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FINANCIAL MARKETS: PRINCIPLES OF MODELLING, FORECASTING AND DECISION-MAKING, W. Milo, P. Wdowinski, eds., FindEcon Monograph Series, WUL, Lodz
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in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
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Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian
;
Weron, Rafał
- In:
Energy economics
70
(
2018
),
pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
Saved in:
2
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:
3
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:
4
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:
5
Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill
Maryniak, Paweł
;
Trück, Stefan
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 45-58
Persistent link: https://www.econbiz.de/10012172256
Saved in:
6
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
Saved in:
7
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:
8
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
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
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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