Rafał Weron : Citation Profile

Politechnika Wrocławska

33

H index

80

i10 index

4342

Citations

RESEARCH PRODUCTION:

67

Articles

166

Papers

3

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   30 years (1995 - 2025). See details.
   Cites by year: 144
   Journals where Rafał Weron has often published
   Relations with other researchers
   Recent citing documents: 260.    Total self citations: 163 (3.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe42
   Updated: 2025-12-20    RAS profile: 2025-08-31    
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Relations with other researchers

Works with:

Marcjasz, Grzegorz (17)

Uniejewski, Bartosz (8)

Lipiecki, Arkadiusz (5)

Nitka, Weronika (3)

Jędrzejewski, Arkadiusz (2)

Zabawa, Jacek (2)

Serafin, Tomasz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rafał Weron.

Is cited by:

Maciejowska, Katarzyna (91)

Uniejewski, Bartosz (76)

Janczura, Joanna (72)

Gianfreda, Angelica (67)

Rossini, Luca (55)

Grossi, Luigi (50)

Nitka, Weronika (50)

Ravazzolo, Francesco (44)

Weron, Tomasz (39)

Serafin, Tomasz (38)

Nan, Fany (38)

Cites to:

Nowotarski, Jakub (223)

Trueck, Stefan (140)

Misiorek, Adam (137)

Uniejewski, Bartosz (133)

Maciejowska, Katarzyna (95)

Marcjasz, Grzegorz (94)

Janczura, Joanna (91)

Cartea, Álvaro (55)

Hong, Tao (54)

Härdle, Wolfgang (52)

Sznajd-Weron, Katarzyna (51)

Main data

Where Rafał Weron has published?

Journals with more than one article published# docs
Energy Economics16
Physica A: Statistical Mechanics and its Applications13
International Journal of Forecasting7
Energies7
Computational Statistics3
International Journal of Modern Physics C (IJMPC)2
Renewable and Sustainable Energy Reviews2
AStA Advances in Statistical Analysis2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology82
MPRA Paper / University Library of Munich, Germany27
WORking papers in Management Science (WORMS) / Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology17
Papers / arXiv.org15
Econometrics / University Library of Munich, Germany7
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk6
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)3
Risk and Insurance / University Library of Munich, Germany2

Recent works citing Rafał Weron (2025 and 2024)

YearTitle of citing document
2024AI-Driven Prediction of Electricity Production and Consumption in Micro-Hydropower Plant. (2024). Khan, Gul Muhammad. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:5:p:125-133.

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2025Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications. (2022). Taleb, Nassim Nicholas. In: Papers. RePEc:arx:papers:2001.10488.

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2025Tree-Based Learning in RNNs for Power Consumption Forecasting. (2022). Baviera, Roberto ; Manzoni, Pietro. In: Papers. RePEc:arx:papers:2209.01378.

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2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2024Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2303.10019.

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2024Risk valuation of quanto derivatives on temperature and electricity. (2024). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692.

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2025Zero-Inflated Bandits. (2025). Wan, Runzhe ; Song, Rui ; Shi, Lei ; Wei, Haoyu. In: Papers. RePEc:arx:papers:2312.15595.

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2024Electricity Price Forecasting in the Irish Balancing Market. (2024). Prestwich, Steven ; Collins, Joseph ; O'Connor, Ciaran ; Visentin, Andrea. In: Papers. RePEc:arx:papers:2402.06714.

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2024mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters. (2024). Trull, Oscar ; Garc, Carlos J ; Peir, Angel. In: Papers. RePEc:arx:papers:2402.10982.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968.

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2024The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982.

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2024Revisiting Day-ahead Electricity Price: Simple Model Save Millions. (2024). Wang, Linian ; Liu, Jianghong ; Zhang, Huibing ; Yu, Anlan. In: Papers. RePEc:arx:papers:2405.14893.

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2024From 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.

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2024Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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2024Bridging 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.

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2024Ranking probabilistic forecasting models with different loss functions. (2024). Uniejewski, Bartosz ; Serafin, Tomasz. In: Papers. RePEc:arx:papers:2411.17743.

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2024Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis. (2024). Akintunde, Ruth ; Nyangon, Joseph. In: Papers. RePEc:arx:papers:2412.07787.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025OrderFusion: Encoding Orderbook for Probabilistic Intraday Price Prediction. (2025). Yu, Runyao ; Leimgruber, Fabian ; Tao, Yuchen ; Cremer, Jochen L ; Esterl, Tara. In: Papers. RePEc:arx:papers:2502.06830.

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2025Package Bids in Combinatorial Electricity Auctions: Selection, Welfare Losses, and Alternatives. (2025). Hug, Gabriela ; Hubner, Thomas. In: Papers. RePEc:arx:papers:2502.09420.

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2025Extrapolating 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.

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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2025Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting. (2025). Hirsch, Simon. In: Papers. RePEc:arx:papers:2504.02518.

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2025Stochastic dominance for linear combinations of infinite-mean risks. (2025). Hu, Taizhong ; Chen, Yuyu ; Shneer, Seva ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2505.01739.

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2025Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting. (2025). Amir, Timoth'Ee Hornek ; Tchappi, Igor ; Fridgen, Gilbert. In: Papers. RePEc:arx:papers:2506.08113.

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2025Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2506.23289.

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2025Multi-Agent Reinforcement Learning for Dynamic Pricing in Supply Chains: Benchmarking Strategic Agent Behaviours under Realistically Simulated Market Conditions. (2025). Hazenberg, Thomas ; Mohammadi, Seyed Sahand ; van Rijswijk, Marijn. In: Papers. RePEc:arx:papers:2507.02698.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts. (2025). Lipiecki, Arkadiusz ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2507.15079.

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2025Prediction of linear fractional stable motions using codifference. (2025). Valade, Thomas ; Sawaya, Karl ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2507.15437.

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2025Forecasting Probability Distributions of Financial Returns with Deep Neural Networks. (2025). Micha, Jakub. In: Papers. RePEc:arx:papers:2508.18921.

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2025Directional 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.

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2025Driver 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.

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2025Deep learning CAT bond valuation. (2025). Sester, Julian ; Xu, Huansang. In: Papers. RePEc:arx:papers:2509.25899.

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2025Joint Bidding on Intraday and Frequency Containment Reserve Markets. (2025). Wozabal, David ; Ridinger, Wolfgang ; Zhang, Yiming. In: Papers. RePEc:arx:papers:2510.03209.

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2025Design and valuation of multi-region CoCoCat bonds. (2025). Zdeb, Martyna ; Teuerle, Marek ; Burnecki, Krzysztof ; Wszola, Jacek. In: Papers. RePEc:arx:papers:2510.17221.

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2025Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models. (2025). Thumm, Dennis. In: Papers. RePEc:arx:papers:2511.04361.

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2025The 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.

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2025Statistical 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.

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2024Principal component analysis of day‐ahead electricity price forecasting in CAISO and its implications for highly integrated renewable energy markets. (2024). Akintunde, Ruth ; Nyangon, Joseph. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:1:n:e504.

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2025From Model Optimality to Market Reality: Do Electricity Markets Support Renewable Investments?. (2025). Abuzayed, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2558.

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2025Forecasting 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.

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2025Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40.

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2024Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data. (2024). Dumas, Jonathan ; Schinke-Nendza, Aiko ; Pflugfelder, Yannik ; Weber, Christoph. In: EWL Working Papers. RePEc:dui:wpaper:2407.

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2025Bidding CHP portfolios consistently into sequential reserve and electricity spot markets. (2025). Weber, Christoph ; Beran, Philip ; Jahns, Christopher ; Furtwaangler, Christian ; Vogler, Arne. In: EWL Working Papers. RePEc:dui:wpaper:2502.

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2024Has Real Time Spot Electricity Market in India Impacted Day-Ahead Spot Electricity Market?. (2024). Singh, Sweta ; Girish, G P ; Supra, Bharath ; Saran, Rashmita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-35.

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2024Harnessing eXplainable artificial intelligence for feature selection in time series energy forecasting: A comparative analysis of Grad-CAM and SHAP. (2024). Ye, Xianming ; Naidoo, Raj ; van Zyl, Corne. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014435.

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2024Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733.

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2024Price 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.

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2024Joint forecasting of source-load-price for integrated energy system based on multi-task learning and hybrid attention mechanism. (2024). Mu, Yuchen ; Yan, YI ; Li, KE ; Wang, Haiyang ; Yang, Fan ; Zhang, Chenghui. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924002046.

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2024Day-ahead regional solar power forecasting with hierarchical temporal convolutional neural networks using historical power generation and weather data. (2024). Halgamuge, Saman ; Perera, Maneesha ; Bandara, Kasun ; de Hoog, Julian ; Senanayake, Damith. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003544.

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2024Forecasting individual bids in real electricity markets through machine learning framework. (2024). Chen, Qixin ; Tang, Qinghu ; Zheng, Kedi ; Guo, Hongye. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004367.

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2024Electricity 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.

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2024Building plug load mode detection, forecasting and scheduling. (2024). Botman, Lola ; Chia, Keaton ; Lago, Jesus ; Wolf, Jesse ; Kleissl, Jan ; de Moor, Bart ; Fu, Xiaohan. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004811.

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2024Re-dispatch simplification analysis: Confirmation holism and assessing the impact of simplifications on energy system model performance. (2024). Gorman, Nicholas ; MacGill, Iain ; Bruce, Anna. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924006330.

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2024A 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.

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2024Multivariate scenario generation of day-ahead electricity prices using normalizing flows. (2024). Dahmen, Manuel ; Gorjo, Leonardo Rydin ; Trebbien, Julius ; Hilger, Hannes ; Cramer, Eike ; Witthaut, Dirk. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s030626192400624x.

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2024Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty. (2024). Bazilian, Morgan ; MacMillan, Madeline ; Villa, Daniel L ; Zolan, Alexander. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007384.

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2024Probabilistic solar power forecasting: An economic and technical evaluation of an optimal market bidding strategy. (2024). van Sark, W. G. H. J. M., ; Alskaif, T A ; Visser, L R ; Kleissl, J ; Khurram, A. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009565.

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2024A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing ; Zhang, Xiandong ; Huang, Siwan ; Zhong, Ming. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467.

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2024Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach. (2024). Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Acharya, Rajendra U ; Barua, Prabal Datta ; Sharma, Ekta ; Casillas-Perez, David ; Ghimire, Sujan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013035.

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2024Self-attention mechanism to enhance the generalizability of data-driven time-series prediction: A case study of intra-hour power forecasting of urban distributed photovoltaic systems. (2024). Chu, Yinghao ; Zhao, Xin ; Chen, Shanlin ; Cui, Rongxi ; Li, Mengying ; Yu, Hanxin ; Ding, Yueming. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013904.

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2024Future energy insights: Time-series and deep learning models for city load forecasting. (2024). Olsson, Tobias ; Lundstrom, Oxana ; Maleki, Neda ; Jeansson, John ; Ahlgren, Fredrik ; Musaddiq, Arslan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924014508.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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2025A novel hybrid model based on evolving multi-quantile long and short-term memory neural network for ultra-short-term probabilistic forecasting of photovoltaic power. (2025). Zhu, Jianhua ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924019846.

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2025Review of several key processes in wind power forecasting: Mathematical formulations, scientific problems, and logical relations. (2025). Xu, Chuanyu ; Yang, Mao ; Huang, Yutong ; Liu, Chenyu ; Dai, Bozhi. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924020142.

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2025Bayesian 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.

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2025Demonstration of a low-cost solution for implementing MPC in commercial buildings with legacy equipment. (2025). Sartori, Igor ; Walnum, Harald Taxt ; Gros, Sebastien ; Ward, Peder. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023961.

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2025Deep generative models in energy system applications: Review, challenges, and future directions. (2025). King, Ryan N ; Emami, Patrick ; Zhang, Xiangyu ; Cortiella, Alexandre ; Glaws, Andrew. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924024437.

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2025Analysis and prediction of incoming wind speed for turbines in complex wind farm: Accounting for meteorological factors and spatiotemporal characteristics of wind farm. (2025). Ma, Wanli ; Zhu, Xiaoxun ; Lu, Hongkun ; Yu, Jinxiao ; Gao, Xiaoxia ; Zhao, Qiansheng ; Wang, YU ; Cao, Jingyuan. In: Applied Energy. RePEc:eee:appene:v:381:y:2025:i:c:s0306261924025194.

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2025Feature engineering and selection for prosumer electricity consumption and production forecasting: A comprehensive framework. (2025). Liu, Yang ; Wen, Qianyun. In: Applied Energy. RePEc:eee:appene:v:381:y:2025:i:c:s0306261924025601.

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2025A global probabilistic approach for short-term forecasting of individual households electricity consumption. (2025). Vanthournout, Koen ; de Moor, Bart ; Becker, Thijs ; Lago, Jesus ; Botman, Lola. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025522.

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2025Simplicity in dynamic and competitive electricity markets: A case study on enhanced linear models versus complex deep-learning models for day-ahead electricity price forecasting. (2025). Chu, Yinghao ; He, Yingjie ; Duan, Liwu ; Yu, Hanxin ; Chen, Shanlin ; Mao, Xuehui. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s0306261924025856.

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2025Enhancing 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.

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2025Improving economic operation of a microgrid through expert behaviors and prediction intervals. (2025). Qu, Kai ; Si, Gangquan ; Wang, Qianyue ; Xu, Minglin ; Shan, Zihan. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s0306261925001217.

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2025Weather-informed probabilistic forecasting and scenario generation in power systems. (2025). van Hentenryck, Pascal ; Tanneau, Mathieu ; Zandehshahvar, Reza ; Zhang, Hanyu. In: Applied Energy. RePEc:eee:appene:v:384:y:2025:i:c:s0306261925000996.

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2025Digital versus grid investments in electricity distribution grids: Informed decision-making through system dynamics. (2025). Leiva, Jose Angel ; Morais, Hugo ; Ackom, Emmanuel ; Bergaentzl, Claire ; Monaco, Roberto ; Yang, Guangya. In: Applied Energy. RePEc:eee:appene:v:386:y:2025:i:c:s0306261925002661.

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2025Seasonality and valuation of renewable energy projects in a two factor model. (2025). Best, Rohan ; Trueck, Stefan ; Truong, Chi ; Pitt, David. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s030626192500399x.

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2025Market-based wind power investments under financial frictions. (2025). Soysal, Emilie Rosenlund. In: Applied Energy. RePEc:eee:appene:v:391:y:2025:i:c:s0306261925001552.

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2025Evaluating running strategies for a P2X2P plant. (2025). West, Johan ; Borg, Mats ; Dahal, Ashish ; Prn, Ray. In: Applied Energy. RePEc:eee:appene:v:391:y:2025:i:c:s0306261925005689.

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2025Integrating PNN classification and ELM-Bootstrap for enhanced Day-Ahead negative price forecasting. (2025). Loizidis, Stylianos ; Venizelou, Venizelos ; Kyprianou, Andreas ; Georghiou, George E. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925007433.

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2025A review of solar and wind energy forecasting: From single-site to multi-site paradigm. (2025). Verdone, Alessio ; Panella, Massimo ; de Santis, Enrico ; Rizzi, Antonello. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925007469.

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2025Univariate 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.

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2025Novel deep hybrid model for electricity price prediction based on dual decomposition. (2025). Casillas-Prez, David ; Deo, Ravinesh C ; Nguyen-Huy, Thong ; Ghimire, Sujan ; Salcedo-Sanz, Sancho ; Masrur, A A. In: Applied Energy. RePEc:eee:appene:v:395:y:2025:i:c:s0306261925009274.

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2025A review of predictive uncertainty modeling techniques and evaluation metrics in probabilistic wind speed and wind power forecasting. (2025). Srinivasan, Dipti ; Wang, Jianzhou ; Hu, Qinghua ; Zou, Runmin ; Kou, Hongbo ; Zhang, Fan. In: Applied Energy. RePEc:eee:appene:v:396:y:2025:i:c:s030626192500964x.

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2024Statistical complexity and stochastic resonance of an underdamped bistable periodic potential system excited by Lévy noise. (2024). Guo, Yongfeng ; Mi, Lina ; Ding, Jiaxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923012821.

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2024Entropy production on cooperative opinion dynamics. (2024). , Igor ; Dong, Gaogao ; Stanley, Eugene H ; Wang, Chao ; Fiore, Carlos E ; Du, Ruijin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002467.

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2024Two-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.

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2024Lévy noise-induced effects in a long Josephson junction in the presence of two different spatial noise distributions. (2024). Spagnolo, Bernardo ; de Santis, Duilio ; Filatrella, Giovanni ; Guarcello, Claudio ; Valenti, Davide. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924009731.

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2024Preferences 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.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2025Valuation of power purchase agreements for corporate renewable energy procurement. (2025). Wozabal, David ; Lhndorf, Nils ; Qorbanian, Roozbeh. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:530-543.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024Toward 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.

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2024EuroMod: Modelling European power markets with improved price granularity. (2024). Staffell, Iain ; Green, Richard ; Mendes, Carla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000513.

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2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135.

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Rafał Weron is editor of

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Rafał Weron has edited the books:

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Works by Rafał Weron:

YearTitleTypeCited
2015Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight? In: WORking papers in Management Science (WORMS).
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2019Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting In: WORking papers in Management Science (WORMS).
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2019Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.(2019) In: Energies.
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This paper has nother version. Agregated cites: 29		article
2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts In: WORking papers in Management Science (WORMS).
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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts.(2020) In: Energies.
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This paper has nother version. Agregated cites: 16		article
2020Energy forecasting: A review and outlook In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper95
2020Data-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]		paper3
2020Trading on short-term path forecasts of intraday electricity prices In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper8
2022Trading on short-term path forecasts of intraday electricity prices.(2022) In: Energy Economics.
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2021Importance 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]		paper9
2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO.(2021) In: Energies.
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2021Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design In: WORking papers in Management Science (WORMS).
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2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx In: WORking papers in Management Science (WORMS).
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2023Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx.(2023) In: International Journal of Forecasting.
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2021Erratum 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).
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2023Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks In: WORking papers in Management Science (WORMS).
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2024Loss 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]		paper1
2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading.(2025) In: Energy Economics.
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2024Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market In: WORking papers in Management Science (WORMS).
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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market.(2025) In: Journal of Commodity Markets.
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2025Cost-benefit analysis of a municipal waste management project: Using a survey of professional forecasters to provide reliable projections until 2035 In: WORking papers in Management Science (WORMS).
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2025PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions In: WORking papers in Management Science (WORMS).
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2025Probabilistic intraday electricity price forecasting using generative machine learning In: WORking papers in Management Science (WORMS).
[Full Text][Citation analysis]		paper1
2025Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF) In: WORking papers in Management Science (WORMS).
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2025Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF).(2025) In: Papers.
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2009Forecasting Wholesale Electricity Prices: A Review of Time Series Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making.
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2009Forecasting wholesale electricity prices: A review of time series models.(2009) In: MPRA Paper.
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2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland In: Papers.
[Full Text][Citation analysis]		paper4
2008Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland.(2008) In: MPRA Paper.
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2010FX Smile in the Heston Model In: Papers.
[Full Text][Citation analysis]		paper28
2010FX Smile in the Heston Model.(2010) In: MPRA Paper.
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2010FX Smile in the Heston Model.(2010) In: HSC Research Reports.
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2010FX smile in the Heston model.(2010) In: SFB 649 Discussion Papers.
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2011Black swans or dragon kings? A simple test for deviations from the power law In: Papers.
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2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper.
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2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: HSC Research Reports.
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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks In: Papers.
[Full Text][Citation analysis]		paper121
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks.(2018) In: Energy Economics.
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This paper has nother version. Agregated cites: 121		article
2020Forecasting 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]		paper117
2021Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark.(2021) In: Applied Energy.
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This paper has nother version. Agregated cites: 117		article
2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs In: Papers.
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2022Calibration window selection based on change-point detection for forecasting electricity prices In: Papers.
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2022Electricity Price Forecasting: The Dawn of Machine Learning In: Papers.
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2022Forecasting Electricity Prices In: Papers.
[Full Text][Citation analysis]		paper2
2022Distributional neural networks for electricity price forecasting In: Papers.
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2023Distributional neural networks for electricity price forecasting.(2023) In: Energy Economics.
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2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression In: Papers.
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2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression.(2024) In: Energy Economics.
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2001A simple model of price formation In: Papers.
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2002A SIMPLE MODEL OF PRICE FORMATION.(2002) In: International Journal of Modern Physics C (IJMPC).
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2001Measuring long-range dependence in electricity prices In: Papers.
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2002How effective is advertising in duopoly markets? In: Papers.
[Full Text][Citation analysis]		paper13
2003How effective is advertising in duopoly markets?.(2003) In: Physica A: Statistical Mechanics and its Applications.
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2003How effective is advertising in duopoly markets?.(2003) In: Public Economics.
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2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article110
2008Market price of risk implied by Asian-style electricity options and futures In: Energy Economics.
[Full Text][Citation analysis]		article52
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article109
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices In: Energy Economics.
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2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: MPRA Paper.
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2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices.(2012) In: HSC Research Reports.
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2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market In: Energy Economics.
[Full Text][Citation analysis]		article39
2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market.(2013) In: HSC Research Reports.
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2014An empirical comparison of alternative schemes for combining electricity spot price forecasts In: Energy Economics.
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2013An empirical comparison of alternate schemes for combining electricity spot price forecasts.(2013) In: HSC Research Reports.
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2015A note on using the Hodrick–Prescott filter in electricity markets In: Energy Economics.
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2014A note on using the Hodrick-Prescott filter in electricity markets.(2014) In: HSC Research Reports.
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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting In: Energy Economics.
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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting In: Energy Economics.
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2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting.(2017) In: HSC Research Reports.
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2019Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill In: Energy Economics.
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2021Regularized quantile regression averaging for probabilistic electricity price forecasting In: Energy Economics.
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2019Regularized Quantile Regression Averaging for probabilistic electricity price forecasting.(2019) In: HSC Research Reports.
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2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs In: Energy Policy.
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2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs.(2013) In: HSC Research Reports.
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2016Improving short term load forecast accuracy via combining sister forecasts In: Energy.
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2015Improving short term load forecast accuracy via combining sister forecasts.(2015) In: HSC Research Reports.
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2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models In: International Journal of Forecasting.
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2008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models.(2008) In: MPRA Paper.
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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future In: International Journal of Forecasting.
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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future.(2014) In: HSC Research Reports.
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This paper has nother version. Agregated cites: 529		paper
2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging In: International Journal of Forecasting.
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2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging.(2014) In: HSC Research Reports.
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2019On 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]		article31
2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO In: International Journal of Forecasting.
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2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO.(2018) In: HSC Research Reports.
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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? In: International Journal of Forecasting.
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2018Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?.(2018) In: HSC Research Reports.
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1999A conditionally exponential decay approach to scaling in finance In: Physica A: Statistical Mechanics and its Applications.
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1999Origins of the scaling behaviour in the dynamics of financial data In: Physica A: Statistical Mechanics and its Applications.
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1998Origins of the scaling behaviour in the dynamics of financial data.(1998) In: HSC Research Reports.
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1999Scaling in currency exchange: a conditionally exponential decay approach In: Physica A: Statistical Mechanics and its Applications.
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1998Scaling in currency exchange: A Conditionally Exponential Decay approach.(1998) In: HSC Research Reports.
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2000Hurst analysis of electricity price dynamics In: Physica A: Statistical Mechanics and its Applications.
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2000Hurst analysis of electricity price dynamics.(2000) In: HSC Research Reports.
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2000Energy price risk management In: Physica A: Statistical Mechanics and its Applications.
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2000Energy price risk management.(2000) In: HSC Research Reports.
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2000Property insurance loss distributions In: Physica A: Statistical Mechanics and its Applications.
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2000Property insurance loss distributions.(2000) In: HSC Research Reports.
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2001A new model of mass extinctions In: Physica A: Statistical Mechanics and its Applications.
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2001Modeling electricity loads in California: a continuous-time approach In: Physica A: Statistical Mechanics and its Applications.
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2002Estimating long-range dependence: finite sample properties and confidence intervals In: Physica A: Statistical Mechanics and its Applications.
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2001Estimating long range dependence: finite sample properties and confidence intervals.(2001) In: HSC Research Reports.
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2004On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications.
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2005On detecting and modeling periodic correlation in financial data.(2005) In: Econometrics.
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2004Modeling electricity prices: jump diffusion and regime switching In: Physica A: Statistical Mechanics and its Applications.
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2003Modeling electricity prices: jump diffusion and regime switching.(2003) In: HSC Research Reports.
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2018The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach In: Physica A: Statistical Mechanics and its Applications.
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2017The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach.(2017) In: HSC Research Reports.
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2016Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices In: Renewable and Sustainable Energy Reviews.
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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article157
2016Recent advances in electricity price forecasting: A review of probabilistic forecasting.(2016) In: HSC Research Reports.
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1996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables In: Statistics & Probability Letters.
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2019Point of Sale (POS) Data from a Supermarket: Transactions and Cashier Operations In: Data.
[Full Text][Citation analysis]		article3
2018Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models In: Energies.
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2018Efficient forecasting of electricity spot prices with expert and LASSO models.(2018) In: HSC Research Reports.
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2018Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies.
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2018Selection of calibration windows for day-ahead electricity price forecasting.(2018) In: HSC Research Reports.
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2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader In: Energies.
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2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting In: Energies.
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2016Automated variable selection and shrinkage for day-ahead electricity price forecasting.(2016) In: HSC Research Reports.
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2005Stable Distributions In: SFB 649 Discussion Papers.
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2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
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2008A semiparametric factor model for electricity forward curve dynamics In: SFB 649 Discussion Papers.
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2010FX Smile in the Heston Model In: SFB 649 Discussion Papers.
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2010Building Loss Models In: SFB 649 Discussion Papers.
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2010Models for Heavy-tailed Asset Returns In: SFB 649 Discussion Papers.
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2014Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa? In: PLOS ONE.
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2008A semiparametric factor model for electricity forward curve dynamics In: MPRA Paper.
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A semiparametric factor model for electricity forward curve dynamics.() In: Journal of Energy Markets.
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2008A semiparametric factor model for electricity forward curve dynamics.(2008) In: SFB 649 Discussion Papers.
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2004Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci) In: HSC Research Reports.
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2009Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) In: HSC Research Reports.
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