32
H index
78
i10 index
3946
Citations
Politechnika Wrocławska | 32 H index 78 i10 index 3946 Citations RESEARCH PRODUCTION: 62 Articles 160 Papers 3 Books 3 Chapters EDITOR: RESEARCH ACTIVITY: 29 years (1995 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwe42 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rafał Weron. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germanyâs Spot Market. (2023). Bag, Raul Cristian ; Ben-Amor, Souhir ; Balasoiu, Narciz ; Paraschiv, Dorel Mihai. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:463. Full description at Econpapers || Download paper | |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Matching of Everyday Power Supply and Demand with Dynamic Pricing: Problem Formalisation and Conceptual Analysis. (2023). Ernst, Damien ; Sutera, Antonio ; Th, Thibaut. In: Papers. RePEc:arx:papers:2301.11587. Full description at Econpapers || Download paper | |
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 | Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769. Full description at Econpapers || Download paper | |
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 | |
2023 | Ruin probability for the quota share model with~phase-type distributed claims. (2023). Wilkowska, Aleksandra ; Teuerle, Marek ; Palmowski, Zbigniew ; Burnecki, Krzysztof. In: Papers. RePEc:arx:papers:2303.07705. Full description at Econpapers || Download paper | |
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 | |
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 | Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419. Full description at Econpapers || Download paper | |
2023 | Statistical electricity price forecasting: A structural approach. (2023). Sgarlato, Raffaele. In: Papers. RePEc:arx:papers:2306.14186. Full description at Econpapers || Download paper | |
2023 | Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162. Full description at Econpapers || Download paper | |
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 | 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 | Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management. (2023). Haghighi, Alireza Moslemi ; Zamani, Shiva ; Arian, Hamid. In: Papers. RePEc:arx:papers:2311.14985. Full description at Econpapers || Download paper | |
2023 | Simulation of a L\evy process, its extremum, and hitting time of the extremum via characteristic functions. (2023). Levendorskii, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2312.03929. Full description at Econpapers || Download paper | |
2024 | Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761. 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 | |
2023 | Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465. Full description at Econpapers || Download paper | |
2023 | The Role of Green Marketing and Promotion of Green Energy Bonds to Reduce Carbon Emissions in Indonesia. (2023). Musa, Hani Amer ; Sabbar, Sabbar Dahham ; Anwar, Anas Iswanto ; Munizu, Musran ; Manan, Arifuddin ; Nohong, Mursalim ; Kadir, Abdul Rahman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-10. Full description at Econpapers || Download paper | |
2023 | Short-term electricity load forecastingâA systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500. Full description at Econpapers || Download paper | |
2023 | Regulated peer-to-peer energy markets for harnessing decentralized demand flexibility. (2023). Zhang, Max K ; Lee, Zachary E. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923000363. Full description at Econpapers || Download paper | |
2023 | Ensemble framework for daily carbon dioxide emissions forecasting based on the signal decompositionâreconstruction model. (2023). Zhang, Xianqi ; Shao, Quanxi ; Chen, Xiaohong ; Wang, Tao ; Song, Chao. In: Applied Energy. RePEc:eee:appene:v:345:y:2023:i:c:s0306261923006943. Full description at Econpapers || Download paper | |
2023 | Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341. Full description at Econpapers || Download paper | |
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 | |
2023 | Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers || Download paper | |
2023 | Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693. Full description at Econpapers || Download paper | |
2023 | Total and thermal load forecasting in residential communities through probabilistic methods and causal machine learning. (2023). Marrocu, Marino ; Massidda, Luca. In: Applied Energy. RePEc:eee:appene:v:351:y:2023:i:c:s0306261923011479. Full description at Econpapers || Download paper | |
2023 | Event-driven forecasting of wholesale electricity price and frequency regulation price using machine learning algorithms. (2023). Pan, Zehua ; Sai, Wei ; Chan, Siew Hwa ; Miao, Bin ; Zhong, Zheng ; Jiao, Zhenjun ; Liu, Siyu. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013533. Full description at Econpapers || Download paper | |
2024 | Harnessing eXplainable artificial intelligence for feature selection in time series energy forecasting: A comparative analysis of Grad-CAM and SHAP. (2024). Naidoo, Raj ; Ye, Xianming ; van Zyl, Corne. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014435. Full description at Econpapers || Download paper | |
2024 | Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Jeon, Joo Young ; Alvarenga, Estevo ; Park, Jungyeon ; Ahn, Kwangwon ; Kim, Hokyun ; Petropoulos, Fotios ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733. Full description at Econpapers || Download paper | |
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 | Joint forecasting of source-load-price for integrated energy system based on multi-task learning and hybrid attention mechanism. (2024). Zhang, Chenghui ; Yan, YI ; Wang, Haiyang ; Yang, Fan ; Mu, Yuchen ; Li, KE. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002046. Full description at Econpapers || Download paper | |
2024 | Day-ahead regional solar power forecasting with hierarchical temporal convolutional neural networks using historical power generation and weather data. (2024). Bandara, Kasun ; de Hoog, Julian ; Perera, Maneesha ; Halgamuge, Saman ; Senanayake, Damith. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003544. Full description at Econpapers || Download paper | |
2024 | Forecasting individual bids in real electricity markets through machine learning framework. (2024). Chen, Qixin ; Zheng, Kedi ; Guo, Hongye ; Tang, Qinghu. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004367. Full description at Econpapers || Download paper | |
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 | Building plug load mode detection, forecasting and scheduling. (2024). Fu, Xiaohan ; Lago, Jesus ; Botman, Lola ; de Moor, Bart ; Kleissl, Jan ; Wolf, Jesse ; Chia, Keaton. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004811. Full description at Econpapers || Download paper | |
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 | |
2023 | Surrogate multivariate Hurst exponent analysis of gait dynamics. (2023). Alvarez-Ramirez, J ; Martinez-Martinez, F ; Martinez-Cadena, J A ; Marin-Lopez, A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923005064. Full description at Econpapers || Download paper | |
2023 | A model of mass extinction accounting for the differential evolutionary response of species to a climate change. (2023). Petrovskii, Sergei ; Alsulami, Amer. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p2:s0960077923009190. Full description at Econpapers || Download paper | |
2023 | Chaotic and stochastic evaluation in Fluxgate magnetic sensors. (2023). Narm, Hossein Gholizade ; Chafi, Mohammadreza Shafiee ; Kalat, Ali Akbarzadeh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010688. Full description at Econpapers || Download paper | |
2024 | Statistical complexity and stochastic resonance of an underdamped bistable periodic potential system excited by Lévy noise. (2024). Mi, Lina ; Ding, Jiaxin ; Guo, Yongfeng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923012821. Full description at Econpapers || Download paper | |
2024 | Entropy production on cooperative opinion dynamics. (2024). , Andre ; Fiore, Carlos E ; Du, Ruijin ; Dong, Gaogao ; Wang, Chao ; Stanley, Eugene H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002467. Full description at Econpapers || Download paper | |
2024 | Two-time-scale stochastic functional differential equations with wideband noises and jumps. (2024). Wen, Zhexin ; Liu, Yuanyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003084. Full description at Econpapers || Download paper | |
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 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper | |
2023 | The value of product recall insurance in a price competition with financially constrained suppliers. (2023). Zheng, Chaonan ; Xu, Shujun ; Wei, Hang ; Chen, Jing. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1161-1176. Full description at Econpapers || Download paper | |
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 | Assessing the impact of battery storage on Australian electricity markets. (2023). Truck, Stefan ; Foley, Sean ; Rangarajan, Arvind. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000993. Full description at Econpapers || Download paper | |
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 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper | |
2023 | Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers || Download paper | |
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 | |
2023 | Pricing and hedging wind power prediction risk with binary option contracts. (2023). Date, Paresh ; Hesamzadeh, Mohammad Reza ; Thakur, Jagruti ; Bunn, Derek. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004589. Full description at Econpapers || Download paper | |
2023 | Energy poverty prediction and effective targeting for just transitions with machine learning. (2023). Spandagos, Constantine ; Tovar, Miguel Angel ; Lynch, Muireann A. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006291. Full description at Econpapers || Download paper | |
2024 | Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326. Full description at Econpapers || Download paper | |
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 | EuroMod: Modelling European power markets with improved price granularity. (2024). Green, Richard ; Staffell, Iain ; Mendes, Carla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000513. Full description at Econpapers || Download paper | |
2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper | |
2024 | The carbon tax and the crisis in Australiaâs National Electricity Market. (2024). Menezes, Flavio ; Gonçalves, Ricardo ; Gonalves, Ricardo. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002305. Full description at Econpapers || Download paper | |
2023 | A bigger bang for the buck: The impact of risk reduction on renewable energy support payments in Europe. (2023). Kitzing, Lena ; Ukan, Mak. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006140. Full description at Econpapers || Download paper | |
2023 | Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX. (2023). Kanamura, Takashi ; Rassi, Samin. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001374. Full description at Econpapers || Download paper | |
2023 | Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x. Full description at Econpapers || Download paper | |
2023 | Time-coupled day-ahead wind power scenario generation: A combined regular vine copula and variance reduction method. (2023). Abhyankar, Abhijit R ; Krishna, Attoti Bharath. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222030596. Full description at Econpapers || Download paper | |
2023 | Modelling power prices in markets with high shares of renewable energies and storagesâThe Norwegian example. (2023). Hufendiek, Kai ; Scheben, Heike. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222033370. Full description at Econpapers || Download paper | |
2023 | A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning. (2023). Scandolo, Giacomo ; Gianfreda, Angelica. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003638. Full description at Econpapers || Download paper | |
2023 | A Comparison Study of Predictive Models for Electricity Demand in a Diverse Urban Environment. (2023). Lee, Christopher ; Li, Binbin ; Pesantez, Jorge E ; Stillwell, Ashlynn S ; Butala, Mark ; Zhao, Zhizhen. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223025367. Full description at Econpapers || Download paper | |
2024 | Combined IXGBoost-KELM short-term photovoltaic power prediction model based on multidimensional similar day clustering and dual decomposition. (2024). Zhu, Hongyu ; Wu, Thomas ; Zhang, Dongdong ; Dong, Yunxuan ; Lv, Kunye ; Jiang, Meihui. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s036054422303164x. Full description at Econpapers || Download paper | |
2024 | A hybrid short-term wind power point-interval prediction model based on combination of improved preprocessing methods and entropy weighted GRU quantile regression network. (2024). Qiao, Xianzhu ; Liu, Tianhong. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s036054422303298x. Full description at Econpapers || Download paper | |
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 | |
2024 | Research on vehicle speed prediction model based on traffic flow information fusion. (2024). Zhao, Yinghua ; Wang, Zhuo ; Fang, Liang ; Yang, Rui ; Hu, Zhiyuan. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224001877. Full description at Econpapers || Download paper | |
2024 | Towards energy transition: A novel day-ahead operation scheduling strategy for demand response and hybrid energy storage systems in smart grid. (2024). el Moursi, Mohamed Shawky ; Al-Sumaiti, Ameena Saad ; Elsir, Mohamed. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003955. Full description at Econpapers || Download paper | |
2024 | Fractional-order long-term price guidance mechanism based on bidirectional prediction with attention mechanism for electric vehicle charging. (2024). Yin, Linfei ; Cao, YI ; Hu, Likun. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004110. Full description at Econpapers || Download paper | |
2024 | Impact of forecasted heat demand on day-ahead optimal scheduling and real time control of multi-energy systems. (2024). Stienecker, Malte. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224009290. Full description at Econpapers || Download paper | |
2023 | Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412. Full description at Econpapers || Download paper | |
2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper | |
2023 | Deferring real options with solar renewable energy certificates. (2023). Byrne, Julie ; Assereto, Martina ; Zhang, Hanyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000977. Full description at Econpapers || Download paper | |
2023 | Recent advances in intra-hour solar forecasting: A review of ground-based sky image methods. (2023). Wang, Jianxue ; Zhang, Yao ; Lin, Fan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:244-265. Full description at Econpapers || Download paper | |
2023 | A robust support vector regression model for electric load forecasting. (2023). Fang, Shu-Cherng ; Gao, Zheming ; Hong, Tao ; Luo, Jian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:1005-1020. Full description at Econpapers || Download paper | |
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 | |
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2015 | Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight? In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2019 | Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 21 |
2019 | Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.(2019) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2020 | Beating the naive: Combining LASSO with naive intraday electricity price forecasts In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 12 |
2020 | Beating the NaïveâCombining LASSO with Naïve Intraday Electricity Price Forecasts.(2020) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2020 | Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 76 |
2020 | Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 3 |
2020 | Trading on short-term path forecasts of intraday electricity prices In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 4 |
2022 | Trading on short-term path forecasts of intraday electricity prices.(2022) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 5 |
2021 | Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO.(2021) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2021 | Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2021 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 4 |
2023 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | Erratum to Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark [Appl. Energy 293 (2021) 116983] In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 20 |
2023 | Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2024 | Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
2024 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 0 |
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2009 | Forecasting wholesale electricity prices: A review of time series models.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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2010 | FX Smile in the Heston Model.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | FX Smile in the Heston Model.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
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2011 | Black swans or dragon kings? A simple test for deviations from the power law In: Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2011 | Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks In: Papers. [Full Text][Citation analysis] | paper | 98 |
2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2020 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark In: Papers. [Full Text][Citation analysis] | paper | 80 |
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2020 | Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs In: Papers. [Full Text][Citation analysis] | paper | 4 |
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2023 | Distributional neural networks for electricity price forecasting.(2023) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2024 | Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression In: Papers. [Full Text][Citation analysis] | paper | 0 |
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2002 | A SIMPLE MODEL OF PRICE FORMATION.(2002) In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2001 | Measuring long-range dependence in electricity prices In: Papers. [Full Text][Citation analysis] | paper | 9 |
2002 | How effective is advertising in duopoly markets? In: Papers. [Full Text][Citation analysis] | paper | 13 |
2003 | How effective is advertising in duopoly markets?.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2003 | How effective is advertising in duopoly markets?.(2003) In: Public Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
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 | 102 |
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2010 | An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics. [Full Text][Citation analysis] | article | 104 |
2010 | An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
2013 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics. [Full Text][Citation analysis] | article | 91 |
2012 | Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2013 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics. [Full Text][Citation analysis] | article | 34 |
2012 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2012 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2014 | Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
2013 | Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2014 | An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics. [Full Text][Citation analysis] | article | 65 |
2013 | An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2015 | A note on using the HodrickâPrescott filter in electricity markets In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2014 | A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 33 |
2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting.(2016) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2019 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II â Probabilistic forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2017 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II ââ¬â Probabilistic forecasting.(2017) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2019 | Carbon pricing and electricity markets â The case of the Australian Clean Energy Bill In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
2021 | Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2019 | Regularized Quantile Regression Averaging for probabilistic electricity price forecasting.(2019) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2014 | Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy. [Full Text][Citation analysis] | article | 43 |
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: 43 | paper | |
2016 | Improving short term load forecast accuracy via combining sister forecasts In: Energy. [Full Text][Citation analysis] | article | 27 |
2015 | Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2008 | Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 142 |
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: 142 | paper | |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 486 |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future.(2014) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 486 | paper | |
2016 | Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 64 |
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: 64 | paper | |
2019 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
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2018 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2020 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
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1998 | Origins of the scaling behaviour in the dynamics of financial data.(1998) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
1999 | Scaling in currency exchange: a conditionally exponential decay approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
1998 | Scaling in currency exchange: A Conditionally Exponential Decay approach.(1998) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2000 | Hurst analysis of electricity price dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 37 |
2000 | Hurst analysis of electricity price dynamics.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
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2000 | Property insurance loss distributions.(2000) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
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2001 | Estimating long range dependence: finite sample properties and confidence intervals.(2001) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2004 | On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
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2004 | Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 97 |
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2018 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2017 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach.(2017) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
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2001 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime.(2001) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
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2004 | Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2005 | Heavy tails and electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 14 |
2006 | Short-term electricity price forecasting with time series models: A review and evaluation In: HSC Research Reports. [Full Text][Citation analysis] | paper | 11 |
2006 | Interval forecasting of spot electricity prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 97 |
2006 | Visualization tools for insurance risk processes In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2009 | Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2010 | Heavy-tailed distributions in VaR calculations In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2012 | Inference for Markov-regime switching models of electricity spot prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports. [Full Text][Citation analysis] | paper | 11 |
2012 | A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
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 | 5 |
2013 | Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2013 | Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2013 | Rewiring the network. What helps an innovation to diffuse? In: HSC Research Reports. [Full Text][Citation analysis] | paper | 5 |
2014 | Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2014 | A review of electricity price forecasting: The past, the present and the future In: HSC Research Reports. [Full Text][Citation analysis] | paper | 24 |
2014 | Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 4 |
2014 | Modeling consumer opinions towards dynamic pricing: An agent-based approach In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2014 | Modelling price spikes in electricity markets - the impact of load, weather and capacity In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2014 | Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
2014 | Forecasting the occurrence of electricity price spikes in the UK power market In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
2014 | Evaluating the performance of VaR models in energy markets In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2015 | Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts In: HSC Research Reports. [Full Text][Citation analysis] | paper | 16 |
2015 | Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
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 | 5 |
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 |
2015 | Difficulty is critical: Psychological factors in modeling diffusion of green products and practices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2016 | To combine or not to combine? Recent trends in electricity price forecasting In: HSC Research Reports. [Full Text][Citation analysis] | paper | 8 |
2016 | Impact of social interactions on demand curves for innovative products In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2016 | Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2017 | Variance stabilizing transformations for electricity spot price forecasting In: HSC Research Reports. [Full Text][Citation analysis] | paper | 28 |
2017 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models In: HSC Research Reports. [Full Text][Citation analysis] | paper | 4 |
2017 | Habitat momentum In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2018 | A note on averaging day-ahead electricity price forecasts across calibration windows In: HSC Research Reports. [Full Text][Citation analysis] | paper | 17 |
2018 | Electricity price forecasting In: HSC Research Reports. [Full Text][Citation analysis] | paper | 145 |
2019 | Balancing RES generation: Profitability of an energy trader In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
1995 | Performance of the estimators of stable law parameters In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
1995 | Analysis of ROBECO data by neural networks In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
1997 | Evolution in a changing environment In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
1999 | A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2004 | Computationally intensive Value at Risk calculations In: Papers. [Full Text][Citation analysis] | paper | 10 |
In: . [Full Text][Citation analysis] | paper | 17 | |
In: . [Full Text][Citation analysis] | paper | 0 |
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