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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
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Stochastic models for bidding strategies on oligopoly electricity market
Borgosz-Koczwara, Magdalena; Weron, Aleksander; … - In: Mathematical methods of operations research 69 (2009) 3, pp. 579-592
Persistent link: https://www.econbiz.de/10008257940
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Vorsicht Hochspannung! Risikomanagement in Energiemaerkten : fortgeschrittene Spotpreismodelle und VaR-Ansaetze. Teil 3
Rachev, Svetlozar (Zari); Trueck, Stefan; Weron, Rafal - In: Risknews : das Fachmagazin für Risikomanagement 1 (2004) 5, pp. 66-71
Persistent link: https://www.econbiz.de/10006019872
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Vorsicht Hochspannung! Risikomanagement in Energiemaerkten: Modellierung von Strompreisen. Teil 2
Trueck, Stefan; Weron, Rafal - In: Risknews : das Fachmagazin für Risikomanagement 1 (2004) 4, pp. 67-71
Persistent link: https://www.econbiz.de/10006020905
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Vorsicht Hochspannung! Risikomanagement in Energiemaerkten. Teil 1
Trueck, Stefan; Weron, Rafal - In: Risknews : das Fachmagazin für Risikomanagement 1 (2004) 3, pp. 64-69
Persistent link: https://www.econbiz.de/10006022615
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Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam; Trueck, Stefan; Weron, Rafal - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10009949872
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An empirical comparison of alternate regime-switching models for electricity spot prices
Janczura, Joanna; Weron, Rafal - In: Energy economics 32 (2010) 5, pp. 1059-1074
Persistent link: https://www.econbiz.de/10008640001