Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.121105000.05
19950.162301100.09
19960.330.192510.26311000.09
19970.23803400.09
19980.20.2131130.2725110010.330.13
19990.2711200600.16
20000.3931520.13274020.670.16
20010.250.3731840.221741010.330.17
20020.170.3842230.148611000.18
20030.452720.0722700.19
20040.220.4363370.2109200.19
20050.360.4523570.27114010.50.24
20060.4633850.1328010.330.2
20070.40.393830.0805200.17
20080.4124090.230300.18
20090.37343130.30200.18
20100.33649110.2213500.16
20110.330.4555490.1769333.310.20.23
20120.820.46155250.45011900.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
33
2003Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301.

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19
2000Hurst analysis of electricity price dynamics. (2000). Weron, Rafał ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

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16
2001Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

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11
2000Energy price risk management. (2000). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

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9
2002Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, Rafał ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202.

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7
2010FX Smile in the Heston Model. (2010). Weron, Rafał ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002.

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6
2001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

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6
6
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, Rafał ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102.

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6
2000Property insurance loss distributions. (2000). Weron, Rafał ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

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6
1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

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6
6
1994Can One See Alpha-stable Variables and Processes?. (1994). Weron, Aleksander ; Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401.

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5
2005Heavy tails and electricity prices. (2005). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502.

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5
2003An introduction to simulation of risk processes. (2003). Weron, Rafał ; Härdle, Wolfgang ; Burnecki, Krzysztof ; HARDLE, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304.

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3
Ruin Probability in Finite Time. (2010). Teuerle, Marek ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004.

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3
3
Building Loss Models. (2010). Weron, Rafał ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003.

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3
1998Origins of the scaling behaviour in the dynamics of financial data. (1998). Weron, Rafał ; Mercik, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9801.

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2
2006Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601.

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2
2
1997Spectral representation and structure of self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof ; Rosinski, Jan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9703.

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2
1997The Lamperti transformation for self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof ; Maejima, Makoto . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9702.

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2
2005Modeling catastrophe claims with left-truncated severity distributions (extended version). (2005). Weron, Rafał ; Trueck, Stefan ; Burnecki, Krzysztof ; Chernobai, Anna ; Rachev, Svetlozar . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0501.

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2
2010Models for Heavy-tailed Asset Returns. (2010). Weron, Rafał ; Misiorek, Adam ; Borak, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1001.

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1
2013Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis. (2013). Zator, Michał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1306.

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1
2002Simulation of Pickands constants. (2002). Burnecki, Krzysztof ; Michna, Zbigniew . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0203.

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1
1
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305.

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1
2013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304.

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1
1998Scaling in currency exchange: A Conditionally Exponential Decay approach. (1998). Weron, Rafał ; Mercik, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9802.

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1
1995Performance of the estimators of stable law parameters. (1995). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9501.

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1
2013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302.

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1

Citing documents used to compute impact factor 9:

YearTitleSee
2012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub. In: MPRA Paper. RePEc:pra:mprapa:42563.

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[Citation Analysis]
2012Conditional Markov regime switching model applied to economic modelling.. (2012). Goutte, Stéphane. In: Working Papers. RePEc:hal:wpaper:hal-00747479.

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[Citation Analysis]
2012Independent Spike Models: Estimation and Validation. (2012). Lindstrom, Erik ; Regland, Fredric . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:2:p:180-196.

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[Citation Analysis]
2012Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Eichler, Michael ; Michael, Eichler ; Dennis, Tuerk . In: Research Memoranda. RePEc:dgr:umamet:2012036.

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[Citation Analysis]
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2012). Weron, Rafał ; Trueck, Stefan ; Janczura, Joanna ; Wolff, Rodney . In: MPRA Paper. RePEc:pra:mprapa:39277.

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[Citation Analysis]
2012Large deviations for the extended Heston model: the large-time case. (2012). Jacquier, Antoine ; Mijatovic, Aleksandar . In: Papers. RePEc:arx:papers:1203.5020.

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[Citation Analysis]
2012Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. (2012). Lipton, Alexander ; Andersen, Leif . In: Papers. RePEc:arx:papers:1206.6787.

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[Citation Analysis]
2012Two-dimensional Fourier cosine series expansion method for pricing financial options. (2012). . In: CPB Discussion Paper. RePEc:cpb:discus:225.

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[Citation Analysis]
2012Calibration of stochastic volatility models via second order approximation: the Heston model case. (2012). . In: Economics Working Papers. RePEc:upf:upfgen:1346.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Goodness-of-fit testing for the marginal distribution of regime-switching models. (2011). Weron, Rafał ; Janczura, Joanna. In: MPRA Paper. RePEc:pra:mprapa:32532.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.