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Time series analysis
Electricity price
37
Theorie
34
Strompreis
31
Theory
31
Electricity spot price
28
Forecasting model
20
Prognoseverfahren
20
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18
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Elektrizitätswirtschaft
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Electricity price forecasting
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Econophysics
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Long-term seasonal component
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English
15
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Weron, Rafał
14
Marcjasz, Grzegorz
4
Uniejewski, Bartosz
4
Misiorek, Adam
2
Nowotarski, Jakub
2
Challu, Cristian
1
Chȩć, Katarzyna
1
Dubrawski, Artur
1
Janczura, Joanna
1
Olivares, Kin G.
1
Tomczyk, Jakub
1
Trueck, Stefan
1
Trück, Stefan
1
Weron, Rafal
1
Wolff, Rodney C.
1
Zator, Michał
1
Ziel, Florian
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Energy economics
6
International journal of forecasting
5
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
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ECONIS (ZBW)
15
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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
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:
3
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
Saved in:
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/10009764599
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
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