | |
2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518. Full description at Econpapers || Download paper | |
2025 | Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611. Full description at Econpapers || Download paper | |
2025 | Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting. (2025). Hirsch, Simon. In: Papers. RePEc:arx:papers:2504.02518. Full description at Econpapers || Download paper | |
2025 | Stochastic dominance for linear combinations of infinite-mean risks. (2025). Hu, Taizhong ; Chen, Yuyu ; Shneer, Seva ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2505.01739. Full description at Econpapers || Download paper | |
2025 | Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting. (2025). Amir, Timoth'Ee Hornek ; Tchappi, Igor ; Fridgen, Gilbert. In: Papers. RePEc:arx:papers:2506.08113. Full description at Econpapers || Download paper | |
2024 | Principal component analysis of dayâahead electricity price forecasting in CAISO and its implications for highly integrated renewable energy markets. (2024). Akintunde, Ruth ; Nyangon, Joseph. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:1:n:e504. Full description at Econpapers || Download paper | |
2025 | Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043. Full description at Econpapers || Download paper | |
2024 | Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data. (2024). Dumas, Jonathan ; Schinke-Nendza, Aiko ; Pflugfelder, Yannik ; Weber, Christoph. In: EWL Working Papers. RePEc:dui:wpaper:2407. Full description at Econpapers || Download paper | |
2025 | Bidding CHP portfolios consistently into sequential reserve and electricity spot markets. (2025). Weber, Christoph ; Beran, Philip ; Jahns, Christopher ; Furtwaangler, Christian ; Vogler, Arne. In: EWL Working Papers. RePEc:dui:wpaper:2502. Full description at Econpapers || Download paper | |
2024 | Has Real Time Spot Electricity Market in India Impacted Day-Ahead Spot Electricity Market?. (2024). Singh, Sweta ; Girish, G P ; Supra, Bharath ; Saran, Rashmita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-35. Full description at Econpapers || Download paper | |
2024 | Harnessing eXplainable artificial intelligence for feature selection in time series energy forecasting: A comparative analysis of Grad-CAM and SHAP. (2024). Ye, Xianming ; Naidoo, Raj ; van Zyl, Corne. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014435. Full description at Econpapers || Download paper | |
2024 | Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733. Full description at Econpapers || Download paper | |
2024 | Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Pineau, Pierre-Olivier ; Charlin, Laurent ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321. Full description at Econpapers || Download paper | |
2024 | Joint forecasting of source-load-price for integrated energy system based on multi-task learning and hybrid attention mechanism. (2024). Mu, Yuchen ; Yan, YI ; Li, KE ; Wang, Haiyang ; Yang, Fan ; Zhang, Chenghui. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002046. Full description at Econpapers || Download paper | |
2024 | Day-ahead regional solar power forecasting with hierarchical temporal convolutional neural networks using historical power generation and weather data. (2024). Halgamuge, Saman ; Perera, Maneesha ; Bandara, Kasun ; de Hoog, Julian ; Senanayake, Damith. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003544. Full description at Econpapers || Download paper | |
2024 | Forecasting individual bids in real electricity markets through machine learning framework. (2024). Chen, Qixin ; Tang, Qinghu ; Zheng, Kedi ; Guo, Hongye. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004367. Full description at Econpapers || Download paper | |
2024 | Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410. Full description at Econpapers || Download paper | |
2024 | Building plug load mode detection, forecasting and scheduling. (2024). Botman, Lola ; Chia, Keaton ; Lago, Jesus ; Wolf, Jesse ; Kleissl, Jan ; de Moor, Bart ; Fu, Xiaohan. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004811. Full description at Econpapers || Download paper | |
2024 | Re-dispatch simplification analysis: Confirmation holism and assessing the impact of simplifications on energy system model performance. (2024). Gorman, Nicholas ; MacGill, Iain ; Bruce, Anna. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924006330. Full description at Econpapers || Download paper | |
2024 | A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism. (2024). Nie, Ying ; Li, Ping ; Zhang, Lifang ; Wang, Jianzhou. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006160. Full description at Econpapers || Download paper | |
2024 | Multivariate scenario generation of day-ahead electricity prices using normalizing flows. (2024). Dahmen, Manuel ; Gorjo, Leonardo Rydin ; Trebbien, Julius ; Hilger, Hannes ; Cramer, Eike ; Witthaut, Dirk. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s030626192400624x. Full description at Econpapers || Download paper | |
2024 | Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty. (2024). Bazilian, Morgan ; MacMillan, Madeline ; Villa, Daniel L ; Zolan, Alexander. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007384. Full description at Econpapers || Download paper | |
2024 | Probabilistic solar power forecasting: An economic and technical evaluation of an optimal market bidding strategy. (2024). van Sark, W. G. H. J. M., ; Alskaif, T A ; Visser, L R ; Kleissl, J ; Khurram, A. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009565. Full description at Econpapers || Download paper | |
2024 | A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing ; Zhang, Xiandong ; Huang, Siwan ; Zhong, Ming. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467. Full description at Econpapers || Download paper | |
2024 | Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach. (2024). Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Acharya, Rajendra U ; Barua, Prabal Datta ; Sharma, Ekta ; Casillas-Perez, David ; Ghimire, Sujan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013035. Full description at Econpapers || Download paper | |
2024 | Self-attention mechanism to enhance the generalizability of data-driven time-series prediction: A case study of intra-hour power forecasting of urban distributed photovoltaic systems. (2024). Chu, Yinghao ; Zhao, Xin ; Chen, Shanlin ; Cui, Rongxi ; Li, Mengying ; Yu, Hanxin ; Ding, Yueming. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013904. Full description at Econpapers || Download paper | |
2024 | Future energy insights: Time-series and deep learning models for city load forecasting. (2024). Olsson, Tobias ; Lundstrom, Oxana ; Maleki, Neda ; Jeansson, John ; Ahlgren, Fredrik ; Musaddiq, Arslan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924014508. Full description at Econpapers || Download paper | |
2025 | Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x. Full description at Econpapers || Download paper | |
2025 | A novel hybrid model based on evolving multi-quantile long and short-term memory neural network for ultra-short-term probabilistic forecasting of photovoltaic power. (2025). Zhu, Jianhua ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924019846. Full description at Econpapers || Download paper | |
2025 | Review of several key processes in wind power forecasting: Mathematical formulations, scientific problems, and logical relations. (2025). Xu, Chuanyu ; Yang, Mao ; Huang, Yutong ; Liu, Chenyu ; Dai, Bozhi. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924020142. Full description at Econpapers || Download paper | |
2025 | Bayesian hierarchical probabilistic forecasting of intraday electricity prices. (2025). Mller, Gernot ; Nickelsen, Daniel. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023596. Full description at Econpapers || Download paper | |
2025 | Demonstration of a low-cost solution for implementing MPC in commercial buildings with legacy equipment. (2025). Sartori, Igor ; Walnum, Harald Taxt ; Gros, Sebastien ; Ward, Peder. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023961. Full description at Econpapers || Download paper | |
2025 | Deep generative models in energy system applications: Review, challenges, and future directions. (2025). King, Ryan N ; Emami, Patrick ; Zhang, Xiangyu ; Cortiella, Alexandre ; Glaws, Andrew. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924024437. Full description at Econpapers || Download paper | |
2025 | Analysis and prediction of incoming wind speed for turbines in complex wind farm: Accounting for meteorological factors and spatiotemporal characteristics of wind farm. (2025). Ma, Wanli ; Zhu, Xiaoxun ; Lu, Hongkun ; Yu, Jinxiao ; Gao, Xiaoxia ; Zhao, Qiansheng ; Wang, YU ; Cao, Jingyuan. In: Applied Energy. RePEc:eee:appene:v:381:y:2025:i:c:s0306261924025194. Full description at Econpapers || Download paper | |
2025 | Feature engineering and selection for prosumer electricity consumption and production forecasting: A comprehensive framework. (2025). Liu, Yang ; Wen, Qianyun. In: Applied Energy. RePEc:eee:appene:v:381:y:2025:i:c:s0306261924025601. Full description at Econpapers || Download paper | |
2025 | A global probabilistic approach for short-term forecasting of individual households electricity consumption. (2025). Vanthournout, Koen ; de Moor, Bart ; Becker, Thijs ; Lago, Jesus ; Botman, Lola. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025522. Full description at Econpapers || Download paper | |
2025 | Simplicity in dynamic and competitive electricity markets: A case study on enhanced linear models versus complex deep-learning models for day-ahead electricity price forecasting. (2025). Duan, Liwu ; Yu, Hanxin ; Chen, Shanlin ; Mao, Xuehui ; Chu, Yinghao. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s0306261924025856. Full description at Econpapers || Download paper | |
2025 | Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x. Full description at Econpapers || Download paper | |
2025 | Improving economic operation of a microgrid through expert behaviors and prediction intervals. (2025). Si, Gangquan ; Wang, Qianyue ; Xu, Minglin ; Shan, Zihan ; Qu, Kai. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s0306261925001217. Full description at Econpapers || Download paper | |
2025 | Weather-informed probabilistic forecasting and scenario generation in power systems. (2025). van Hentenryck, Pascal ; Tanneau, Mathieu ; Zandehshahvar, Reza ; Zhang, Hanyu. In: Applied Energy. RePEc:eee:appene:v:384:y:2025:i:c:s0306261925000996. Full description at Econpapers || Download paper | |
2025 | Digital versus grid investments in electricity distribution grids: Informed decision-making through system dynamics. (2025). Ackom, Emmanuel ; Bergaentzl, Claire ; Monaco, Roberto ; Yang, Guangya ; Leiva, Jose Angel ; Morais, Hugo. In: Applied Energy. RePEc:eee:appene:v:386:y:2025:i:c:s0306261925002661. Full description at Econpapers || Download paper | |
2024 | Statistical complexity and stochastic resonance of an underdamped bistable periodic potential system excited by Lévy noise. (2024). Guo, Yongfeng ; Mi, Lina ; Ding, Jiaxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923012821. Full description at Econpapers || Download paper | |
2024 | Entropy production on cooperative opinion dynamics. (2024). , Igor ; Dong, Gaogao ; Stanley, Eugene H ; Wang, Chao ; Fiore, Carlos E ; Du, Ruijin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002467. Full description at Econpapers || Download paper | |
2024 | Two-time-scale stochastic functional differential equations with wideband noises and jumps. (2024). Wen, Zhexin ; Liu, Yuanyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003084. Full description at Econpapers || Download paper | |
2024 | Lévy noise-induced effects in a long Josephson junction in the presence of two different spatial noise distributions. (2024). Spagnolo, Bernardo ; de Santis, Duilio ; Filatrella, Giovanni ; Guarcello, Claudio ; Valenti, Davide. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924009731. Full description at Econpapers || Download paper | |
2024 | Preferences for dynamic electricity tariffs: A comparison of households in Germany and Japan. (2024). Wetzel, Heike ; von Loessl, Victor ; Nakai, Miwa. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001368. Full description at Econpapers || Download paper | |
2024 | Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624. Full description at Econpapers || Download paper | |
2024 | Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326. Full description at Econpapers || Download paper | |
2024 | Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399. Full description at Econpapers || Download paper | |
2024 | EuroMod: Modelling European power markets with improved price granularity. (2024). Staffell, Iain ; Green, Richard ; Mendes, Carla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000513. Full description at Econpapers || Download paper | |
2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper | |
2024 | The carbon tax and the crisis in Australiaâs National Electricity Market. (2024). Menezes, Flavio ; Gonçalves, Ricardo ; Gonalves, Ricardo. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002305. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676. Full description at Econpapers || Download paper | |
2024 | Forecasting of coal and electricity prices in China: Evidence from the quantum bee colony-support vector regression neural network. (2024). Guo, Zhichen ; Pan, Wenchao ; Luo, Lingle ; Yaxuan, Jiayan Shi. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002731. Full description at Econpapers || Download paper | |
2024 | A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies. (2024). de Fatima, Maria ; Fanzeres, Bruno ; Street, Alexandre. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003840. Full description at Econpapers || Download paper | |
2024 | Dispatch strategies for large-scale heat pump based district heating under high renewable share and risk-aversion: A multistage stochastic optimization approach. (2024). Nielsen, Per Sieverts ; Siddique, Muhammad Bilal ; Scheller, Fabian ; Keles, Dogan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004729. Full description at Econpapers || Download paper | |
2024 | Assessing the value and risk of renewable PPAs. (2024). Ras-Barrosa, Oliver ; Pombo-Romero, Julio ; Vzquez, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005693. Full description at Econpapers || Download paper | |
2025 | Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163. Full description at Econpapers || Download paper | |
2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper | |
2025 | The cost of uncertainty: Analysing the influence of coal price changes, the Russia-Ukraine war and geopolitical risk on risk premiums in the Indian electricity spot market. (2025). Singh, Prakash ; Siddiki, Jalal. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008387. Full description at Econpapers || Download paper | |
2025 | Hedging and tail risk in electricity markets. (2025). Poudineh, Rahmat ; Mays, Jacob ; Billimoria, Farhad. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008417. Full description at Econpapers || Download paper | |
2025 | Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case. (2025). Thomaidis, Nikolaos S ; Paschalidou, Eleftheria G. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008119. Full description at Econpapers || Download paper | |
2025 | The scheduling role of future pricing information in electricity markets with rising deployments of energy storage: An Australian National Electricity Market case study. (2025). MacGill, Iain ; Bruce, Anna ; Prakash, Abhijith. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988325000143. Full description at Econpapers || Download paper | |
2025 | Albertas electricity futures market: An empirical analysis of price formation. (2025). Yatchew, Adonis. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001070. Full description at Econpapers || Download paper | |
2025 | The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994. Full description at Econpapers || Download paper | |
2025 | The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197. Full description at Econpapers || Download paper | |
2025 | Optimal participation of wind power producers in a hybrid intraday market: A multi-stage stochastic approach. (2025). Oggioni, Giorgia ; Domnguez, Ruth ; Carrin, Miguel. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001264. Full description at Econpapers || Download paper | |
2025 | Distributional forecasting of electricity DART spreads with a covariate-dependent mixture model. (2025). Augustyniak, Maciej ; Godin, Frdric ; Forgetta, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001562. Full description at Econpapers || Download paper | |
2025 | Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847. Full description at Econpapers || Download paper | |
2024 | Combined IXGBoost-KELM short-term photovoltaic power prediction model based on multidimensional similar day clustering and dual decomposition. (2024). Wu, Thomas ; Hu, Ruifeng ; Jiang, Meihui ; Lv, Kunye ; Zhu, Hongyu ; Zhang, Dongdong ; Dong, Yunxuan. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s036054422303164x. Full description at Econpapers || Download paper | |
2024 | A hybrid short-term wind power point-interval prediction model based on combination of improved preprocessing methods and entropy weighted GRU quantile regression network. (2024). Qiao, Xianzhu ; Liu, Tianhong. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s036054422303298x. Full description at Econpapers || Download paper | |
2024 | Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Monjazeb, Mohammadreza ; Amiri, Hossein ; Movahedi, Akram. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194. Full description at Econpapers || Download paper | |
2024 | Research on vehicle speed prediction model based on traffic flow information fusion. (2024). Wang, Zhuo ; Hu, Zhiyuan ; Zhao, Yinghua ; Yang, Rui ; Fang, Liang. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224001877. Full description at Econpapers || Download paper | |
2024 | Towards energy transition: A novel day-ahead operation scheduling strategy for demand response and hybrid energy storage systems in smart grid. (2024). el Moursi, Mohamed Shawky ; Elsir, Mohamed ; Al-Sumaiti, Ameena Saad. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003955. Full description at Econpapers || Download paper | |
2024 | Fractional-order long-term price guidance mechanism based on bidirectional prediction with attention mechanism for electric vehicle charging. (2024). Cao, YI ; Yin, Linfei ; Hu, Likun. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004110. Full description at Econpapers || Download paper | |
2024 | Impact of forecasted heat demand on day-ahead optimal scheduling and real time control of multi-energy systems. (2024). Stienecker, Malte. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224009290. Full description at Econpapers || Download paper | |
2024 | Strategic bidding by predicting locational marginal price with aggregated supply curve. (2024). Li, Qingxin ; Shi, Ming ; Zheng, Linfeng ; Mi, Hanning ; Xu, Chengke ; Yan, Zheng ; Chen, Sijie ; Hou, Shuoming. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224018838. Full description at Econpapers || Download paper | |
2024 | A novel time-series probabilistic forecasting method for multi-energy loads. (2024). Zhang, Zhisheng ; Ding, Yuhao ; Sun, Yuanyuan ; Xie, Xiangmin ; Fan, Jianhua. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022308. Full description at Econpapers || Download paper | |
2024 | Enhancing electric vehicle charging efficiency at the aggregator level: A deep-weighted ensemble model for wholesale electricity price forecasting. (2024). Eichman, Josh ; Pallonetto, Fabiano ; Hussain, Zakir ; Teni, Abhishek Prasad ; Kim, Yun-Su ; Zia, Muhammad Fahad ; Alharby, Maher ; Alwayle, Ibrahim M ; Irshad, Reyazur Rashid. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224025970. Full description at Econpapers || Download paper | |
2024 | Deep learning-based electricity price forecasting: Findings on price predictability and European electricity markets. (2024). Ritvanen, Jouni ; Aliyon, Kasra. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026513. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
---|---|
HSC Software | |
HSC Research Reports |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
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 | 26 |
2019 | Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.(2019) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | 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 | 14 |
2020 | Beating the NaïveâCombining LASSO with Naïve Intraday Electricity Price Forecasts.(2020) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2020 | Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 92 |
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 | 7 |
2022 | Trading on short-term path forecasts of intraday electricity prices.(2022) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 8 |
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 nother version. Agregated cites: 8 | 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 | 11 |
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 nother version. Agregated cites: 11 | 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 | 21 |
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 |
2024 | Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2024 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2025 | Cost-benefit analysis of a municipal waste management project: Using a survey of professional forecasters to provide reliable projections until 2035 In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2025 | PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2009 | Forecasting Wholesale Electricity Prices: A Review of Time Series Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
2009 | Forecasting wholesale electricity prices: A review of time series models.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother 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 nother 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: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | FX Smile in the Heston Model.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | FX smile in the Heston model.(2010) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother 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 nother 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 nother 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 | 114 |
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 nother version. Agregated cites: 114 | 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 | 104 |
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 nother version. Agregated cites: 104 | 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 | 1 |
2022 | Electricity Price Forecasting: The Dawn of Machine Learning In: Papers. [Full Text][Citation analysis] | paper | 4 |
2022 | Forecasting Electricity Prices In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Distributional neural networks for electricity price forecasting In: Papers. [Full Text][Citation analysis] | paper | 26 |
2023 | Distributional neural networks for electricity price forecasting.(2023) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2024 | Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression In: Papers. [Full Text][Citation analysis] | paper | 3 |
2024 | Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression.(2024) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2001 | A simple model of price formation In: Papers. [Full Text][Citation analysis] | paper | 24 |
2002 | A SIMPLE MODEL OF PRICE FORMATION.(2002) In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | 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 | 13 |
2003 | How effective is advertising in duopoly markets?.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2003 | How effective is advertising in duopoly markets?.(2003) In: Public Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 105 |
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 | 107 |
2010 | An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | 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 | 97 |
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 nother version. Agregated cites: 97 | paper | |
2013 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
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 nother version. Agregated cites: 35 | 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 nother version. Agregated cites: 35 | paper | |
2014 | Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
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 nother version. Agregated cites: 39 | paper | |
2014 | An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics. [Full Text][Citation analysis] | article | 71 |
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 nother version. Agregated cites: 71 | paper | |
2015 | A note on using the HodrickâPrescott filter in electricity markets In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2014 | A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 38 |
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 nother version. Agregated cites: 38 | 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 | 27 |
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 nother version. Agregated cites: 27 | paper | |
2019 | Carbon pricing and electricity markets â The case of the Australian Clean Energy Bill In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
2021 | Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 30 |
2019 | Regularized Quantile Regression Averaging for probabilistic electricity price forecasting.(2019) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy. [Full Text][Citation analysis] | article | 43 |
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 nother version. Agregated cites: 43 | paper | |
2016 | Improving short term load forecast accuracy via combining sister forecasts In: Energy. [Full Text][Citation analysis] | article | 30 |
2015 | Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 147 |
2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | 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 | 515 |
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 nother version. Agregated cites: 515 | paper | |
2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 67 |
2014 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | 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 | 30 |
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 | 54 |
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 nother version. Agregated cites: 54 | paper | |
2020 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
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 nother version. Agregated cites: 28 | 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 nother 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 nother 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 nother version. Agregated cites: 37 | paper | |
2000 | Energy price risk management In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 28 |
2000 | Energy price risk management.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2000 | Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 20 |
2000 | Property insurance loss distributions.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2001 | A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2001 | Modeling electricity loads in California: a continuous-time approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2002 | Estimating long-range dependence: finite sample properties and confidence intervals In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 119 |
2001 | Estimating long range dependence: finite sample properties and confidence intervals.(2001) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | 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 nother 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 | 98 |
2003 | Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | 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 nother 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 | 20 |
2018 | Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 149 |
2016 | Recent advances in electricity price forecasting: A review of probabilistic forecasting.(2016) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
1996 | On the Chambers-Mallows-Stuck method for simulating skewed stable random variables In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 53 |
2019 | Point of Sale (POS) Data from a Supermarket: Transactions and Cashier Operations In: Data. [Full Text][Citation analysis] | article | 3 |
2018 | Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models In: Energies. [Full Text][Citation analysis] | article | 28 |
2018 | Efficient forecasting of electricity spot prices with expert and LASSO models.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2018 | Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies. [Full Text][Citation analysis] | article | 34 |
2018 | Selection of calibration windows for day-ahead electricity price forecasting.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2020 | Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader In: Energies. [Full Text][Citation analysis] | article | 11 |
2016 | Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting In: Energies. [Full Text][Citation analysis] | article | 52 |
2016 | Automated variable selection and shrinkage for day-ahead electricity price forecasting.(2016) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2005 | Stable Distributions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
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 | 11 |
2010 | FX Smile in the Heston Model In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2010 | Building Loss Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2010 | Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa? In: PLOS ONE. [Full Text][Citation analysis] | article | 8 |
2008 | A semiparametric factor model for electricity forward curve dynamics In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
A semiparametric factor model for electricity forward curve dynamics.() In: Journal of Energy Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | ||
2008 | A semiparametric factor model for electricity forward curve dynamics.(2008) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
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 nother version. Agregated cites: 1 | paper | |
2008 | Heavy-tails and regime-switching in electricity prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 43 |
2009 | Heavy-tails and regime-switching in electricity prices.(2009) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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 | 12 |
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 |
2008 | BezpieczeÅstwo elektroenergetyczne: Ryzyko > ZarzÄ
dzanie ryzykiem > BezpieczeÅstwo In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | Correction to: On the ChambersâMallowsâStuck Method for Simulating Skewed Stable Random Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 43 |
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 nother version. Agregated cites: 43 | 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 nother 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 | 2 |
2002 | Origins of scaling in FX markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | Simulation of Risk Processes In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2004 | Simulation of risk processes.(2004) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2010 | Building Loss Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
2010 | Building Loss Models.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | Building loss models.(2010) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | Models for Heavy-tailed Asset Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2010 | Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2010 | Models for heavy-tailed asset returns.(2010) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2010 | Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
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 nother version. Agregated cites: 13 | paper | |
2007 | Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 29 |
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 | 38 |
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 nother version. Agregated cites: 38 | paper | |
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 |
2006 | Modelling catastrophe claims with left-truncated severity distributions In: Computational Statistics. [Full Text][Citation analysis] | article | 8 |
2015 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging In: Computational Statistics. [Full Text][Citation analysis] | article | 49 |
2013 | Computing electricity spot price prediction intervals using quantile regression and forecast averaging.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2015 | Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics. [Full Text][Citation analysis] | article | 18 |
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 nother version. Agregated cites: 18 | paper | |
2006 | Blackouts, risk, and fat-tailed distributions In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Blackouts, risk, and fat-tailed distributions.(2005) In: Risk and Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Operational Research: methods and applications In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 5 |
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 EUâETSâEvidence from the Kyoto Commitment Period In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 21 |
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 nother version. Agregated cites: 21 | 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 nother 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 nother 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 | 29 |
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 nother 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 | 7 |
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 nother version. Agregated cites: 7 | 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 | 9 |
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 | 270 |
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 | 15 |
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 | 3 |
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 | 28 |
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 | 18 |
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 | 6 |
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 | 8 |
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 | 29 |
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 | 18 |
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 |
2005 | Stable distributions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2006 | Convenience yields for CO2 emission allowance futures contracts In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team