10
H index
10
i10 index
580
Citations
Politechnika Wrocławska | 10 H index 10 i10 index 580 Citations RESEARCH PRODUCTION: 10 Articles 22 Papers RESEARCH ACTIVITY: 13 years (2009 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma1510 |
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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Energy Economics | 2 |
Energies | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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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 |
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2024 | Gaussian and Students $t$ mixture vector autoregressive model. (2021). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648. Full description at Econpapers || Download paper |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper |
2024 | Smoothing 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 |
2023 | Enhancing 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 |
2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. 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. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper |
2024 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper |
2023 | A 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 |
2023 | Combining 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 |
2023 | Learning 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 |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). 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 |
2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. 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 |
2024 | Seizing unconventional arbitrage opportunities in virtual power plants: A profitable and flexible recruitment approach. (2024). Zhang, Cuo ; Qiu, Jing ; Lu, Xin ; Zhu, Jianguo ; Lei, Gang. 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). 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 |
2024 | Electricity 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 |
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). 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 |
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). Lutkepohl, Helmut ; Bruns, Martin. 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 |
2023 | Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665. Full description at Econpapers || Download paper |
2023 | CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724. 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). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x. Full description at Econpapers || Download paper |
2023 | Multivariable 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 |
2023 | From 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 |
2023 | Disentangle the price dispersion of residential solar photovoltaic systems: Evidence from Germany. (2023). Breitner, Michael H ; Heumann, Maximilian ; Brauner, Tim ; Kraschewski, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001470. Full description at Econpapers || Download paper |
2023 | Distributional neural networks for electricity price forecasting. (2023). Weron, RafaÅ ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. 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 | 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 |
2024 | Wholesale 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 |
2023 | Forecasting 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 |
2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper |
2023 | LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852. Full description at Econpapers || Download paper |
2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
2023 | Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931. 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 | âComparing merit order effects of wind penetration across wholesale electricity marketsâ. (2024). Collins, Alan R ; Ajanaku, Bolarinwa A. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004373. Full description at Econpapers || Download paper |
2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper |
2023 | A Predictive Fuzzy Logic Model for Forecasting Electricity Day-Ahead Market Prices for Scheduling Industrial Applications. (2023). Birbas, Alexios ; Alefragis, Panayiotis ; Karampinis, Ioannis ; Plakas, Konstantinos ; Papalexopoulos, Alex. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4085-:d:1146667. Full description at Econpapers || Download paper |
2023 | Interval Load Forecasting for Individual Households in the Presence of Electric Vehicle Charging. (2023). Mir, Syed ; Grolinger, Katarina ; Ahmed, Mohamed ; Skala, Raiden. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4093-:d:1147109. Full description at Econpapers || Download paper |
2023 | ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity MarketsâVariance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers || Download paper |
2023 | Study of Potential Impact of Wind Energy on Electricity Price Using Regression Techniques. (2023). Afthanorhan, Asyraf ; Malik, Hasmat ; Alotaibi, Majed A ; Gupta, Saket ; Tripathi, Madan Mohan ; Kumar, Neeraj. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14448-:d:1252917. Full description at Econpapers || Download paper |
2023 | How a Grid Company Could Enter the Hydrogen Industry through a New Business Model: A Case Study in China. (2023). Zhang, Haoyu ; Weng, Haixiao ; Shan, Rui ; Liu, Zhoubin ; Xu, Danlu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4417-:d:1084918. Full description at Econpapers || Download paper |
2023 | Probabilistic forecasting of electricity prices using an augmented LMARX-model. (2023). Sheybanivaziri, Samaneh ; Andersson, Jonas. In: Discussion Papers. RePEc:hhs:nhhfms:2023_011. Full description at Econpapers || Download paper |
2023 | Intraday power trading: toward an arms race in weather forecasting?. (2023). Wozabal, David ; Kuppelwieser, Thomas. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00698-5. Full description at Econpapers || Download paper |
2023 | Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). RodrÃguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1. Full description at Econpapers || Download paper |
2023 | Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. (2023). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/07. Full description at Econpapers || Download paper |
2023 | The multifaceted impact of US trade policy on financial markets. (2023). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:388-406. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | PCA forecast averaging - predicting day-ahead and intraday electricity prices In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 16 |
2020 | PCA Forecast AveragingâPredicting Day-Ahead and Intraday Electricity Prices.(2020) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 | 6 |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling In: Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Structural vector autoregressions with Markov switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 184 |
2009 | Structural Vector Autoregressions with Markov Switching.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | 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 | 45 |
2021 | Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy. [Full Text][Citation analysis] | article | 48 |
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: 48 | paper | |
2016 | A hybrid model for GEFCom2014 probabilistic electricity price forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
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: 56 | paper | |
2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 85 |
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: 85 | 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 | 35 |
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 | 23 |
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: 23 | 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 | 2 |
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 | 6 |
2015 | Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
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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