Rafał Weron : Citation Profile

Are you Rafał Weron?

Politechnika Wrocławska

32

H index

78

i10 index

3946

Citations

RESEARCH PRODUCTION:

62

Articles

160

Papers

3

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 136
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 159 (3.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe42
   Updated: 2024-12-03    RAS profile: 2024-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Marcjasz, Grzegorz (20)

Uniejewski, Bartosz (13)

Serafin, Tomasz (5)

Nitka, Weronika (4)

Weron, Tomasz (2)

Jędrzejewski, Arkadiusz (2)

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)

Gianfreda, Angelica (67)

Uniejewski, Bartosz (66)

Janczura, Joanna (64)

Nitka, Weronika (50)

Grossi, Luigi (49)

Rossini, Luca (48)

Ravazzolo, Francesco (44)

Weron, Tomasz (39)

Serafin, Tomasz (38)

Nan, Fany (38)

Cites to:

Nowotarski, Jakub (223)

Trueck, Stefan (143)

Misiorek, Adam (136)

Uniejewski, Bartosz (133)

Maciejowska, Katarzyna (95)

Marcjasz, Grzegorz (94)

Janczura, Joanna (91)

Cartea, Álvaro (55)

Hong, Tao (54)

Härdle, Wolfgang (53)

Sznajd-Weron, Katarzyna (51)

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
International Journal of Modern Physics C (IJMPC)2
Renewable and Sustainable Energy Reviews2
AStA Advances in Statistical Analysis2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology82
MPRA Paper / University Library of Munich, Germany26
Papers / arXiv.org14
WORking papers in Management Science (WORMS) / Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology13
Econometrics / University Library of Munich, Germany7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany6
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk6
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 (2024 and 2023)

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

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

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

2024Smoothing 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

2024Multivariate 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

2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

Full description at Econpapers || Download paper

2024Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692.

Full description at Econpapers || Download paper

2023Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management. (2023). Haghighi, Alireza Moslemi ; Zamani, Shiva ; Arian, Hamid. In: Papers. RePEc:arx:papers:2311.14985.

Full description at Econpapers || Download paper

2023Simulation of a L\evy process, its extremum, and hitting time of the extremum via characteristic functions. (2023). Levendorskii, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2312.03929.

Full description at Econpapers || Download paper

2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

Full description at Econpapers || Download paper

2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968.

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

2023The Role of Green Marketing and Promotion of Green Energy Bonds to Reduce Carbon Emissions in Indonesia. (2023). Musa, Hani Amer ; Sabbar, Sabbar Dahham ; Anwar, Anas Iswanto ; Munizu, Musran ; Manan, Arifuddin ; Nohong, Mursalim ; Kadir, Abdul Rahman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-10.

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

2023Ensemble framework for daily carbon dioxide emissions forecasting based on the signal decomposition–reconstruction model. (2023). Zhang, Xianqi ; Shao, Quanxi ; Chen, Xiaohong ; Wang, Tao ; Song, Chao. In: Applied Energy. RePEc:eee:appene:v:345:y:2023:i:c:s0306261923006943.

Full description at Econpapers || Download paper

2023Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341.

Full description at Econpapers || Download paper

2023Offshore wind power system economic evaluation framework under aleatory and epistemic uncertainty. (2023). Salini, Paolo ; Pelagagge, Pacifico M ; Federici, Alessandro ; Caputo, Antonio C. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923009492.

Full description at Econpapers || Download paper

2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

Full description at Econpapers || Download paper

2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

Full description at Econpapers || Download paper

2023Total and thermal load forecasting in residential communities through probabilistic methods and causal machine learning. (2023). Marrocu, Marino ; Massidda, Luca. In: Applied Energy. RePEc:eee:appene:v:351:y:2023:i:c:s0306261923011479.

Full description at Econpapers || Download paper

2023Event-driven forecasting of wholesale electricity price and frequency regulation price using machine learning algorithms. (2023). Pan, Zehua ; Sai, Wei ; Chan, Siew Hwa ; Miao, Bin ; Zhong, Zheng ; Jiao, Zhenjun ; Liu, Siyu. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013533.

Full description at Econpapers || Download paper

2024Harnessing eXplainable artificial intelligence for feature selection in time series energy forecasting: A comparative analysis of Grad-CAM and SHAP. (2024). Naidoo, Raj ; Ye, Xianming ; van Zyl, Corne. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014435.

Full description at Econpapers || Download paper

2024Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Jeon, Joo Young ; Alvarenga, Estevo ; Park, Jungyeon ; Ahn, Kwangwon ; Kim, Hokyun ; Petropoulos, Fotios ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733.

Full description at Econpapers || Download paper

2024Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Charlin, Laurent ; Pineau, Pierre-Olivier ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321.

Full description at Econpapers || Download paper

2024Joint forecasting of source-load-price for integrated energy system based on multi-task learning and hybrid attention mechanism. (2024). Zhang, Chenghui ; Yan, YI ; Wang, Haiyang ; Yang, Fan ; Mu, Yuchen ; Li, KE. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002046.

Full description at Econpapers || Download paper

2024Day-ahead regional solar power forecasting with hierarchical temporal convolutional neural networks using historical power generation and weather data. (2024). Bandara, Kasun ; de Hoog, Julian ; Perera, Maneesha ; Halgamuge, Saman ; Senanayake, Damith. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003544.

Full description at Econpapers || Download paper

2024Forecasting individual bids in real electricity markets through machine learning framework. (2024). Chen, Qixin ; Zheng, Kedi ; Guo, Hongye ; Tang, Qinghu. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004367.

Full description at Econpapers || Download paper

2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Georghiou, George E ; Kyprianou, Andreas ; Loizidis, Stylianos. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

Full description at Econpapers || Download paper

2024Building plug load mode detection, forecasting and scheduling. (2024). Fu, Xiaohan ; Lago, Jesus ; Botman, Lola ; de Moor, Bart ; Kleissl, Jan ; Wolf, Jesse ; Chia, Keaton. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004811.

Full description at Econpapers || Download paper

2024A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism. (2024). Zhang, Lifang ; Wang, Jianzhou ; Li, Ping ; Nie, Ying. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006160.

Full description at Econpapers || Download paper

2023Surrogate multivariate Hurst exponent analysis of gait dynamics. (2023). Alvarez-Ramirez, J ; Martinez-Martinez, F ; Martinez-Cadena, J A ; Marin-Lopez, A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923005064.

Full description at Econpapers || Download paper

2023A model of mass extinction accounting for the differential evolutionary response of species to a climate change. (2023). Petrovskii, Sergei ; Alsulami, Amer. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p2:s0960077923009190.

Full description at Econpapers || Download paper

2023Chaotic and stochastic evaluation in Fluxgate magnetic sensors. (2023). Narm, Hossein Gholizade ; Chafi, Mohammadreza Shafiee ; Kalat, Ali Akbarzadeh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010688.

Full description at Econpapers || Download paper

2024Statistical complexity and stochastic resonance of an underdamped bistable periodic potential system excited by Lévy noise. (2024). Mi, Lina ; Ding, Jiaxin ; Guo, Yongfeng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923012821.

Full description at Econpapers || Download paper

2024Entropy production on cooperative opinion dynamics. (2024). , Andre ; Fiore, Carlos E ; Du, Ruijin ; Dong, Gaogao ; Wang, Chao ; Stanley, Eugene H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002467.

Full description at Econpapers || Download paper

2024Two-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

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

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

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

2023Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918.

Full description at Econpapers || Download paper

2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

Full description at Econpapers || Download paper

2023Pricing and hedging wind power prediction risk with binary option contracts. (2023). Date, Paresh ; Hesamzadeh, Mohammad Reza ; Thakur, Jagruti ; Bunn, Derek. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004589.

Full description at Econpapers || Download paper

2023Energy poverty prediction and effective targeting for just transitions with machine learning. (2023). Spandagos, Constantine ; Tovar, Miguel Angel ; Lynch, Muireann A. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006291.

Full description at Econpapers || Download paper

2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

Full description at Econpapers || Download paper

2024Toward 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

2024EuroMod: Modelling European power markets with improved price granularity. (2024). Green, Richard ; Staffell, Iain ; Mendes, Carla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000513.

Full description at Econpapers || Download paper

2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135.

Full description at Econpapers || Download paper

2024The carbon tax and the crisis in Australia’s 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

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

2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

Full description at Econpapers || Download paper

2023Time-coupled day-ahead wind power scenario generation: A combined regular vine copula and variance reduction method. (2023). Abhyankar, Abhijit R ; Krishna, Attoti Bharath. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222030596.

Full description at Econpapers || Download paper

2023Modelling power prices in markets with high shares of renewable energies and storages—The Norwegian example. (2023). Hufendiek, Kai ; Scheben, Heike. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222033370.

Full description at Econpapers || Download paper

2023A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning. (2023). Scandolo, Giacomo ; Gianfreda, Angelica. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003638.

Full description at Econpapers || Download paper

2023A Comparison Study of Predictive Models for Electricity Demand in a Diverse Urban Environment. (2023). Lee, Christopher ; Li, Binbin ; Pesantez, Jorge E ; Stillwell, Ashlynn S ; Butala, Mark ; Zhao, Zhizhen. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223025367.

Full description at Econpapers || Download paper

2024Combined IXGBoost-KELM short-term photovoltaic power prediction model based on multidimensional similar day clustering and dual decomposition. (2024). Zhu, Hongyu ; Wu, Thomas ; Zhang, Dongdong ; Dong, Yunxuan ; Lv, Kunye ; Jiang, Meihui. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s036054422303164x.

Full description at Econpapers || Download paper

2024A 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

2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

Full description at Econpapers || Download paper

2024Research on vehicle speed prediction model based on traffic flow information fusion. (2024). Zhao, Yinghua ; Wang, Zhuo ; Fang, Liang ; Yang, Rui ; Hu, Zhiyuan. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224001877.

Full description at Econpapers || Download paper

2024Towards 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 ; Al-Sumaiti, Ameena Saad ; Elsir, Mohamed. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003955.

Full description at Econpapers || Download paper

2024Fractional-order long-term price guidance mechanism based on bidirectional prediction with attention mechanism for electric vehicle charging. (2024). Yin, Linfei ; Cao, YI ; Hu, Likun. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004110.

Full description at Econpapers || Download paper

2024Impact 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

2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

Full description at Econpapers || Download paper

2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

Full description at Econpapers || Download paper

2023Deferring real options with solar renewable energy certificates. (2023). Byrne, Julie ; Assereto, Martina ; Zhang, Hanyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000977.

Full description at Econpapers || Download paper

2023Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods. (2023). Wang, Jianxue ; Zhang, Yao ; Lin, Fan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:244-265.

Full description at Econpapers || Download paper

2023A robust support vector regression model for electric load forecasting. (2023). Fang, Shu-Cherng ; Gao, Zheming ; Hong, Tao ; Luo, Jian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:1005-1020.

Full description at Econpapers || Download paper

2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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]		paper21
2019Averaging 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: 21		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 nother version. Agregated cites: 12		article
2020Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper76
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]		paper4
2022Trading on short-term path forecasts of intraday electricity prices.(2022) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper5
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 nother version. Agregated cites: 5		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]		paper4
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 nother version. Agregated cites: 4		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
2024Loss 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]		paper0
2024Extrapolating 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]		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 nother 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 nother 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: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2010FX Smile in the Heston Model.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother 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 nother 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 nother 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]		paper98
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 nother version. Agregated cites: 98		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]		paper80
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 nother version. Agregated cites: 80		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]		paper1
2022Electricity Price Forecasting: The Dawn of Machine Learning In: Papers.
[Full Text][Citation analysis]		paper4
2022Forecasting Electricity Prices In: Papers.
[Full Text][Citation analysis]		paper2
2022Distributional neural networks for electricity price forecasting In: Papers.
[Full Text][Citation analysis]		paper15
2023Distributional neural networks for electricity price forecasting.(2023) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression In: Papers.
[Full Text][Citation analysis]		paper0
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 nother 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]		paper13
2003How 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
2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		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]		article102
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]		article104
2010An 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: 104		paper
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article91
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 nother version. Agregated cites: 91		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 nother 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 nother 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]		article38
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 nother version. Agregated cites: 38		paper
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
[Full Text][Citation analysis]		article65
2013An 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: 65		paper
2015A note on using the Hodrick–Prescott filter in electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article11
2014A 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: 11		paper
2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article33
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 nother version. Agregated cites: 33		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]		article25
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 nother version. Agregated cites: 25		paper
2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
[Full Text][Citation analysis]		article16
2021Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article21
2019Regularized Quantile Regression Averaging for probabilistic electricity price forecasting.(2019) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy.
[Full Text][Citation analysis]		article43
2013Turning 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
2016Improving short term load forecast accuracy via combining sister forecasts In: Energy.
[Full Text][Citation analysis]		article27
2015Improving 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: 27		paper
2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article142
2008Forecasting 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: 142		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]		article486
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 nother version. Agregated cites: 486		paper
2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]		article64
2014Probabilistic 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: 64		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]		article26
2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: International Journal of Forecasting.
[Full Text][Citation analysis]		article49
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 nother version. Agregated cites: 49		paper
2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2018Probabilistic 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: 23		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 nother 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 nother 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 nother 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 nother version. Agregated cites: 27		paper
2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2000Property insurance loss distributions.(2000) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2001A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
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]		article113
2001Estimating 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: 113		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 nother 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]		article97
2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		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 nother 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]		article20
2018Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article141
2016Recent 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: 141		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]		article26
2018Efficient 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: 26		paper
2018Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies.
[Full Text][Citation analysis]		article29
2018Selection 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: 29		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]		article45
2016Automated 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: 45		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]		paper11
2010FX Smile in the Heston Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper14
2010Building Loss Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2010Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper8
2014Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa? In: PLOS ONE.
[Full Text][Citation analysis]		article8
2008A semiparametric factor model for electricity forward curve dynamics In: MPRA Paper.
[Full Text][Citation analysis]		paper11
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
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 nother 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 nother 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]		paper12
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]		paper40
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 nother version. Agregated cites: 40		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 nother 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]		paper8
2004Simulation of risk processes.(2004) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2010Building Loss Models In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2010Building Loss Models.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2010Models for Heavy-tailed Asset Returns In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2010Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		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 nother 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]		article33
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 nother version. Agregated cites: 33		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]		article44
2013Computing 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: 44		paper
2015Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics.
[Full Text][Citation analysis]		article17
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 nother version. Agregated cites: 17		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 nother version. Agregated cites: 0		paper
2024Operational Research: methods and applications In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article0
2013Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’ In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0
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 nother 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 nother 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]		paper29
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 nother 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 nother 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]		article3
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]		book266
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]		paper24
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]		paper16
2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period In: HSC Research Reports.
[Full Text][Citation analysis]		paper1
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]		paper8
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]		paper28
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]		paper17
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
In: .
[Full Text][Citation analysis]		paper17
In: .
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team