Follow
Rafał Weron
Rafał Weron
Wrocław University of Science and Technology (Politechnika Wrocławska), Poland
Verified email at pwr.edu.pl - Homepage
Title
Cited by
Cited by
Year
Electricity price forecasting: A review of the state-of-the-art with a look into the future
R Weron
International journal of forecasting 30 (4), 1030-1081, 2014
18862014
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
R Weron
Wiley, 2006
15592006
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
R Weron, A Misiorek
International Journal of Forecasting 24 (4), 744-763, 2008
6082008
Estimating long-range dependence: finite sample properties and confidence intervals
R Weron
Physica A: Statistical Mechanics and its Applications 312 (1-2), 285-299, 2002
5682002
Recent advances in electricity price forecasting: A review of probabilistic forecasting
J Nowotarski, R Weron
Renewable and Sustainable Energy Reviews 81, 1548-1568, 2018
5412018
Statistical tools for finance and insurance
P Cizek, W Härdle, R Weron
Springer Verlag, 2005
497*2005
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
R Weron
Statistics & probability letters 28 (2), 165-171, 1996
4331996
Energy forecasting: A review and outlook
T Hong, P Pinson, Y Wang, R Weron, D Yang, H Zareipour
IEEE Open Access Journal of Power and Energy 7, 376-388, 2020
4282020
Inżynieria finansowa
A Weron, R Weron
WNT, Warszawa, 1998
398*1998
Probabilistic load forecasting via quantile regression averaging on sister forecasts
B Liu, J Nowotarski, T Hong, R Weron
IEEE Transactions on Smart Grid 8 (2), 730-737, 2015
3582015
Modeling electricity prices: jump diffusion and regime switching
R Weron, M Bierbrauer, S Trück
Physica A: Statistical Mechanics and its Applications 336 (1-2), 39-48, 2004
3522004
Point and interval forecasting of spot electricity prices: Linear vs. non-linear time series models
A Misiorek, S Trueck, R Weron
Studies in Nonlinear Dynamics & Econometrics 10 (3), 2006
3352006
Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark
J Lago, G Marcjasz, B De Schutter, R Weron
Applied Energy 293, 116983, 2021
3182021
An empirical comparison of alternate regime-switching models for electricity spot prices
J Janczura, R Weron
Energy economics 32 (5), 1059-1073, 2010
2802010
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
J Janczura, S Trück, R Weron, RC Wolff
Energy Economics 38, 96-110, 2013
2702013
Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks
F Ziel, R Weron
Energy Economics 70, 396-420, 2018
2382018
Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
R Weron
International Journal of Modern Physics C 12 (2), 209-223, 2001
2382001
Stable Distributions
S Borak, W Härdle, R Weron
Statistical tools for finance and insurance, 21-44, 2005
2302005
Market price of risk implied by Asian-style electricity options and futures
R Weron
Energy Economics 30 (3), 1098-1115, 2008
2262008
Computer simulation of Lévy α-stable variables and processes
A Weron, R Weron
Chaos—The Interplay Between Stochastic and Deterministic Behaviour, 379-392, 1995
2031995
The system can't perform the operation now. Try again later.
Articles 1–20