9
H index
9
i10 index
568
Citations
Politechnika Wrocławska (50% share) | 9 H index 9 i10 index 568 Citations RESEARCH PRODUCTION: 2 Articles 14 Papers RESEARCH ACTIVITY: 5 years (2005 - 2010). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmi383 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Misiorek. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 5 |
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology | 5 |
Econometrics / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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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 |
2024 | Risk 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 |
2023 | Offshore 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 |
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 |
2023 | Are 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 |
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 | Foreseeing 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 |
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 | Electricity 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 |
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 | Edge-Based Short-Term Energy Demand Prediction. (2023). Papageorgiou, Elpiniki I ; Lekidis, Alexios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5435-:d:1196042. Full description at Econpapers || Download paper |
2023 | Differences in the Structure of Household Electricity Prices in EU Countries. (2023). Hozer-Komiel, Marta ; Ala-Karvia, Urszula ; Zalewska, Mariola E ; Ebrowska-Suchodolska, Dorota ; Matuszewska-Janica, Aleksandra. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6636-:d:1240867. Full description at Econpapers || Download paper |
2023 | Forecasting Day-Ahead Electricity Prices for the Italian Electricity Market Using a New DecompositionâCombination Technique. (2023). Lopez-Gonzales, Javier Linkolk ; Rodrigues, Paulo Canas ; Turpo-Chaparro, Josue E ; Iftikhar, Hasnain. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6669-:d:1241859. Full description at Econpapers || Download paper |
2023 | Day-Ahead Electricity Market Price Forecasting Considering the Components of the Electricity Market Price; Using Demand Decomposition, Fuel Cost, and the Kernel Density Estimation. (2023). Roh, Jae Hyung ; Park, Jong-Bae ; Lee, Dahan ; Jin, Arim. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3222-:d:1114982. Full description at Econpapers || Download paper |
2023 | Electricity price forecasting using hybrid deep learned networks. (2023). Singh, Jai Govind ; Prakash, Krishna. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1750-1771. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 141 |
2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 176 |
2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2010 | Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2006 | Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2010 | Loss Distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
2007 | Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2010 | Models for Heavy-tailed Asset Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2010 | Models for Heavy-tailed Asset Returns.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | ||
2005 | Modeling and forecasting electricity loads: A comparison In: Econometrics. [Full Text][Citation analysis] | paper | 11 |
2005 | FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS In: Econometrics. [Full Text][Citation analysis] | paper | 30 |
2006 | Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports. [Full Text][Citation analysis] | paper | 13 |
2006 | Interval forecasting of spot electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 137 |
2008 | Short-term forecasting of electricity prices: Do we need a different model for each hour? In: HSC Research Reports. [Full Text][Citation analysis] | paper | 10 |
2010 | Heavy-tailed distributions in VaR calculations In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
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