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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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

0.58

Impact Factor

0.43

5-Years IF

10

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11115002 (40%)0.05
19950.1523111 (%)0.1
19960.330.190.332510.2931311 (11.1%)0.09
19970.2383451 (33.3%)0.08
19980.20.210.1331130.27251811 (50%)10.330.12
19990.27112611 (%)0.15
20000.3641620.13894118 (9%)20.50.14
20010.40.360.2331950.262152133 (%)10.330.17
20020.140.370.1442330.131571142 (%)0.18
20030.390.1352830.11237152 (%)0.18
20040.220.410.4163480.2492177 (%)0.18
20050.360.430.3643890.24221142283 (13.6%)10.250.22
20060.10.450.18644160.36211012249 (42.9%)50.830.19
20070.20.380.0814540.09102252 (%)0.17
20080.380.14348100.2117223 (%)0.17
20090.350.05452180.3514201 (%)0.17
20100.140.320.28759190.3218711853 (16.7%)0.15
20110.270.410.24766150.23131132153 (23.1%)10.140.2
20120.790.460.5773310.4210141122113 (30%)10.140.21
20130.070.490.181790360.42814128514 (50%)80.470.22
20140.580.560.4313103630.61272414421810 (37%)110.850.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

Full description at Econpapers || Download paper

51
2000Hurst analysis of electricity price dynamics. (2000). Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

Full description at Econpapers || Download paper

22
2003Modeling electricity prices: jump diffusion and regime switching. (2003). Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301.

Full description at Econpapers || Download paper

20
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

18
2002Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202.

Full description at Econpapers || Download paper

14
2000Energy price risk management. (2000). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

Full description at Econpapers || Download paper

14
2001Estimating long range dependence: finite sample properties and confidence intervals. (2001). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

Full description at Econpapers || Download paper

14
2005Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504.

Full description at Econpapers || Download paper

12
2006Interval forecasting of spot electricity prices. (2006). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605.

Full description at Econpapers || Download paper

12
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102.

Full description at Econpapers || Download paper

11
1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafal . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

Full description at Econpapers || Download paper

9
2013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Maciejowska, Katarzyna ; Weron, Rafal . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301.

Full description at Econpapers || Download paper

9
2000Property insurance loss distributions. (2000). Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

Full description at Econpapers || Download paper

8
2001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

Full description at Econpapers || Download paper

7
2005Heavy tails and electricity prices. (2005). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

7
2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

Full description at Econpapers || Download paper

6
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202.

Full description at Econpapers || Download paper

6
2006Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Misiorek, Adam . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601.

Full description at Econpapers || Download paper

6
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

Full description at Econpapers || Download paper

5
1994Can One See Alpha-stable Variables and Processes?. (1994). Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401.

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5
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

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5
2010Ruin Probability in Finite Time. (2010). Burnecki, Krzysztof . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004.

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4
2014Fundamental and speculative shocks, what drives electricity prices?. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

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4
Building Loss Models. (2010). Burnecki, Krzysztof . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003.

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4
2006Visualization tools for insurance risk processes. (2006). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0606.

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4
2003An introduction to simulation of risk processes. (2003). Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304.

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3
2012Inference for Markov-regime switching models of electricity spot prices. (2012). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1201.

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3
2013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Tomczyk, Jakub . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302.

Full description at Econpapers || Download paper

3
2013Long term probabilistic load forecasting and normalization with hourly information. (2013). Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313.

Full description at Econpapers || Download paper

3
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

Full description at Econpapers || Download paper

3
2010Heavy-tailed distributions in VaR calculations. (2010). Misiorek, Adam . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005.

Full description at Econpapers || Download paper

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

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2
2013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304.

Full description at Econpapers || Download paper

2
2014A review of electricity price forecasting: The past, the present and the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402.

Full description at Econpapers || Download paper

2
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310.

Full description at Econpapers || Download paper

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

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2
2013Fuzzy interaction regression for short term load forecasting. (2013). Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314.

Full description at Econpapers || Download paper

2
2013Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1306.

Full description at Econpapers || Download paper

2
2014A note on using the Hodrick-Prescott filter in electricity markets. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404.

Full description at Econpapers || Download paper

2
1998Origins of the scaling behaviour in the dynamics of financial data. (1998). Mercik, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9801.

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2
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305.

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

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2
Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311.

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2
2009Calibration of the subdiffusive Black–Scholes model. (2009). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0902.

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1
2015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504.

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1
2008The impact of forward trading on the spot power price volatility with Cournot competition. (2008). Wylomanska, Agnieszka ; Sapio, Sandro . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0802.

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1
2015Sister models for load forecast combination. (2015). Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1502.

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1
Multidimensional Levy walk and its scaling limits. (2011). Magdziarz, Marcin ; Zebrowski, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1106.

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1
2005Calibration of the multifactor HJM model for energy market. (2005). Broszkiewicz-Suwaj, Ewa . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0503.

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

18
2000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

Full description at Econpapers || Download paper

12
2006Interval forecasting of spot electricity prices. (2006). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605.

Full description at Econpapers || Download paper

8
2013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Maciejowska, Katarzyna ; Weron, Rafal . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301.

Full description at Econpapers || Download paper

7
2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

Full description at Econpapers || Download paper

6
2005Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504.

Full description at Econpapers || Download paper

6
2000Hurst analysis of electricity price dynamics. (2000). Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

Full description at Econpapers || Download paper

6
2013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

Full description at Econpapers || Download paper

5
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

Full description at Econpapers || Download paper

4
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202.

Full description at Econpapers || Download paper

4
2001Estimating long range dependence: finite sample properties and confidence intervals. (2001). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

Full description at Econpapers || Download paper

4
2013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Tomczyk, Jakub . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302.

Full description at Econpapers || Download paper

3
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102.

Full description at Econpapers || Download paper

3
2001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

Full description at Econpapers || Download paper

3
2014Fundamental and speculative shocks, what drives electricity prices?. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

Full description at Econpapers || Download paper

3
2003Modeling electricity prices: jump diffusion and regime switching. (2003). Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301.

Full description at Econpapers || Download paper

3
1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafal . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

Full description at Econpapers || Download paper

3
2002Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202.

Full description at Econpapers || Download paper

3
2005Heavy tails and electricity prices. (2005). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502.

Full description at Econpapers || Download paper

3
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

Full description at Econpapers || Download paper

3
2000Energy price risk management. (2000). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

Full description at Econpapers || Download paper

3
2013Long term probabilistic load forecasting and normalization with hourly information. (2013). Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313.

Full description at Econpapers || Download paper

2
2013Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1306.

Full description at Econpapers || Download paper

2
2010Heavy-tailed distributions in VaR calculations. (2010). Misiorek, Adam . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005.

Full description at Econpapers || Download paper

2
2014A review of electricity price forecasting: The past, the present and the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402.

Full description at Econpapers || Download paper

2
2010FX Smile in the Heston Model. (2010). Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002.

Full description at Econpapers || Download paper

2
2013Fuzzy interaction regression for short term load forecasting. (2013). Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314.

Full description at Econpapers || Download paper

2
2013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304.

Full description at Econpapers || Download paper

2
2000Property insurance loss distributions. (2000). Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

Full description at Econpapers || Download paper

2
2013Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305.

Full description at Econpapers || Download paper

2
2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310.

Full description at Econpapers || Download paper

2
2014A note on using the Hodrick-Prescott filter in electricity markets. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 14:

[Click on heading to sort table]

YearTitleSee
2014Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach. (2014). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1401.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modeling consumer opinions towards dynamic pricing: An agent-based approach. (2014). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1406.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Nowotarski, Jakub ; Hong, Tao ; Maciejowska, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression. (2014). Nielsen, Henrik Aalborg ; Jonsson, Tryggvi ; Pinson, Pierre ; Madsen, Henrik . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5523-5547:d:39593.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting electricity spot prices using time-series models with a double temporal segmentation. (2014). Fouquau, Julien ; Meritet, Sophie . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13532.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting electricity spot prices using time-series models with a double temporal segmentation. (2014). Meritet, Sophie . In: Working Papers. RePEc:ipg:wpaper:2014-588.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2014). Zator, Micha . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:178-190.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The diffusion of electric vehicles: An agent-based microsimulation. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54560.

Full description at Econpapers || Download paper

[Citation Analysis]
2014What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-081.

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[Citation Analysis]
2014Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models. (2014). Cabrera, Brenda Lopez ; Benschopa, Thijs . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-050.

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[Citation Analysis]
2014Price and Market Behavior in Phase II of the EU ETS. (2014). Hintermann, Beat ; Rickels, Wilfried ; Peterson, Sonja . In: Kiel Working Papers. RePEc:kie:kieliw:1962.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Optimisation of Storage for Concentrated Solar Power Plants. (2014). Bruno, Frank ; Pudney, Peter ; Belusko, Martin ; Cirocco, Luigi ; Boland, John . In: Challenges. RePEc:gam:jchals:v:5:y:2014:i:2:p:473-503:d:43510.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression. (2014). Nielsen, Henrik Aalborg ; Jonsson, Tryggvi ; Pinson, Pierre ; Madsen, Henrik . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5523-5547:d:39593.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic Analysis of the German Day-Ahead Electricity Spot Market. (2014). . In: Working Papers. RePEc:old:dpaper:368.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A note on using the Hodrick-Prescott filter in electricity markets. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Fundamental and speculative shocks, what drives electricity prices?. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Nowotarski, Jakub ; Hong, Tao ; Maciejowska, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1411.

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[Citation Analysis]
2014Evaluating the performance of VaR models in energy markets. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1412.

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Recent citations received in: 2013

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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2013). Janczura, Joanna ; Truck, Stefan ; Wolff, Rodney C. ; Weron, Rafa . In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:96-110.

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2013Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Tomczyk, Jakub . In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:13-27.

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

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2013Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1308.

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2013Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Kowalska-Pyzalska, Anna ; Sznajd-Weron, Katarzyna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310.

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2013Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311.

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2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

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2013Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli). (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1317.

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Recent citations received in: 2012

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2012Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators. (2012). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1204.

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Recent citations received in: 2011

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

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