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Weron, Rafal
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Trueck, Stefan
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Risknews : das Fachmagazin für Risikomanagement
3
Energy economics
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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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
Saved in:
2
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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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
Saved in:
5
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
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6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
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