10
H index
10
i10 index
663
Citations
Politechnika Wrocławska | 10 H index 10 i10 index 663 Citations RESEARCH PRODUCTION: 10 Articles 22 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 |
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| International Journal of Forecasting | 2 |
| Energies | 2 |
| Energy Economics | 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 | 3 |
| Economics Working Papers / European University Institute | 3 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Gaussian and Students $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock. (2024). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648. Full description at Econpapers || Download paper | |
| 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 | |
| 2024 | Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. 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 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. 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 | Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053. Full description at Econpapers || Download paper | |
| 2024 | Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795. Full description at Econpapers || Download paper | |
| 2024 | 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 | MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188. Full description at Econpapers || Download paper | |
| 2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. 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 | 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 | |
| 2025 | Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE. (2025). Lipiecki, Arkadiusz ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2511.13616. Full description at Econpapers || Download paper | |
| 2024 | Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1. 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 | |
| 2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081. Full description at Econpapers || Download paper | |
| 2024 | Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084. Full description at Econpapers || Download paper | |
| 2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103. 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 | |
| 2024 | Seizing unconventional arbitrage opportunities in virtual power plants: A profitable and flexible recruitment approach. (2024). Lu, Xin ; Qiu, Jing ; Zhu, Jianguo ; Lei, Gang ; Zhang, Cuo. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261924000114. Full description at Econpapers || Download paper | |
| 2024 | Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Pineau, Pierre-Olivier ; Charlin, Laurent ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321. Full description at Econpapers || Download paper | |
| 2024 | Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410. Full description at Econpapers || Download paper | |
| 2024 | A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism. (2024). Nie, Ying ; Li, Ping ; Zhang, Lifang ; Wang, Jianzhou. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006160. Full description at Econpapers || Download paper | |
| 2024 | A hybrid physics-based and data-driven model for intra-day and day-ahead wind power forecasting considering a drastically expanded predictor search space. (2024). Kirchner-Bossi, Nicolas ; Kathari, Gabriel ; Porte-Agel, Fernando. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s030626192400758x. 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 | |
| 2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper | |
| 2024 | Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290. Full description at Econpapers || Download paper | |
| 2024 | Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447. 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 | |
| 2024 | Preferences for dynamic electricity tariffs: A comparison of households in Germany and Japan. (2024). Wetzel, Heike ; von Loessl, Victor ; Nakai, Miwa. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001368. Full description at Econpapers || Download paper | |
| 2024 | Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639. Full description at Econpapers || Download paper | |
| 2024 | Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Zixiang, Zhu ; Jia, Liyu ; Ming, Che. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x. Full description at Econpapers || Download paper | |
| 2024 | Measuring the impact of wind power and intermittency. (2024). Reguant, Mar ; Segura, Lola ; Petersen, Claire. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006989. Full description at Econpapers || Download paper | |
| 2024 | Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399. Full description at Econpapers || Download paper | |
| 2024 | Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973. Full description at Econpapers || Download paper | |
| 2024 | Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, RafaÅ ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400642x. 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 | |
| 2024 | Concentration versus diversification: A spatial deployment approach to improve the economics of wind power. (2024). Madlener, Reinhard ; Klie, Leo. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005426. 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 | |
| 2024 | Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Monjazeb, Mohammadreza ; Amiri, Hossein ; Movahedi, Akram. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194. Full description at Econpapers || Download paper | |
| 2024 | A novel time-series probabilistic forecasting method for multi-energy loads. (2024). Zhang, Zhisheng ; Ding, Yuhao ; Sun, Yuanyuan ; Xie, Xiangmin ; Fan, Jianhua. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022308. Full description at Econpapers || Download paper | |
| 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 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper | |
| 2024 | A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market. (2024). Dinh, Nam Trong ; Cornell, Cameron ; Pourmousavi, Ali S. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1421-1437. 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 | 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 | |
| 2024 | A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610. Full description at Econpapers || Download paper | |
| 2024 | Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511. 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 | |
| 2024 | Tool for optimization of sale and storage of energy in wind farms. (2024). Aparicio, Nestor ; Pearrocha-Alos, Ignacio ; Perez, Emilio ; Celades, Eloy. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:224:y:2024:i:pb:p:2-18. 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 | |
| 2024 | Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345. Full description at Econpapers || Download paper | |
| 2024 | âComparing merit order effects of wind penetration across wholesale electricity marketsâ. (2024). Ajanaku, Bolarinwa A ; Collins, Alan R. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004373. 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 | 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 | |
| 2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). lucey, brian ; Chai, Shanglei ; Li, Qiang ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper | |
| 2024 | Power load forecasting based on spatialâtemporal fusion graph convolution network. (2024). Dong, Yawei ; Wang, Jianzhou ; Jiang, HE. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002312. 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 | |
| 2024 | Intraday Electricity Price Forecasting via LSTM and Trading Strategy for the Power Market: A Case Study of the West Denmark DK1 Grid Region. (2024). Nielsen, Peter ; Kili, Deniz Kenan ; Thibbotuwawa, Amila. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2909-:d:1414040. Full description at Econpapers || Download paper | |
| 2024 | Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model. (2024). Kania, Krzysztof ; Pilot, Karol ; Ganczarek-Gamrot, Alicja. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4436-:d:1471177. Full description at Econpapers || Download paper | |
| 2024 | Integrative Review-Based Conceptual Modeling: An Agent-Based Modeling Synthesis of Dynamic Energy Tariff Research and Models. (2024). Bruckner, Thomas ; Edelenbosch, Oreane ; Bruggemans, Paul ; Johanning, Simon. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:22:p:5715-:d:1521599. Full description at Econpapers || Download paper | |
| 2024 | Application of Methods Based on Artificial Intelligence and Optimisation in Power EngineeringâIntroduction to the Special Issue. (2024). Pijarski, Pawe ; Belowski, Adrian. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:516-:d:1323113. 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 | |
| 2024 | Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001. Full description at Econpapers || Download paper | |
| 2024 | From the East-European Regional Day-Ahead Markets to a Global Electricity Market. (2024). Oprea, Simona-Vasilica ; Tudoric, Bogdan George ; Bara, Adela. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10416-0. Full description at Econpapers || Download paper | |
| 2024 | The business cycle in Brazil: identification via heteroskedasticity. (2024). de Mendona, Thiago Drummond ; Rocha, Elcyon Caiado. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:3:d:10.1007_s10368-024-00615-x. 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 | |
| 2024 | Green Electricity Prices. (2024). Hannesson, Rgnvaldur. In: Biophysical Economics and Resource Quality. RePEc:spr:bioerq:v:9:y:2024:i:1:d:10.1007_s41247-024-00117-z. 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 | |
| 2024 | Inflation uncertainty. (2024). Serletis, Apostolos ; Xu, Libo. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02512-9. Full description at Econpapers || Download paper | |
| 2024 | An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30. Full description at Econpapers || Download paper | |
| 2024 | Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution. (2024). Rossini, Luca ; Lucas, Andre ; Peerlings, Dewi ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240049. Full description at Econpapers || Download paper | |
| 2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06. Full description at Econpapers || Download paper | |
| 2024 | Electricity price forecasting using quantile regression averaging with nonconvex regularization. (2024). Dong, Yao ; Wang, Jianzhou ; Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1859-1879. 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 | |
| More than 100 citations found, this list is not complete... |
| 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 | 21 |
| 2020 | PCA Forecast AveragingâPredicting Day-Ahead and Intraday Electricity Prices.(2020) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2022 | Forecasting Electricity Prices In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | 9 |
| 2010 | Structural vector autoregressions with Markov switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 196 |
| 2009 | Structural Vector Autoregressions with Markov Switching.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | 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 | 65 |
| 2021 | Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices In: Energy Economics. [Full Text][Citation analysis] | article | 40 |
| 2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy. [Full Text][Citation analysis] | article | 49 |
| 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: 49 | 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 | 92 |
| 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: 92 | 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 | 39 |
| 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 | |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team