0.55
Impact Factor
1.14
5-Years IF
14
5-Years H index
0.55
Impact Factor
1.14
5-Years IF
14
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1994 | 0.14 | 1 | 1 | 7 | 0 | 0 | 2 (28.6%) | 0.06 | ||||||||
1995 | 0.17 | 2 | 3 | 1 | 1 | 1 | (%) | 0.1 | ||||||||
1996 | 0.33 | 0.22 | 0.33 | 2 | 5 | 1 | 0.2 | 21 | 3 | 1 | 3 | 1 | 1 (4.8%) | 0.09 | ||
1997 | 0.25 | 0.22 | 0.2 | 3 | 8 | 1 | 0.13 | 4 | 4 | 1 | 5 | 1 | 1 (25%) | 0.09 | ||
1998 | 0.2 | 0.24 | 0.13 | 3 | 11 | 3 | 0.27 | 2 | 5 | 1 | 8 | 1 | 1 (50%) | 1 | 0.33 | 0.12 |
1999 | 0.3 | 1 | 12 | 6 | 11 | (%) | 0.15 | |||||||||
2000 | 0.36 | 4 | 16 | 2 | 0.13 | 136 | 4 | 11 | 8 (5.9%) | 2 | 0.5 | 0.14 | ||||
2001 | 0.6 | 0.36 | 0.31 | 3 | 19 | 7 | 0.37 | 41 | 5 | 3 | 13 | 4 | (%) | 2 | 0.67 | 0.16 |
2002 | 0.57 | 0.37 | 0.36 | 4 | 23 | 6 | 0.26 | 22 | 7 | 4 | 14 | 5 | (%) | 0.18 | ||
2003 | 0.39 | 0.13 | 5 | 28 | 3 | 0.11 | 30 | 7 | 15 | 2 | (%) | 0.19 | ||||
2004 | 0.33 | 0.4 | 0.82 | 6 | 34 | 15 | 0.44 | 1 | 9 | 3 | 17 | 14 | (%) | 0.18 | ||
2005 | 0.36 | 0.42 | 0.36 | 4 | 38 | 9 | 0.24 | 34 | 11 | 4 | 22 | 8 | 3 (8.8%) | 1 | 0.25 | 0.2 |
2006 | 0.2 | 0.45 | 0.23 | 6 | 44 | 20 | 0.45 | 28 | 10 | 2 | 22 | 5 | 9 (32.1%) | 5 | 0.83 | 0.19 |
2007 | 0.3 | 0.38 | 0.12 | 1 | 45 | 5 | 0.11 | 10 | 3 | 25 | 3 | (%) | 0.16 | |||
2008 | 0.14 | 0.39 | 0.27 | 3 | 48 | 13 | 0.27 | 10 | 7 | 1 | 22 | 6 | 5 (50%) | 0.17 | ||
2009 | 0.36 | 0.1 | 4 | 52 | 21 | 0.4 | 1 | 4 | 20 | 2 | (%) | 0.17 | ||||
2010 | 0.14 | 0.34 | 0.28 | 7 | 59 | 21 | 0.36 | 27 | 7 | 1 | 18 | 5 | 3 (11.1%) | 0.15 | ||
2011 | 0.27 | 0.4 | 0.29 | 7 | 66 | 20 | 0.3 | 17 | 11 | 3 | 21 | 6 | 3 (17.6%) | 1 | 0.14 | 0.19 |
2012 | 0.79 | 0.44 | 0.5 | 7 | 73 | 33 | 0.45 | 22 | 14 | 11 | 22 | 11 | 3 (13.6%) | 1 | 0.14 | 0.2 |
2013 | 0.07 | 0.49 | 0.18 | 17 | 90 | 43 | 0.48 | 66 | 14 | 1 | 28 | 5 | 22 (33.3%) | 8 | 0.47 | 0.2 |
2014 | 0.79 | 0.52 | 0.55 | 13 | 103 | 78 | 0.76 | 174 | 24 | 19 | 42 | 23 | 25 (14.4%) | 13 | 1 | 0.23 |
2015 | 1 | 0.54 | 0.67 | 10 | 113 | 69 | 0.61 | 26 | 30 | 30 | 51 | 34 | 10 (38.5%) | 3 | 0.3 | 0.24 |
2016 | 2.87 | 0.6 | 1.69 | 10 | 123 | 155 | 1.26 | 41 | 23 | 66 | 54 | 91 | 13 (31.7%) | 7 | 0.7 | 0.27 |
2017 | 0.55 | 0.64 | 1.14 | 5 | 128 | 100 | 0.78 | 5 | 20 | 11 | 57 | 65 | 1 (20%) | 1 | 0.2 | 0.28 |
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 |
 
# | 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 | 159 |
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 | 83 |
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 | 31 |
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 | 24 |
5 | 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 | 22 |
6 | 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 | 22 |
7 | 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 | 21 |
8 | 2005 | Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers || Download paper | 21 |
9 | 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 | 20 |
10 | 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 | 18 |
11 | 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 | 18 |
12 | 2000 | Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers || Download paper | 18 |
13 | 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 | 17 |
14 | 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 | 14 |
15 | 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 | 14 |
16 | 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 | 14 |
17 | 2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, RafaŠ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202. Full description at Econpapers || Download paper | 12 |
18 | 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 | 12 |
19 | 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 | 12 |
20 | 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 | 11 |
21 | 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 | 11 |
22 | 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 |
23 | 2005 | Heavy tails and electricity prices. (2005). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502. Full description at Econpapers || Download paper | 10 |
24 | 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 | 9 |
25 | 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 | 8 |
26 | 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 | 8 |
27 | 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 | 8 |
28 | 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 | 8 |
29 | 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 | 8 |
30 | 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 |
31 | 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 |
32 | 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 | 6 |
33 | 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 | 6 |
34 | 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 | 6 |
35 | 2013 | Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309. Full description at Econpapers || Download paper | 6 |
36 | 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 | 5 |
37 | 2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers || Download paper | 5 |
38 | 2013 | Global Energy Forecasting Competition 2012. (2013). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1316. Full description at Econpapers || Download paper | 5 |
39 | 2015 | Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper | 5 |
40 | 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 |
41 | 2016 | Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion. (2016). Sznajd-Weron, Katarzyna ; Kowalska-Pyzalska, Anna ; Jedrzejewski, Arkadiusz ; Cwik, Karolina . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1603. Full description at Econpapers || Download paper | 4 |
42 | 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 |
43 | 2016 | The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602. Full description at Econpapers || Download paper | 4 |
44 | 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 | |
45 | 2012 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, RafaÅ ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1206. Full description at Econpapers || Download paper | 4 |
46 | 2003 | An introduction to simulation of risk processes. (2003). Weron, RafaŠ; Härdle, Wolfgang ; Burnecki, Krzysztof ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304. Full description at Econpapers || Download paper | 4 |
47 | 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 |
48 | 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 | 3 | |
49 | 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 |
50 | 2017 | Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701. Full description at Econpapers || Download paper | 3 |
# | 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 | 135 |
2 | 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 | 22 |
3 | 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 |
4 | 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 | 18 |
5 | 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 | 12 |
6 | 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 | 10 |
7 | 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 | 8 |
8 | 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 | 7 |
9 | 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 | 7 |
10 | 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 | 6 |
11 | 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 | 6 |
12 | 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 | 6 |
13 | 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 | 6 |
14 | 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 | 6 |
15 | 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 | 6 |
16 | 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 | 5 |
17 | 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 |
18 | 2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers || Download paper | 5 |
19 | 2013 | Global Energy Forecasting Competition 2012. (2013). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1316. Full description at Econpapers || Download paper | 5 |
20 | 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 | 5 |
21 | 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 | 4 |
22 | 2016 | Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion. (2016). Sznajd-Weron, Katarzyna ; Kowalska-Pyzalska, Anna ; Jedrzejewski, Arkadiusz ; Cwik, Karolina . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1603. Full description at Econpapers || Download paper | 4 |
23 | 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 | 4 |
24 | 2016 | The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602. Full description at Econpapers || Download paper | 4 |
25 | 2005 | Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers || Download paper | 4 |
26 | 2013 | Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309. Full description at Econpapers || Download paper | 4 |
27 | 2012 | The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, RafaŠ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202. Full description at Econpapers || Download paper | 3 |
28 | 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 | 3 |
29 | 2012 | Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, RafaÅ ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1206. Full description at Econpapers || Download paper | 3 |
30 | 2017 | Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701. Full description at Econpapers || Download paper | 3 |
31 | 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 | 3 |
32 | 2015 | Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper | 3 |
33 | 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 | 2 |
34 | 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 | 2 |
35 | 2000 | Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers || Download paper | 2 |
36 | 2016 | What makes consumers adopt to innovative energy services in the energy market?. (2016). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1609. Full description at Econpapers || Download paper | 2 |
37 | 2017 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703. Full description at Econpapers || Download paper | 2 |
38 | 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 | 2 |
39 | 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 |
40 | 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 | 2 |
41 | 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 | 2 |
42 | 2017 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II â Probabilistic forecasting. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702. Full description at Econpapers || Download paper | 2 |
43 | 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 | 2 |
Year | Title | |
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2017 | Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701. Full description at Econpapers || Download paper | |
2017 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703. Full description at Econpapers || Download paper | |
2017 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II â Probabilistic forecasting. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702. Full description at Econpapers || Download paper | |
2017 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach. (2017). Weron, RafaÅ ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1704. Full description at Econpapers || Download paper | |
2017 | Forecasting Models of Electricity Prices. (2017). Contreras, Javier. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:2:p:160-:d:89090. Full description at Econpapers || Download paper | |
2017 | Forecasting the distributions of hourly electricity spot prices. (2017). Pape, Christian ; Weber, Christoph ; Woll, Oliver ; Vogler, Arne . In: EWL Working Papers. RePEc:dui:wpaper:1705. Full description at Econpapers || Download paper | |
2017 | The value of electricity and reserve services in low carbon electricity systems. (2017). Staffell, Iain ; Vijay, Avinash ; Hawkes, Adam ; Fouquet, Nicolas . In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:111-123. Full description at Econpapers || Download paper | |
2017 | Hedging local volume risk using forward markets: Nordic case. (2017). Ernstsen, Rune Ramsdal ; Skajaa, Anders ; Tegner, Martin ; Boomsma, Trine Krogh. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:490-514. Full description at Econpapers || Download paper | |
2017 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach. (2017). Weron, RafaÅ ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1704. Full description at Econpapers || Download paper | |
2017 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II â Probabilistic forecasting. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702. Full description at Econpapers || Download paper | |
2017 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703. Full description at Econpapers || Download paper |
Year | Citing document | |
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2017 | Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703. Full description at Econpapers || Download paper |
Year | Citing document | |
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2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers || Download paper | |
2016 | Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices. (2016). Weron, RafaÅ ; Sznajd-Weron, Katarzyna ; Jdrzejewski, Arkadiusz ; Byrka, Katarzyna . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:723-735. Full description at Econpapers || Download paper | |
2016 | Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423. Full description at Econpapers || Download paper | |
2016 | The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602. Full description at Econpapers || Download paper | |
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 | |
2016 | Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607. Full description at Econpapers || Download paper | |
2016 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers || Download paper |
Year | Citing document | |
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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 ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412. Full description at Econpapers || Download paper | |
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 ; 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 | |
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 ; ŽikoviÄ, SaÅ¡a. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1412. Full description at Econpapers || Download paper |
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