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Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy economics 39 (2013), pp. 13-27
Persistent link: https://www.econbiz.de/10010235039
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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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Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur; Broadstock, David C.; Chen, Xiaoqi; … - In: Energy economics 82 (2019), pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
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Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna; Trück, Stefan; Weron, Rafał; Wolff, … - In: Energy economics 38 (2013), pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
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A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate; Benth, Fred Espen - In: Energy economics 34 (2012) 2, pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
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The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés; Población, Javier; Serna, … - In: Energy economics 40 (2013), pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
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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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The long-term trends on the electricity markets : comparison of empirical mode and wavelet decompositions
Afanasyev, Dmitriy O.; Fedorova, Elena - In: Energy economics 56 (2016), pp. 432-442
Persistent link: https://www.econbiz.de/10011664482
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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