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~person:"Janczura, Joanna"
~person:"Meritet, Sophie"
~person:"Weron, Rafał"
~subject:"Option pricing theory"
~subject:"Zeitreihenanalyse"
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Option pricing theory
Zeitreihenanalyse
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Janczura, Joanna
Meritet, Sophie
Weron, Rafał
Benth, Fred Espen
5
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3
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ECONIS (ZBW)
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1
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
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012305383
Saved in:
2
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
-
2014
Persistent link: https://www.econbiz.de/10010432183
Saved in:
3
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
8
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:
9
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:
10
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:
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