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Heavy-tails and regime-switchi...
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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