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Heavy-tails and regime-switchi...
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Strompreis
Electricity price
37
Theorie
34
Theory
31
Electricity spot price
28
Forecasting model
20
Prognoseverfahren
20
Spot market
18
Spotmarkt
18
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Electricity
16
Elektrizitätswirtschaft
16
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16
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Time series analysis
15
Zeitreihenanalyse
15
Electricity price forecasting
14
Econophysics
12
Elektrizität
12
Long-term seasonal component
12
Day-ahead market
11
Forecasting
11
Factor model
9
Robust modeling
9
Saisonale Schwankungen
9
Seasonal variations
9
Seasonality
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8
Markov regime-switching
8
Quantile regression
8
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7
CED model
7
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7
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7
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7
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7
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Risk premium
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7
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English
31
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Weron, Rafał
26
Marcjasz, Grzegorz
7
Trück, Stefan
6
Uniejewski, Bartosz
6
Nowotarski, Jakub
5
Weron, Rafal
5
Janczura, Joanna
4
Maryniak, Paweł
2
Misiorek, Adam
2
Raviv, Eran
2
Zator, Michał
2
Ziel, Florian
2
Challu, Cristian
1
Chȩć, Katarzyna
1
Dubrawski, Artur
1
Maciejowska, Katarzyna
1
Narajewski, Michał Andrzej
1
Olivares, Kin G.
1
Serafin, Tomasz
1
Tomczyk, Jakub
1
Trueck, Stefan
1
Wolff, Rodney
1
Wolff, Rodney C.
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Energy economics
14
International journal of forecasting
7
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
FINANCIAL MARKETS: PRINCIPLES OF MODELLING, FORECASTING AND DECISION-MAKING, W. Milo, P. Wdowinski, eds., FindEcon Monograph Series, WUL, Lodz
1
Journal of commodity markets : JCM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley finance series
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ECONIS (ZBW)
31
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Measuring long-range dependence in electricity prices
Weron, Rafał
- In:
Empirical science of financial fluctuations : the …
,
(pp. 110-119)
.
2002
Persistent link: https://www.econbiz.de/10001679244
Saved in:
2
Modeling and forecasting electricity loads and prices : a statistical approach
Weron, Rafał
-
2006
Persistent link: https://www.econbiz.de/10003361568
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3
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/10003744840
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4
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
Saved in:
5
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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6
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
Saved in:
7
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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8
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
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. 744-763
Persistent link: https://www.econbiz.de/10003808387
Saved in:
10
Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam
(
contributor
);
Trueck, Stefan
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003559010
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