HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology
Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
15
Impact Factor
2.4
5 Years IF
1.36
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1994 | 0 | 0.13 | 0 | 0 | 1 | 1 | 6 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.18 | 0 | 0 | 2 | 3 | 0 | 0 | 1 | 1 | 0 | 0 | 0.09 | |||||
| 1996 |  0.33 |
0.22 | 0.2 | 0.33 | 2 | 5 | 20 | 1 | 1 | 3 | 1 | 3 | 1 | 1 | 100 | 0 | 0.11 | |
| 1997 | 0.25 |
0.23 | 0.13 | 0.2 | 3 | 8 | 3 | 1 | 2 | 4 | 1 | 5 | 1 | 0 | 0 | 0.12 | ||
| 1998 |  0.2 |
0.24 | 0.27 | 0.13 | 3 | 11 | 1 | 3 | 5 | 5 | 1 | 8 | 1 | 3 | 100 | 1 | 0.33 | 0.15 |
| 1999 | 0 | 0.32 | 0 | 0 | 1 | 12 | 0 | 5 | 6 | 11 | 0 | 0 | 0.21 | |||||
| 2000 | 0 | 0.46 | 0.13 | 0 | 4 | 16 | 147 | 2 | 7 | 4 | 11 | 2 | 100 | 2 | 0.5 | 0.2 | ||
| 2001 | 0.6 |
0.39 | 0.37 | 0.31 | 3 | 19 | 40 | 7 | 14 | 5 | 3 | 13 | 4 | 1 | 14.3 | 2 | 0.67 | 0.22 |
| 2002 | 0.57 |
0.42 | 0.26 | 0.36 | 4 | 23 | 22 | 6 | 20 | 7 | 4 | 14 | 5 | 1 | 16.7 | 0 | 0.24 | |
| 2003 | 0 | 0.41 | 0.11 | 0.13 | 5 | 28 | 29 | 3 | 23 | 7 | 15 | 2 | 0 | 0 | 0.24 | |||
| 2004 | 0.33 |
0.47 | 0.44 | 0.76 | 6 | 34 | 0 | 15 | 38 | 9 | 3 | 17 | 13 | 0 | 0 | 0.27 | ||
| 2005 | 0.36 |
0.49 | 0.24 | 0.27 | 4 | 38 | 35 | 9 | 47 | 11 | 4 | 22 | 6 | 1 | 11.1 | 1 | 0.25 | 0.29 |
| 2006 | 0.2 |
0.48 | 0.45 | 0.18 | 6 | 44 | 27 | 17 | 67 | 10 | 2 | 22 | 4 | 5 | 29.4 | 6 | 1 | 0.26 |
| 2007 | 0.2 |
0.4 | 0.13 | 0.08 | 1 | 45 | 0 | 6 | 73 | 10 | 2 | 25 | 2 | 0 | 0 | 0.22 | ||
| 2008 | 0.14 |
0.45 | 0.27 | 0.27 | 3 | 48 | 10 | 13 | 86 | 7 | 1 | 22 | 6 | 2 | 15.4 | 0 | 0.23 | |
| 2009 | 0 | 0.43 | 0.4 | 0.1 | 4 | 52 | 1 | 21 | 107 | 4 | 20 | 2 | 0 | 0 | 0.23 | |||
| 2010 | 0.14 |
0.37 | 0.36 | 0.28 | 7 | 59 | 28 | 19 | 128 | 7 | 1 | 18 | 5 | 1 | 5.3 | 0 | 0.19 | |
| 2011 | 0.27 |
0.47 | 0.3 | 0.29 | 7 | 66 | 17 | 20 | 148 | 11 | 3 | 21 | 6 | 2 | 10 | 1 | 0.14 | 0.25 |
| 2012 | 0.79 |
0.5 | 0.45 | 0.5 | 7 | 73 | 22 | 33 | 181 | 14 | 11 | 22 | 11 | 4 | 12.1 | 1 | 0.14 | 0.26 |
| 2013 | 0.07 |
0.52 | 0.48 | 0.18 | 17 | 90 | 65 | 43 | 224 | 14 | 1 | 28 | 5 | 14 | 32.6 | 10 | 0.59 | 0.24 |
| 2014 | 0.79 |
0.55 | 0.78 | 0.57 | 13 | 103 | 216 | 80 | 304 | 24 | 19 | 42 | 24 | 25 | 31.3 | 19 | 1.46 | 0.28 |
| 2015 | 0.9 |
0.54 | 0.61 | 0.61 | 10 | 113 | 29 | 69 | 373 | 30 | 27 | 51 | 31 | 20 | 29 | 5 | 0.5 | 0.28 |
| 2016 | 2.48 |
0.58 | 1.26 | 1.28 | 10 | 123 | 57 | 155 | 528 | 23 | 57 | 54 | 69 | 28 | 18.1 | 12 | 1.2 | 0.29 |
| 2017 | 0.4 |
0.6 | 0.77 | 0.95 | 5 | 128 | 25 | 99 | 627 | 20 | 8 | 57 | 54 | 21 | 21.2 | 1 | 0.2 | 0.3 |
| 2018 | 2.4 |
0.62 | 1.35 | 1.36 | 8 | 136 | 10 | 183 | 810 | 15 | 36 | 55 | 75 | 34 | 18.6 | 7 | 0.88 | 0.33 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | 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 | 201 |
| 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 | 92 |
| 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 | 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 | 28 |
| 5 | 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 | 27 |
| 6 | 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 |
| 7 | 2005 | Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers || Download paper | 23 |
| 8 | 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 |
| 9 | 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 | 22 |
| 10 | 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 |
| 11 | 2000 | Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers || Download paper | 19 |
| 12 | 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 | 19 |
| 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 | 18 |
| 14 | 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 |
| 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 | 15 |
| 16 | 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 | 14 |
| 17 | 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 |
| 18 | 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 |
| 19 | 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 | 13 |
| 20 | 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 | 13 |
| 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 | 13 |
| 22 | 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 | 12 |
| 23 | 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 |
| 24 | 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 |
| 25 | 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 |
| 26 | 2005 | Heavy tails and electricity prices. (2005). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502. Full description at Econpapers || Download paper | 10 |
| 27 | 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 | 9 |
| 28 | 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 |
| 29 | 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 | 9 |
| 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 | 8 |
| 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 | 8 |
| 32 | 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 |
| 33 | 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 |
| 34 | 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 |
| 35 | 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 | 7 |
| 36 | 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 |
| 37 | 2018 | A note on averaging day-ahead electricity price forecasts across calibration windows. (2018). Weron, RafaÅ ; Marcjasz, Grzegorz ; Hubicka, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1803. Full description at Econpapers || Download paper | 6 |
| 38 | 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 |
| 39 | 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 |
| 40 | 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 |
| 41 | 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 |
| 42 | 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 |
| 43 | 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 |
| 44 | 5 | ||
| 45 | 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 |
| 46 | Building Loss Models. (2010). Weron, RafaÅ ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003. Full description at Econpapers || Download paper | 5 | |
| 47 | 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 |
| 48 | 2018 | Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806. Full description at Econpapers || Download paper | 4 |
| 49 | 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 |
| 50 | 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 |
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 | 126 |
| 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 | 26 |
| 3 | 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 | 24 |
| 4 | 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 | 19 |
| 5 | 2000 | Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004. Full description at Econpapers || Download paper | 19 |
| 6 | 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 | 13 |
| 7 | 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 | 12 |
| 8 | 2018 | A note on averaging day-ahead electricity price forecasts across calibration windows. (2018). Weron, RafaÅ ; Marcjasz, Grzegorz ; Hubicka, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1803. Full description at Econpapers || Download paper | 6 |
| 9 | 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 | 6 |
| 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 | 2005 | Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504. Full description at Econpapers || Download paper | 5 |
| 12 | 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 |
| 13 | 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 | 5 |
| 14 | 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 |
| 15 | 2018 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807. Full description at Econpapers || Download paper | 4 |
| 16 | 2018 | Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, RafaÅ ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802. Full description at Econpapers || Download paper | 4 |
| 17 | 2018 | Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806. Full description at Econpapers || Download paper | 4 |
| 18 | 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 | 4 |
| 19 | 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 | 4 |
| 20 | 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 | 4 |
| 21 | 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 |
| 22 | 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 | 4 |
| 23 | 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 | 3 |
| 24 | 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 | 3 |
| 25 | 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 |
| 26 | 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 | 3 |
| 27 | 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 | 3 |
| 28 | 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 | 3 |
| 29 | 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 | 3 |
| 30 | 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 | 3 |
| 31 | 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 | 2 |
| 32 | 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 | 2 |
| 33 | 2000 | Energy price risk management. (2000). Weron, RafaÅ. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002. Full description at Econpapers || Download paper | 2 |
| 34 | 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 |
| 35 | 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 | 2 |
| 36 | 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 | 2 |
| 37 | 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 |
| 38 | 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 | 2 |
| 39 | 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 | 2 |
| 40 | 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 |
Citing documents used to
compute impact factor: 36
| Year | Title | |
|---|---|---|
| 2018 | Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, RafaÅ ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568. Full description at Econpapers || Download paper | |
| 2018 | The Effects of Perceived Barriers on Innovation Resistance of Hydrogen-Electric Motorcycles. (2018). Chen, Han-Shen ; Hsieh, Chi-Ming ; Tsai, Bi-Kun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1933-:d:151554. Full description at Econpapers || Download paper | |
| 2018 | Hybrid Forecasting Model for Short-Term Electricity Market Prices with Renewable Integration. (2018). Osorio, Gerardo J ; Shafie-Khah, Miadreza ; Lotfi, Mohamed. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:57-:d:192550. Full description at Econpapers || Download paper | |
| 2018 | What makes consumers adopt to innovative energy services in the energy market? A review of incentives and barriers. (2018). Kowalska-Pyzalska, Anna. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:82:y:2018:i:p3:p:3570-3581. Full description at Econpapers || Download paper | |
| 2018 | Impact of memory on opinion dynamics. (2018). Sznajd-Weron, Katarzyna ; Jdrzejewski, Arkadiusz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:306-315. Full description at Econpapers || Download paper | |
| 2018 | The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach. (2018). Weron, RafaÅ ; Kowalska-Pyzalska, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:591-600. Full description at Econpapers || Download paper | |
| 2018 | Residential electricity pricing in China: The context of price-based demand response. (2018). Yang, Changhui ; Zhou, Kaile ; Meng, Chen . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:2870-2878. Full description at Econpapers || Download paper | |
| 2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, RafaÅ ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420. Full description at Econpapers || Download paper | |
| 2018 | An Electricity Price Forecasting Model by Hybrid Structured Deep Neural Networks. (2018). Kuo, Ping-Huan ; Huang, Chiou-Jye. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1280-:d:142436. Full description at Econpapers || Download paper | |
| 2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, RafaÅ ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649. Full description at Econpapers || Download paper | |
| 2018 | Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269. Full description at Econpapers || Download paper | |
| 2018 | Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806. Full description at Econpapers || Download paper | |
| 2018 | Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models. (2018). Weron, RafaÅ ; Uniejewski, Bartosz. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2039-:d:162196. Full description at Econpapers || Download paper | |
| 2018 | Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz . In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2364-:d:168385. Full description at Econpapers || Download paper | |
| 2018 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1805. Full description at Econpapers || Download paper | |
| 2018 | Probabilistic mid- and long-term electricity price forecasting. (2018). Ziel, Florian ; Steinert, Rick. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:251-266. Full description at Econpapers || Download paper | |
| 2018 | The influence of renewables on electricity price forecasting: a robust approach. (2018). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ieb:wpaper:doc2018-10. Full description at Econpapers || Download paper | |
| 2018 | Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Mosetti, Luca ; Fezzi, Carlo. In: DEM Working Papers. RePEc:trn:utwprg:2018/10. Full description at Econpapers || Download paper | |
| 2018 | Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang. In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403. Full description at Econpapers || Download paper | |
| 2018 | Electricity Price Forecasting Using Recurrent Neural Networks. (2018). Ugurlu, Umut ; Tas, Oktay ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1255-:d:146305. Full description at Econpapers || Download paper | |
| 2018 | The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:1811.08604. Full description at Econpapers || Download paper | |
| 2018 | Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, RafaÅ ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807. Full description at Econpapers || Download paper | |
| 2018 | A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market. (2018). Bunn, Derek W ; Kermer, Stefan ; Gianfreda, Angelica. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2658-:d:173889. Full description at Econpapers || Download paper | |
| 2018 | Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, RafaÅ ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802. Full description at Econpapers || Download paper | |
| 2018 | Electricity price forecasting. (2018). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808. Full description at Econpapers || Download paper | |
| 2018 | A note on averaging day-ahead electricity price forecasts across calibration windows. (2018). Weron, RafaÅ ; Marcjasz, Grzegorz ; Hubicka, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1803. Full description at Econpapers || Download paper | |
| 2018 | The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Kath, Christopher ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:411-423. Full description at Econpapers || Download paper | |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060. Full description at Econpapers || Download paper | |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093. Full description at Econpapers || Download paper | |
| 2018 | Forecasting day-ahead electricity prices in Europe: The importance of considering market integration. (2018). Lago, Jesus ; de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:890-903. Full description at Econpapers || Download paper | |
| 2018 | Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms. (2018). Lago, Jesus ; de Schutter, Bart ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:386-405. Full description at Econpapers || Download paper | |
| 2018 | The Financial Effect of the Electricity Price Forecastsâ Inaccuracy on a Hydro-Based Generation Company. (2018). Ugurlu, Umut ; Oksuz, Ilkay ; Kaya, Aycan ; Tas, Oktay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2093-:d:163292. Full description at Econpapers || Download paper | |
| 2018 | Probabilistic forecasting and simulation of electricity prices. (2018). Ziel, Florian ; Muniain, Peru. In: Papers. RePEc:arx:papers:1810.08418. Full description at Econpapers || Download paper | |
| 2018 | Radioinactive: Are nuclear power plant outages in France contagious to the German electricity price?. (2018). Rinne, Sonja. In: CIW Discussion Papers. RePEc:zbw:ciwdps:32018. Full description at Econpapers || Download paper | |
| 2018 | Exploiting Artificial Neural Networks for the Prediction of Ancillary Energy Market Prices. (2018). Giovanelli, Christian ; Vyatkin, Valeriy ; Ichise, Ryutaro ; Sierla, Seppo. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1906-:d:159229. Full description at Econpapers || Download paper | |
| 2018 | Effective long short-term memory with differential evolution algorithm for electricity price prediction. (2018). Peng, LU ; Wang, Lin ; Liu, Rui. In: Energy. RePEc:eee:energy:v:162:y:2018:i:c:p:1301-1314. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz . In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2364-:d:168385. Full description at Econpapers || Download paper | |
| 2018 | Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Mosetti, Luca ; Fezzi, Carlo. In: DEM Working Papers. RePEc:trn:utwprg:2018/10. Full description at Econpapers || Download paper | |
| 2018 | Household willingness to pay for green electricity in Poland. (2018). Kowalska-Pyzalska, Anna ; Ramsey, David. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1804. Full description at Econpapers || Download paper | |
| 2018 | Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, RafaÅ ; Serafin, Tomasz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806. Full description at Econpapers || Download paper | |
| 2018 | Electricity price forecasting. (2018). Weron, RafaÅ ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 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 |
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 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 |
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 ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508. Full description at Econpapers || Download paper |
10 most frequent citing series