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1

Point of Sale (POS) Data from a Supermarket: Transactions and Cashier Operations

Antczak, Tomasz, Weron, Rafał

Journal:

Year:

2019

Language:

english

File:

PDF, 1.29 MB

english, 2019

2

On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks

Marcjasz, Grzegorz, Uniejewski, Bartosz, Weron, Rafał

Journal:

International Journal of Forecasting

Year:

2018

Language:

english

File:

PDF, 1.43 MB

english, 2018

3

Electricity price forecasting: A review of the state-of-the-art with a look into the future

Journal:

International Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 2.12 MB

english, 2014

4

Statistical Tools for Finance and Insurance || Heston's Model and the Smile

Year:

2005

Language:

english

File:

PDF, 254 KB

english, 2005

5

Estimating long-range dependence: finite sample properties and confidence intervals

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2002

Language:

english

File:

PDF, 140 KB

english, 2002

6

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

Rafał Weron, Adam Misiorek

Journal:

International Journal of Forecasting

Year:

2008

Language:

english

File:

PDF, 917 KB

english, 2008

7

Fractal market hypothesis and two power-laws

Aleksander Weron, Rafał Weron

Journal:

Chaos, Solitons & Fractals

Year:

2000

Language:

english

File:

PDF, 162 KB

english, 2000

8

Efficient estimation of Markov regime-switching models: An application to electricity spot prices

Janczura, Joanna, Weron, Rafał

Journal:

AStA Advances in Statistical Analysis

Year:

2012

Language:

english

File:

PDF, 891 KB

english, 2012

9

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Janczura, Joanna, Trück, Stefan, Weron, Rafał, Wolff, Rodney C.

Journal:

Energy Economics

Year:

2013

Language:

english

File:

PDF, 956 KB

english, 2013

10

Recent advances in electricity price forecasting: A review of probabilistic forecasting

Nowotarski, Jakub, Weron, Rafał

Journal:

Renewable and Sustainable Energy Reviews

Year:

2017

Language:

english

File:

PDF, 2.24 MB

english, 2017

11

Variance Stabilizing Transformations for Electricity Spot Price Forecasting

Uniejewski, Bartosz, Weron, Rafal, Ziel, Florian

Journal:

IEEE Transactions on Power Systems

Year:

2017

Language:

english

File:

PDF, 1.49 MB

english, 2017

12

Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO

Uniejewski, Bartosz, Marcjasz, Grzegorz, Weron, Rafał

Journal:

International Journal of Forecasting

Year:

2019

Language:

english

File:

PDF, 4.94 MB

english, 2019

13

Energy price risk management

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2000

Language:

english

File:

PDF, 212 KB

english, 2000

14

A new model of mass extinctions

K. Sznajd-Weron, Rafał Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2001

Language:

english

File:

PDF, 120 KB

english, 2001

15

Scaling in currency exchange: a conditionally exponential decay approach

Szymon Mercik, Rafal Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

1999

Language:

english

File:

PDF, 168 KB

english, 1999

16

Vorsicht Hochspannung! - Risikomanagement in Energiemärkten (Teil II) Modellierung von Strompreisen

Stefan Trück, Rafal Weron

Journal:

Year:

2004

Language:

german

File:

PDF, 144 KB

german, 2004

17

Heavy-tails and regime-switching in electricity prices

Journal:

Mathematical Methods of Operations Research

Year:

2009

Language:

english

File:

PDF, 1.10 MB

english, 2009

18

Outflow dynamics in modeling oligopoly markets: the case of the mobile telecommunications market in Poland

Sznajd-Weron, Katarzyna, Weron, Rafał, Włoszczowska, Maja

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2008

Language:

english

File:

PDF, 775 KB

english, 2008

19

[IEEE 2013 10th International Conference on the European Energy Market (EEM 2013) - Stockholm, Sweden (2013.05.27-2013.05.31)] 2013 10th International Conference on the European Energy Market (EEM) - Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market

Maciejowska, Katarzyna, Weron, Rafal

Year:

2013

Language:

english

File:

PDF, 185 KB

english, 2013

20

Revisiting the relationship between spot and futures prices in the Nord Pool electricity market

Weron, Rafał, Zator, Michał

Journal:

Energy Economics

Year:

2014

Language:

english

File:

PDF, 486 KB

english, 2014

21

DIFFUSION OF INNOVATION WITHIN AN AGENT-BASED MODEL: SPINSONS, INDEPENDENCE AND ADVERTISING

PRZYBYŁA, PIOTR, SZNAJD-WERON, KATARZYNA, WERON, RAFAŁ

Journal:

Advances in Complex Systems

Year:

2014

Language:

english

File:

PDF, 1.04 MB

english, 2014

22

An empirical comparison of alternative schemes for combining electricity spot price forecasts

Nowotarski, Jakub, Raviv, Eran, Trück, Stefan, Weron, Rafał

Journal:

Energy Economics

Year:

2014

Language:

english

File:

PDF, 1.07 MB

english, 2014

23

Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging

Maciejowska, Katarzyna, Nowotarski, Jakub, Weron, Rafał

Journal:

International Journal of Forecasting

Year:

2015

Language:

english

File:

PDF, 625 KB

english, 2015

24

Computing electricity spot price prediction intervals using quantile regression and forecast averaging

Nowotarski, Jakub, Weron, Rafał

Journal:

Computational Statistics

Year:

2015

Language:

english

File:

PDF, 406 KB

english, 2015

25

Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts

Liu, Bidong, Nowotarski, Jakub, Hong, Tao, Weron, Rafal

Journal:

IEEE Transactions on Smart Grid

Year:

2015

Language:

english

File:

PDF, 933 KB

english, 2015

26

Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices

Byrka, Katarzyna, Jȩdrzejewski, Arkadiusz, Sznajd-Weron, Katarzyna, Weron, Rafał

Journal:

Renewable and Sustainable Energy Reviews

Year:

2016

Language:

english

File:

PDF, 1.76 MB

english, 2016

27

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Nowotarski, Jakub, Weron, Rafał

Journal:

Energy Economics

Year:

2016

Language:

english

File:

PDF, 1.17 MB

english, 2016

28

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Uniejewski, Bartosz, Marcjasz, Grzegorz, Weron, Rafał

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 1.93 MB

english, 2018

29

Identifying Spikes and Seasonal Components in Electricity Spot Price Data: A Guide to Robust Modeling

Janczura, Joanna, Trueck, Stefan, Weron, Rafal, Wolff, Rodney

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 788 KB

english, 2012

30

A Note on Averaging Day-Ahead Electricity Price Forecasts Across Calibration Windows

Hubicka, Katarzyna, Marcjasz, Grzegorz, Weron, Rafal

Journal:

IEEE Transactions on Sustainable Energy

Year:

2018

Language:

english

File:

PDF, 488 KB

english, 2018

31

Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting

Marcjasz, Grzegorz, Serafin, Tomasz, Weron, Rafał

Journal:

Year:

2018

Language:

english

File:

PDF, 5.36 MB

english, 2018

32

An Empirical Comparison of Alternate Schemes for Combining Electricity Spot Price Forecasts

Nowotarski, Jakub, Raviv, Eran, Trueck, Stefan, Weron, Rafal

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 481 KB

english, 2013

33

Energy Forecasting: A Review and Outlook

Hong, Tao, Pinson, Pierre, Wang, Yi, Weron, Rafal, Yang, Dazhi, Zareipour, Hamidreza

Journal:

IEEE Open Access Journal of Power and Energy

Year:

2020

File:

PDF, 2.97 MB

2020

34

On the Chambers-Mallows-Stuck method for simulating skewed stable random variables

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 356 KB

english, 1996

35

Market price of risk implied by Asian-style electricity options and futures

Journal:

Energy Economics

Year:

2008

Language:

english

File:

PDF, 928 KB

english, 2008

36

An empirical comparison of alternate regime-switching models for electricity spot prices

Joanna Janczura, Rafal Weron

Journal:

Energy Economics

Year:

2010

Language:

english

File:

PDF, 1.25 MB

english, 2010

37

Hurst analysis of electricity price dynamics

Rafal Weron, Beata Przybyłowicz

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2000

Language:

english

File:

PDF, 151 KB

english, 2000

38

Property insurance loss distributions

Krzysztof Burnecki, Grzegorz Kukla, Rafał Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2000

Language:

english

File:

PDF, 235 KB

english, 2000

39

Risikomanagement in Energiemärkten (Teil I)

Stefan Trück, Rafal Weron

Journal:

Year:

2004

Language:

german

File:

PDF, 947 KB

german, 2004

40

Modelling catastrophe claims with left-truncated severity distributions

Anna Chernobai, Krzysztof Burnecki, Svetlozar Rachev, Stefan Trück, Rafał Weron

Journal:

Computational Statistics

Year:

2006

Language:

english

File:

PDF, 233 KB

english, 2006

41

A conditionally exponential decay approach to scaling in finance

Rafal Weron, Karina Weron, Aleksander Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

1999

Language:

english

File:

PDF, 112 KB

english, 1999

42

Origins of the scaling behaviour in the dynamics of financial data

Aleksander Weron, Szymon Mercik, Rafal Weron

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

1999

Language:

english

File:

PDF, 147 KB

english, 1999

43

Associations between intracranial pressure, intraocular pressure and mean arterial pressure in patients with traumatic and non-traumatic brain injuries

Tomasz Czarnik, Ryszard Gawda, Waldemar Kolodziej, Dariusz Latka, Katarzyna Sznajd-Weron, Rafal Weron

Journal:

Year:

2009

Language:

english

File:

PDF, 264 KB

english, 2009

44

Statistical Tools for Finance and Insurance Volume 246 || Pricing of catastrophe bonds

Cizek, Pavel, Härdle, Wolfgang Karl, Weron, Rafał

Year:

2011

Language:

english

File:

PDF, 593 KB

english, 2011

45

Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models

Misiorek, Adam, Trueck, Stefan, Weron, Rafal

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2006

Language:

english

File:

PDF, 701 KB

english, 2006

46

Statistical Tools for Finance and Insurance ||

Cizek, Pavel, Härdle, Wolfgang Karl, Weron, Rafał

Year:

2011

Language:

english

File:

PDF, 5.74 MB

english, 2011

47

Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

Joanna Janczura, Rafał Weron

Journal:

AStA Advances in Statistical Analysis

Year:

2013

Language:

english

File:

PDF, 487 KB

english, 2013

48

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices

Nowotarski, Jakub, Tomczyk, Jakub, Weron, Rafał

Journal:

Energy Economics

Year:

2013

Language:

english

File:

PDF, 756 KB

english, 2013

49

Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs

Kowalska-Pyzalska, Anna, Maciejowska, Katarzyna, Suszczyński, Karol, Sznajd-Weron, Katarzyna, Weron, Rafał

Journal:

Year:

2014

Language:

english

File:

PDF, 3.10 MB

english, 2014

50

[IEEE 2013 10th International Conference on the European Energy Market (EEM 2013) - Stockholm, Sweden (2013.05.27-2013.05.31)] 2013 10th International Conference on the European Energy Market (EEM) - Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices

Nowotarski, Jakub, Tomczyk, Jakub, Weron, Rafal

Year:

2013

Language:

english

File:

PDF, 1.75 MB

english, 2013

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