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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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An empirical comparison of alternate regime-switching models for electricity spot prices
Janczura, Joanna; Weron, Rafał - In: Energy economics 32 (2010) 5, pp. 1059-1073
Persistent link: https://www.econbiz.de/10008934328
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Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał; Zator, Michał - In: Energy economics 44 (2014), pp. 178-190
Persistent link: https://www.econbiz.de/10010457224
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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/10003808387
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The relationship between spot and futures CO2 emission allowance prices in the EU ETS
Trück, Stefan; Härdle, Wolfgang; Weron, Rafał - In: Emissions trading as a policy instrument : evaluation …, (pp. 183-212). 2015
Persistent link: https://www.econbiz.de/10011444646
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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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Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Maciejowska, Katarzyna; Nowotarski, Jakub; Weron, Rafał - In: International journal of forecasting 32 (2016) 3, pp. 957-965
Persistent link: https://www.econbiz.de/10011621909
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Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan; Weron, Rafał - In: The journal of futures markets 36 (2016) 6, pp. 587-611
Persistent link: https://www.econbiz.de/10011568460