Rafał Weron
Rafał Weron
Professor of Management Science, Wrocław University of Science and Technology, Poland
Verified email at pwr.edu.pl - Homepage
Cited by
Cited by
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
R Weron
Wiley, 2006
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
Statistical tools for finance and insurance
P Cizek, W Härdle, R Weron
Springer Verlag, 2005
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
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
Inżynieria finansowa
A Weron, R Weron
WNT, Warszawa, 1998
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
R Weron
Statistics & probability letters 28 (2), 165-171, 1996
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
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
Recent advances in electricity price forecasting: A review of probabilistic forecasting
J Nowotarski, R Weron
Renewable and Sustainable Energy Reviews 81, 1548-1568, 2018
An empirical comparison of alternate regime-switching models for electricity spot prices
J Janczura, R Weron
Energy economics 32 (5), 1059-1073, 2010
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
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
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
Market price of risk implied by Asian-style electricity options and futures
R Weron
Energy Economics 30 (3), 1098-1115, 2008
Stable Distributions
S Borak, W Härdle, R Weron
Statistical tools for finance and insurance, 21-44, 2005
Modeling electricity loads in California: ARMA models with hyperbolic noise
J Nowicka-Zagrajek, R Weron
Signal Processing 82 (12), 1903-1915, 2002
Computer simulation of Lévy -stable variables and processes
A Weron, R Weron
Chaos—The Interplay Between Stochastic and Deterministic Behaviour, 379-392, 1995
Energy price risk management
R Weron
Physica A: Statistical Mechanics and its Applications 285 (1-2), 127-134, 2000
Hurst analysis of electricity price dynamics
R Weron, B Przybyłowicz
Physica A: Statistical Mechanics and its Applications 283 (3-4), 462-468, 2000
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