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Electricity price forecasting : a review of the state-of-the-art with a look into the future
Weron, Rafał - In: International journal of forecasting 30 (2014) 4, pp. 1030-1081
Persistent link: https://www.econbiz.de/10010517770
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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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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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Heavy-tails and regime-switching in electricity prices
Weron, Rafał - In: Mathematical methods of operations research 69 (2009) 3, pp. 457-473
Persistent link: https://www.econbiz.de/10003858270
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An empirical comparison of alternative schemes for combining electricity spot price forecasts
Nowotarski, Jakub; Raviv, Eran; Trück, Stefan; Weron, … - In: Energy economics 46 (2014), pp. 395-412
Persistent link: https://www.econbiz.de/10011298964
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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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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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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
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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
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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