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

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

0.83

Impact Factor

0.53

5-Years IF

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
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12		1	1			7	0		0		2 (28.6%)			0.06
1995		0.16		2	3			1	1		1		(%)			0.1
1996	0.33	0.2	0.33	2	5	1	0.2	18	3	1	3	1	1 (5.6%)			0.09
1997		0.21		3	8			4	4		5		1 (25%)			0.09
1998	0.2	0.22	0.13	3	11	3	0.27	2	5	1	8	1	1 (50%)	1	0.33	0.13
1999		0.28		1	12				6		11		(%)			0.16
2000		0.37		4	16	2	0.13	116	4		11		8 (6.9%)	2	0.5	0.14
2001	0.6	0.36	0.31	3	19	7	0.37	30	5	3	13	4	(%)	2	0.67	0.17
2002	0.57	0.37	0.36	4	23	6	0.26	17	7	4	14	5	(%)			0.18
2003		0.4	0.13	5	28	3	0.11	25	7		15	2	(%)			0.19
2004	0.33	0.42	0.76	6	34	14	0.41	1	9	3	17	13	(%)			0.19
2005	0.36	0.43	0.36	4	38	9	0.24	29	11	4	22	8	3 (10.3%)	1	0.25	0.21
2006	0.2	0.45	0.23	6	44	19	0.43	24	10	2	22	5	9 (37.5%)	5	0.83	0.2
2007	0.3	0.39	0.12	1	45	6	0.13		10	3	25	3	(%)			0.17
2008		0.39	0.18	3	48	11	0.23	5	7		22	4	3 (60%)			0.17
2009		0.37	0.1	4	52	20	0.38	1	4		20	2	(%)			0.18
2010	0.14	0.33	0.28	7	59	20	0.34	22	7	1	18	5	3 (13.6%)			0.15
2011	0.27	0.41	0.29	7	66	19	0.29	15	11	3	21	6	3 (20%)	1	0.14	0.2
2012	0.79	0.46	0.5	7	73	33	0.45	13	14	11	22	11	3 (23.1%)	1	0.14	0.21
2013	0.07	0.5	0.18	17	90	43	0.48	47	14	1	28	5	18 (38.3%)	8	0.47	0.21
2014	0.63	0.54	0.45	13	103	70	0.68	70	24	15	42	19	16 (22.9%)	12	0.92	0.26
2015	0.83	0.6	0.53	10	113	58	0.51	14	30	25	51	27	5 (35.7%)	3	0.3	0.3

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:

#	Year	Title	Cited
1	2000	Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004. Full description at Econpapers \|\| Download paper	68
2	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers \|\| Download paper	58
3	2000	Hurst analysis of electricity price dynamics. (2000). Weron, RafaÅ ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001. Full description at Econpapers \|\| Download paper	29
4	2003	Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, RafaÅ ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301. Full description at Econpapers \|\| Download paper	21
5	2005	Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers \|\| Download paper	18
6	1996	Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601. Full description at Econpapers \|\| Download paper	17
7	2000	Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers \|\| Download paper	17
8	2002	Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, RafaÅ ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202. Full description at Econpapers \|\| Download paper	16
9	2001	Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101. Full description at Econpapers \|\| Download paper	15
10	2001	Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103. Full description at Econpapers \|\| Download paper	15
11	2013	Long term probabilistic load forecasting and normalization with hourly information. (2013). Hong, Tao ; Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313. Full description at Econpapers \|\| Download paper	14
12	2006	Interval forecasting of spot electricity prices. (2006). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605. Full description at Econpapers \|\| Download paper	13
13	2011	Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, RafaÅ ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102. Full description at Econpapers \|\| Download paper	12
14	2010	FX Smile in the Heston Model. (2010). Weron, RafaÅ ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002. Full description at Econpapers \|\| Download paper	10
15	2013	Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301. Full description at Econpapers \|\| Download paper	10
16	2014	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers \|\| Download paper	9
17	2000	Property insurance loss distributions. (2000). Weron, RafaÅ ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003. Full description at Econpapers \|\| Download paper	9
18	2005	Heavy tails and electricity prices. (2005). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502. Full description at Econpapers \|\| Download paper	8
19	2006	Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601. Full description at Econpapers \|\| Download paper	8
20	1994	Can One See Alpha-stable Variables and Processes?. (1994). Weron, Aleksander ; Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401. Full description at Econpapers \|\| Download paper	7
21	2012	The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, RafaÅ ; Trueck, Stefan ; HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202. Full description at Econpapers \|\| Download paper	7
22	2013	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers \|\| Download paper	7
23	2013	An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers \|\| Download paper	7
24	2015	Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501. Full description at Econpapers \|\| Download paper	7
25	2014	Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405. Full description at Econpapers \|\| Download paper	6
26	2013	Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314. Full description at Econpapers \|\| Download paper	6
27	2006	Visualization tools for insurance risk processes. (2006). Weron, RafaÅ ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0606. Full description at Econpapers \|\| Download paper	5
28	2013	Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304. Full description at Econpapers \|\| Download paper	5
29	2015	Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers \|\| Download paper	5
30	2014	Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403. Full description at Econpapers \|\| Download paper	5
31	2010	Ruin Probability in Finite Time. (2010). Teuerle, Marek ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004. Full description at Econpapers \|\| Download paper	5
32	2016	To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers \|\| Download paper	4
33	2012	Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, RafaÅ ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1201. Full description at Econpapers \|\| Download paper	4
34		Building Loss Models. (2010). Weron, RafaÅ ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003. Full description at Econpapers \|\| Download paper	4
35	2008	Short-term forecasting of electricity prices: Do we need a different model for each hour?. (2008). Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0801. Full description at Econpapers \|\| Download paper	4
36	1997	The Lamperti transformation for self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9702. Full description at Econpapers \|\| Download paper	3
37	2013	Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Weron, RafaÅ ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302. Full description at Econpapers \|\| Download paper	3
38	2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers \|\| Download paper	3
39	2003	An introduction to simulation of risk processes. (2003). Weron, RafaÅ ; HÃÂ¤rdle, Wolfgang ; Burnecki, Krzysztof ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304. Full description at Econpapers \|\| Download paper	3
40	1997	Spectral representation and structure of self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof ; Rosinski, Jan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9703. Full description at Econpapers \|\| Download paper	2
41	2014	A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404. Full description at Econpapers \|\| Download paper	2
42	2010	Heavy-tailed distributions in VaR calculations. (2010). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005. Full description at Econpapers \|\| Download paper	2
43	2016	Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers \|\| Download paper	2
44	2005	Modeling catastrophe claims with left-truncated severity distributions (extended version). (2005). Weron, RafaÅ ; Trueck, Stefan ; Burnecki, Krzysztof ; Chernobai, Anna ; Rachev, Svetlozar . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0501. Full description at Econpapers \|\| Download paper	2
45		Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311. Full description at Econpapers \|\| Download paper	2
46	2013	Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis. (2013). Zator, MichaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1306. Full description at Econpapers \|\| Download paper	2
47	2014	A review of electricity price forecasting: The past, the present and the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402. Full description at Econpapers \|\| Download paper	2
48	2013	Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310. Full description at Econpapers \|\| Download paper	2
49	1998	Origins of the scaling behaviour in the dynamics of financial data. (1998). Weron, RafaÅ ; Mercik, Szymon . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9801. Full description at Econpapers \|\| Download paper	2
50	2011	Option pricing in subdiffusive Bachelier model. (2011). Weron, Aleksander ; OrzeÅ, Sebastian ; Magdziarz, Marcin. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1105. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers \|\| Download paper	58
2	2000	Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004. Full description at Econpapers \|\| Download paper	20
3	2013	Long term probabilistic load forecasting and normalization with hourly information. (2013). Hong, Tao ; Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313. Full description at Econpapers \|\| Download paper	13
4	1996	Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601. Full description at Econpapers \|\| Download paper	9
5	2014	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers \|\| Download paper	8
6	2005	Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers \|\| Download paper	7
7	2013	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers \|\| Download paper	7
8	2015	Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501. Full description at Econpapers \|\| Download paper	7
9	2013	Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314. Full description at Econpapers \|\| Download paper	6
10	2013	Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301. Full description at Econpapers \|\| Download paper	6
11	2013	An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers \|\| Download paper	6
12	2000	Hurst analysis of electricity price dynamics. (2000). Weron, RafaÅ ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001. Full description at Econpapers \|\| Download paper	6
13	2001	Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101. Full description at Econpapers \|\| Download paper	5
14	2012	The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, RafaÅ ; Trueck, Stefan ; HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202. Full description at Econpapers \|\| Download paper	5
15	2014	Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403. Full description at Econpapers \|\| Download paper	5
16	2014	Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405. Full description at Econpapers \|\| Download paper	5
17	2015	Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers \|\| Download paper	5
18	2011	Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, RafaÅ ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102. Full description at Econpapers \|\| Download paper	4
19	2006	Interval forecasting of spot electricity prices. (2006). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605. Full description at Econpapers \|\| Download paper	4
20	2008	Short-term forecasting of electricity prices: Do we need a different model for each hour?. (2008). Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0801. Full description at Econpapers \|\| Download paper	4
21	2016	To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers \|\| Download paper	4
22	2000	Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers \|\| Download paper	3
23	2010	FX Smile in the Heston Model. (2010). Weron, RafaÅ ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002. Full description at Econpapers \|\| Download paper	3
24	2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers \|\| Download paper	3
25	2013	Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304. Full description at Econpapers \|\| Download paper	3
26	2001	Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103. Full description at Econpapers \|\| Download paper	3
27	2002	Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, RafaÅ ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202. Full description at Econpapers \|\| Download paper	3
28	2010	Heavy-tailed distributions in VaR calculations. (2010). Weron, RafaÅ ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1005. Full description at Econpapers \|\| Download paper	2
29	2016	Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers \|\| Download paper	2
30	2003	Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, RafaÅ ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301. Full description at Econpapers \|\| Download paper	2
31	2000	Property insurance loss distributions. (2000). Weron, RafaÅ ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003. Full description at Econpapers \|\| Download paper	2
32	2014	A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404. Full description at Econpapers \|\| Download paper	2
33	2014	A review of electricity price forecasting: The past, the present and the future. (2014). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1402. Full description at Econpapers \|\| Download paper	2
34	2006	Visualization tools for insurance risk processes. (2006). Weron, RafaÅ ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0606. Full description at Econpapers \|\| Download paper	2
35	2015	A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2015). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1506. Full description at Econpapers \|\| Download paper	2
36	2013	Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 25:

Year	Title
2015	Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501. Full description at Econpapers \|\| Download paper
2015	The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions. (2015). Afanasyev, Dmitriy ; Fedorova, Elena . In: MPRA Paper. RePEc:pra:mprapa:62391. Full description at Econpapers \|\| Download paper
2015	A note on using the HodrickâPrescott filter in electricity markets. (2015). Zator, MichaÅ ; Weron, RafaÅ. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:1-6. Full description at Econpapers \|\| Download paper
2015	Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir ; Haldrup, Niels . In: CREATES Research Papers. RePEc:aah:create:2015-58. Full description at Econpapers \|\| Download paper
2015	Are Fundamentals Enough? Explaining Price Variations in the German Day-Ahead and Intraday Power Market. (2015). Pape, Christian ; Weber, Christoph . In: EWL Working Papers. RePEc:dui:wpaper:1502. Full description at Econpapers \|\| Download paper
2015	The plunge in German futures prices Ã¢â¬â Analysis using a parsimonious fundamental model. (2015). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian . In: EWL Working Papers. RePEc:dui:wpaper:1504. Full description at Econpapers \|\| Download paper
2015	Role of Energy Exchanges for Power Trading in India. (2015). Girish, G. P. ; Vijayalakshmi, S.. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-03-05. Full description at Econpapers \|\| Download paper
2015	Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504. Full description at Econpapers \|\| Download paper
2015	Improving short term load forecast accuracy via combining sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1505. Full description at Econpapers \|\| Download paper
2015	Rough electricity: a new fractal multi-factor model of electricity spot prices. (2015). Bennedsen, Mikkel . In: CREATES Research Papers. RePEc:aah:create:2015-42. Full description at Econpapers \|\| Download paper
2015	Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, RafaÅ ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819. Full description at Econpapers \|\| Download paper
2015	Artificial Neural Networks for Spot Electricity Price Forecasting: A Review. (2015). Vijayalakshmi, S ; Girish, G P. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-04-22. Full description at Econpapers \|\| Download paper
2015	Energy security, policy and technology in South East Europe: Presenting and applying an energy security index to Croatia. (2015). Franki, Vladimir ; Vikovi, Alfredo . In: Energy. RePEc:eee:energy:v:90:y:2015:i:p1:p:494-507. Full description at Econpapers \|\| Download paper
2015	The potential of decentralized power-to-heat as a flexibility option for the german electricity system: A microeconomic perspective. (2015). Wolf, Andre ; Klamka, Jonas ; Ehrlich, Lars G. In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:417-428. Full description at Econpapers \|\| Download paper
2015	Forecasting day-ahead electricity prices: Utilizing hourly prices. (2015). Raviv, Eran ; Bouwman, Kees E. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:227-239. Full description at Econpapers \|\| Download paper
2015	Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501. Full description at Econpapers \|\| Download paper
2015	Improving short term load forecast accuracy via combining sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1505. Full description at Econpapers \|\| Download paper
2015	Simulating Brazilian Electricity Demand Under Climate Change Scenarios. (2015). Trotter, Ian ; Feres, Jose Gustavo ; de Hollanda, Lavinia Rocha ; Bolkesjo, Torjus Folsland . In: Working Papers in Applied Economics. RePEc:ags:ufvdwp:208689. Full description at Econpapers \|\| Download paper
2015	Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers \|\| Download paper
2015	Weather station selection for electric load forecasting. (2015). Hong, Tao ; White, Laura ; Wang, PU. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:286-295. Full description at Econpapers \|\| Download paper
2015	A Robust Weighted Combination Forecasting Method Based on Forecast Model Filtering and Adaptive Variable Weight Determination. (2015). Li, Lianhui ; Song, Yongfeng ; Mo, Runyang ; Wang, Zheng ; Ding, Shaohu ; Mu, Chunyang . In: Energies. RePEc:gam:jeners:v:9:y:2015:i:1:p:20:d:61556. Full description at Econpapers \|\| Download paper
2015	Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504. Full description at Econpapers \|\| Download paper
2015	Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products. (2015). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Jedrzejewski, Arkadiusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1509. Full description at Econpapers \|\| Download paper
2015	Difficulty is critical: Psychological factors in modeling diffusion of green products and practices. (2015). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Jedrzejewski, Arkadiusz ; Byrka, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1510. Full description at Econpapers \|\| Download paper
2015	Social acceptance of green energy and dynamic electricity tariffs - a short review. (2015). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1507. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Sister models for load forecast combination. (2015). Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1502. Full description at Econpapers \|\| Download paper
2015	Improving short term load forecast accuracy via combining sister forecasts. (2015). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1505. Full description at Econpapers \|\| Download paper
2015	Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2014). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczyski, Karol . In: Energy Policy. RePEc:eee:enepol:v:72:y:2014:i:c:p:164-174. Full description at Econpapers \|\| Download paper
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper
2014	Optimisation 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
2014	Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression. (2014). Nielsen, Henrik Aalborg ; Jonsson, Tryggvi . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5523-5547:d:39593. Full description at Econpapers \|\| Download paper
2014	Dynamic Analysis of the German Day-Ahead Electricity Spot Market. (2014). Paschen, Marius. In: Working Papers. RePEc:old:dpaper:368. Full description at Econpapers \|\| Download paper
2014	Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403. Full description at Econpapers \|\| Download paper
2014	A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404. Full description at Econpapers \|\| Download paper
2014	Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405. Full description at Econpapers \|\| Download paper
2014	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers \|\| Download paper
2014	Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna ; Hong, Tao. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410. Full description at Econpapers \|\| Download paper
2014	Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Weron, RafaÅ ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1411. Full description at Econpapers \|\| Download paper
2014	Evaluating the performance of VaR models in energy markets. (2014). Weron, RafaÅ ; Å½ikoviÄ, SaÅ¡a. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1412. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2013). Weron, RafaÅ ; Trueck, Stefan ; Janczura, Joanna ; Truck, Stefan ; Wolff, Rodney C.. In: Energy Economics. RePEc:eee:eneeco:v:38:y:2013:i:c:p:96-110. Full description at Econpapers \|\| Download paper
2013	Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, RafaÅ ; Nowotarski, Jakub ; Tomczyk, Jakub . In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:13-27. Full description at Econpapers \|\| Download paper
2013	Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1305. Full description at Econpapers \|\| Download paper
2013	Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2013). Zator, MichaÅ ; Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1308. Full description at Econpapers \|\| Download paper
2013	Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczynski, Karol . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1310. Full description at Econpapers \|\| Download paper
2013	Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, RafaÅ ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311. Full description at Econpapers \|\| Download paper
2013	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers \|\| Download paper
2013	Short-term forecasting of electricity spot prices using model averaging (KrÃ³tkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uÅredniania modeli). (2013). Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1317. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Anomalous dynamics of BlackâScholes model time-changed by inverse subordinators. (2012). Magdziarz, Marcin ; Gajda, Janusz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1204. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology	15
2	Papers / arXiv.org	7
3	MPRA Paper / University Library of Munich, Germany	6
4	RSCAS Working Papers / European University Institute	2
5	International Journal of Forecasting / Elsevier	2
6	Physica A: Statistical Mechanics and its Applications / Elsevier	2
7	Energy Economics / Elsevier	2
8		1
9	HSC Books / Hugo Steinhaus Center, Wroclaw University of Technology	1
10	CPB Discussion Paper / CPB Netherlands Bureau for Economic Policy Analysis	1
11	Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra	1

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