10
H index
11
i10 index
705
Citations
Politechnika Wrocławska | 10 H index 11 i10 index 705 Citations RESEARCH PRODUCTION: 12 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Katarzyna Maciejowska. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Energy Economics | 2 |
| Energies | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology | 14 |
| Papers / arXiv.org | 6 |
| Economics Working Papers / European University Institute | 3 |
| 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 |
| 2025 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. 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 |
| 2025 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). BarunÃk, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. 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 |
| 2025 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. 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 | 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 |
| 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 | Market power abuse in wholesale electricity markets. (2025). Kaack, Lynn H ; Bassini, Chiara Fusar ; Canales, Jorge S'Anchez ; Xu, Alice Lixuan ; Hirth, Lion. In: Papers. RePEc:arx:papers:2506.03808. Full description at Econpapers || Download paper |
| 2025 | Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts. (2025). Lipiecki, Arkadiusz ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2507.15079. Full description at Econpapers || Download paper |
| 2025 | Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books. (2025). Hornek, Timoth'Ee ; Pavi, Ivan ; Menci, Sergio Potenciano. In: Papers. RePEc:arx:papers:2509.04452. Full description at Econpapers || Download paper |
| 2025 | Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting. (2025). Sadabad, Yousef Adeli ; Hesamzadeh, Mohammad Reza ; Bagherpour, Matin ; Dan, Gyorgy ; Biggar, Darryl R. In: Papers. RePEc:arx:papers:2509.18887. Full description at Econpapers || Download paper |
| 2025 | The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets. (2025). O'Connor, Ciaran ; Bahloul, Mohamed ; Visentin, Andrea ; Prestwich, Steven. In: Papers. RePEc:arx:papers:2511.05523. Full description at Econpapers || Download paper |
| 2026 | Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets. (2026). Qi, Lianlian ; Tao, Yuchen ; Esterl, Tara ; Leimgruber, Fabian ; Stiasny, Jochen ; Lin, Julia ; Bunn, Derek W ; Yu, Runyao ; Cremer, Jochen L ; Wang, Wentao ; Chen, Yujie. In: Papers. RePEc:arx:papers:2602.10071. Full description at Econpapers || Download paper |
| 2026 | Coupled Supply and Demand Forecasting in Platform Accommodation Markets. (2026). Katz, Harrison. In: Papers. RePEc:arx:papers:2603.00422. Full description at Econpapers || Download paper |
| 2026 | Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity. (2026). Wo, Tomasz ; Shang, Fei. In: Papers. RePEc:arx:papers:2603.16035. Full description at Econpapers || Download paper |
| 2025 | From Model Optimality to Market Reality: Do Electricity Markets Support Renewable Investments?. (2025). Abuzayed, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2558. Full description at Econpapers || Download paper |
| 2025 | Renewable Energy Supply Shocks from Wind Electricity. (2025). Patzelt, Paula. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12146. 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 |
| 2025 | Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Strohsal, Till. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2110. Full description at Econpapers || Download paper |
| 2025 | Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions. (2025). Strohsal, Till ; Lütkepohl, Helmut ; Ltkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2146. 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 | 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 | Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks. (2025). Castello, Oleksandr ; Resta, Marina. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925008128. Full description at Econpapers || Download paper |
| 2025 | The impact of renewables on spillover effects in electricity markets. (2025). Rathgeber, Andreas ; Schischke, Amelie. In: Applied Energy. RePEc:eee:appene:v:399:y:2025:i:c:s030626192501219x. Full description at Econpapers || Download paper |
| 2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper |
| 2026 | Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection. (2026). Guerzoni, Marco ; Riso, Luigi ; Zoia, Grazia M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001524. 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 | 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 | From forecasting to trading: A multimodal-data-driven approach to reversing carbon market losses. (2025). Liu, Shuihan ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001744. 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 |
| 2025 | Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, RafaÅ ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207. Full description at Econpapers || Download paper |
| 2025 | Reinforcement learning for bidding strategy optimization in day-ahead energy market. (2025). Garbelli, Matteo ; Giordano, Luca Maria ; di Persio, Luca. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005006. Full description at Econpapers || Download paper |
| 2025 | Greener for greater security? The role of green finance in energy security amid rising geopolitical risks. (2025). Lang, Ngoc Duc ; Vo, Duc Hong ; Ho, Chi Minh. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007297. Full description at Econpapers || Download paper |
| 2025 | Navigating uncertain generation: The impact of regulation on distributed photovoltaic green electricity trading market participation. (2025). Shi, Yong-Heng ; Zhao, Tao ; Xie, Bai-Chen. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007522. Full description at Econpapers || Download paper |
| 2025 | Dealing with renewables integration: A comparative study of Belgian and French balancing systems. (2025). Solier, Boris ; Richard, M. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007650. Full description at Econpapers || Download paper |
| 2025 | Learning the probability distributions of day-ahead electricity prices. (2025). BarunÃk, Jozef ; Hanus, Lubo ; Barunk, Jozef. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008187. Full description at Econpapers || Download paper |
| 2025 | High electricity price despite expansion in renewables: How market trends shape Germanyâs power market in the coming years. (2025). Liebensteiner, Mario ; Abuzayed, Anas ; Ocker, Fabian. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004683. Full description at Econpapers || Download paper |
| 2025 | Drivers of the global financial cycle. (2025). Rogers, John ; Wu, Wenbin ; Sun, BO. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s0022199625000443. 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: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1568-1586. Full description at Econpapers || Download paper |
| 2025 | An empirical inquiry into the distributional consequences of energy price shocks. (2025). Martinoli, Mario ; Fierro, Luca Eduardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001561. Full description at Econpapers || Download paper |
| 2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680. Full description at Econpapers || Download paper |
| 2025 | Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices. (2025). Uniejewski, Bartosz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000455. Full description at Econpapers || Download paper |
| 2025 | Seasonal variation in the impact of solar power generation on electricity price level and variability. (2025). Fuke, Nobuhiro ; Ohashi, Kazuhiko. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000650. Full description at Econpapers || Download paper |
| 2025 | The impact of variable renewables on price dynamics within wholesale electricity markets. (2025). Cakmak, Nurullah ; Elshurafa, Amro M ; Sirin, Selahattin Murat. In: Utilities Policy. RePEc:eee:juipol:v:95:y:2025:i:c:s0957178725000438. Full description at Econpapers || Download paper |
| 2025 | Short-term electricity price forecasting through demand and renewable generation prediction. (2025). Perez Caldentey, Esteban ; Segarra-Tamarit, J ; Belenguer, E ; Vidal-Albalate, R ; Prez, E. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:229:y:2025:i:c:p:350-361. Full description at Econpapers || Download paper |
| 2025 | High-resolution working layouts and time series for renewable energy generation in Europe. (2025). Kchele, Fabian ; Grothe, Oliver ; Wlde, Mira. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s0960148124020354. Full description at Econpapers || Download paper |
| 2025 | Measuring the long-term impact of wind, run-of-river, solar renewable energy alternatives on market clearing prices. (2025). Gkgz, Fazil ; Ycel, YK. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124023607. Full description at Econpapers || Download paper |
| 2025 | Asymmetries and evolution in energy market Interactions: Evidence from solar PV systems and spot electricity prices in Australia. (2025). Deng, Xiuyue ; Poletti, Stephen ; Tao, Miaomiao. In: Renewable Energy. RePEc:eee:renene:v:255:y:2025:i:c:s0960148125014028. Full description at Econpapers || Download paper |
| 2025 | Impact of energy transitions on energy poverty in the European Union. (2025). Åmiech, SÅawomir ; Karpinska, Lilia ; Bouzarovski, Stefan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:211:y:2025:i:c:s1364032124010372. Full description at Econpapers || Download paper |
| 2025 | From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570. Full description at Econpapers || Download paper |
| 2025 | From model optimality to market reality: do electricity markets support renewable investments?. (2025). Abuzayed, Anas. In: Working Papers. RePEc:enp:wpaper:eprg2521. Full description at Econpapers || Download paper |
| 2025 | Examples of Problems with Estimating the State of Charge of Batteries for Micro Energy Systems. (2025). Kampik, Marian ; Fice, Marcin ; Oliwa, Wojciech ; Sztymelski, Krzysztof ; Wieczorek, Grzegorz. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2850-:d:1667910. Full description at Econpapers || Download paper |
| 2025 | A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets. (2025). Visentin, Andrea ; Prestwich, Steven ; Bahloul, Mohamed ; Oconnor, Ciaran. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3097-:d:1677361. Full description at Econpapers || Download paper |
| 2025 | Forecasting Electricity Prices Three Days in Advance: Comparison Between Multilayer Perceptron and Support Vector Machine Networks. (2025). Borkowski, Dariusz ; Jakiewicz, Micha. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4744-:d:1743246. Full description at Econpapers || Download paper |
| 2025 | Renewable Electricity Management Cloud System for Smart Communities Using Advanced Machine Learning. (2025). Gao, Jerry ; Mehta, Vijen ; Lo, Vincent ; Agrawal, Kunal ; Madabathula, Charan Teja ; Chang, Eugene. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:6:p:1418-:d:1611318. Full description at Econpapers || Download paper |
| 2025 | An Electricity Market Model with Intermittent Power. (2025). Hannesson, Rgnvaldur. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:6:p:1435-:d:1612389. Full description at Econpapers || Download paper |
| 2025 | The Impact of Meteorological Data on the Accuracy of Solar Electricity Generation Forecasting Using Neural Networks. (2025). Sayenko, Yuriy ; Pawelek, Ryszard ; Baranenko, Tetiana ; Liubartsev, Vadym. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:9:p:2309-:d:1647371. Full description at Econpapers || Download paper |
| 2026 | Econometrics at the Extreme: From Quantile Regression to QFAVAR 1. (2026). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Prelorentzos, Arseniosgeorgios N ; Konstantios, Dimitris. In: Post-Print. RePEc:hal:journl:hal-05503058. Full description at Econpapers || Download paper |
| 2026 | The impact of energy retailersâ loyalty programmes on the effectiveness of regulation of retail energy markets. (2026). Mulder, Machiel ; Wieringa, Jaap E ; Huisman, Hester M ; de Haan, Evert. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:69:y:2026:i:1:d:10.1007_s11149-025-09505-9. Full description at Econpapers || Download paper |
| 2025 | Interval, Quantile and Density Forecasts. (2025). Yanchev, Mihail. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:1:p:109-129. Full description at Econpapers || Download paper |
| 2024 | Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets. (2024). Silveira, Douglas ; Eckert, Andrew ; Cajueiro, Daniel ; Brown, David. In: Working Papers. RePEc:ris:albaec:2024_002. Full description at Econpapers || Download paper |
| 2025 | Expectile regression averaging method for probabilistic forecasting of electricity prices. (2025). Janczura, Joanna. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01508-y. Full description at Econpapers || Download paper |
| 2025 | A mean field game model for optimal trading in the intraday electricity market. (2025). Coskun, Sema ; Korn, Ralf. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00445-1. Full description at Econpapers || Download paper |
| 2026 | Applications of agent-based models for green development: a systematic review. (2026). Chong, Heap-Yih ; Hu, Xin ; Li, Zhen ; Ji, YU ; Meng, Qingfeng. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:28:y:2026:i:1:d:10.1007_s10668-024-04948-0. Full description at Econpapers || Download paper |
| 2025 | Contemporaneous Spillovers Across Foreign Exchange Markets. (2025). Bensada, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:4:p:4197-4211. Full description at Econpapers || Download paper |
| 2024 | Forecasting Chinese crude oil futures volatility: New evidence based on dual feature processing of largeâscale variables. (2024). Wang, Jinghui ; Liang, Chao ; Pan, Yijun ; Qiao, Gaoxiu. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2495-2521. Full description at Econpapers || Download paper |
| 2025 | Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches. (2025). Zhang, Yuejun ; Zhao, Wen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:685-704. Full description at Econpapers || Download paper |
| 2024 | Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:3:p:267-286:id:14. Full description at Econpapers || Download paper |
| 2026 | Silent News in Chinas Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity. (2026). Niu, Linlin ; Hong, Zhiwu. In: Working Papers. RePEc:wyi:wpaper:002615. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | PCA forecast averaging - predicting day-ahead and intraday electricity prices In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 20 |
| 2020 | PCA Forecast AveragingâPredicting Day-Ahead and Intraday Electricity Prices.(2020) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2022 | Forecasting Electricity Prices In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | LASSO principal component averaging: A fully automated approach for point forecast pooling.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2024 | Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Multiple split approach -- multidimensional probabilistic forecasting of electricity markets In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2026 | Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Structural vector autoregressions with Markov switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 201 |
| 2009 | Structural Vector Autoregressions with Markov Switching.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 2020 | Assessing the impact of renewable energy sources on the electricity price level and variability â A quantile regression approach In: Energy Economics. [Full Text][Citation analysis] | article | 83 |
| 2021 | Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices In: Energy Economics. [Full Text][Citation analysis] | article | 41 |
| 2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy. [Full Text][Citation analysis] | article | 51 |
| 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: 51 | paper | |
| 2016 | A hybrid model for GEFCom2014 probabilistic electricity price forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 65 |
| 2015 | A hybrid model for GEFCom2014 probabilistic electricity price forecasting.(2015) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 93 |
| 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: 93 | paper | |
| 2010 | Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Day-Ahead vs. IntradayâForecasting the Price Spread to Maximize Economic Benefits In: Energies. [Full Text][Citation analysis] | article | 38 |
| 2013 | Assessing the number of components in a normal mixture: an alternative approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships In: Computational Statistics. [Full Text][Citation analysis] | article | 24 |
| 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: 24 | paper | |
| 2022 | Portfolio management of a small RES utility with a structural vector autoregressive model of electricity markets in Germany In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 9 |
| 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 | 8 |
| 2013 | Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Fundamental and speculative shocks, what drives electricity prices? In: HSC Research Reports. [Full Text][Citation analysis] | paper | 19 |
| 2014 | Modeling consumer opinions towards dynamic pricing: An agent-based approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
| 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 | 7 |
| 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 |
| 2016 | Impact of social interactions on demand curves for innovative products In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
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