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Annuities under random rates of interest-revisited
Burnecki, Krzysztof
;
Marciniuk, Agnieszka
;
Weron, Aleksander
- In:
Insurance / Mathematics & economics
32
(
2003
)
3
,
pp. 457-460
Persistent link: https://www.econbiz.de/10006887748
Saved in:
2
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/10010142655
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3
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
Janczura, Joanna
;
Weron, Rafał
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
97
(
2013
)
3
,
pp. 239-270
Persistent link: https://www.econbiz.de/10010145099
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4
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/10010109500
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5
Market price of risk implied by Asian-style electricity options and futures
Weron, Rafał
- In:
Energy economics
30
(
2008
)
3
,
pp. 1098-1115
Persistent link: https://www.econbiz.de/10007917053
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6
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
Weron, Rafał
;
Misiorek, Adam
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 744-763
Persistent link: https://www.econbiz.de/10008143080
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7
Heavy-tails and regime-switching in electricity prices
Weron, Rafał
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 457-474
Persistent link: https://www.econbiz.de/10008257945
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8
Efficient estimation of Markov regime-switching models: An application to electricity spot prices
Janczura, Joanna
;
Weron, Rafał
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
96
(
2012
)
3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10009995227
Saved in:
9
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
Weron, Rafał
;
Misiorek, Adam
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 744-764
Persistent link: https://www.econbiz.de/10008897455
Saved in:
10
Market price of risk implied by Asian-style electricity options and futures
Weron, Rafał
- In:
Energy economics
30
(
2008
)
3
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10008900747
Saved in:
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