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Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam (contributor); Trueck, Stefan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10003559010
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Nowotarski, Jakub; Weron, Rafał - In: Energy economics 57 (2016), pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
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Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Maciejowska, Katarzyna; Nowotarski, Jakub; Weron, Rafał - In: International journal of forecasting 32 (2016) 3, pp. 957-965
Persistent link: https://www.econbiz.de/10011621909
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Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan; Weron, Rafał - In: The journal of futures markets 36 (2016) 6, pp. 587-611
Persistent link: https://www.econbiz.de/10011568460
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A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał; Zator, Michał - In: Energy economics 48 (2015), pp. 1-6
Persistent link: https://www.econbiz.de/10011533689
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Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
Chȩć, Katarzyna; Uniejewski, Bartosz; Weron, Rafał - In: Journal of commodity markets : JCM 37 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015329494
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Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill
Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58
Persistent link: https://www.econbiz.de/10012172256
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz; Marcjasz, Grzegorz; Weron, Rafał - In: Energy economics 79 (2019), pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
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Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
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Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?
Marcjasz, Grzegorz; Uniejewski, Bartosz; Weron, Rafał - In: International journal of forecasting 36 (2020) 2, pp. 466-479
Persistent link: https://www.econbiz.de/10012415156