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HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology


0.55

Impact Factor

1.14

5-Years IF

14

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14117002 (28.6%)0.06
19950.1723111 (%)0.1
19960.330.220.332510.22131311 (4.8%)0.09
19970.250.220.23810.13441511 (25%)0.09
19980.20.240.1331130.27251811 (50%)10.330.12
19990.3112611 (%)0.15
20000.3641620.131364118 (5.9%)20.50.14
20010.60.360.3131970.374153134 (%)20.670.16
20020.570.370.3642360.262274145 (%)0.18
20030.390.1352830.11307152 (%)0.19
20040.330.40.82634150.441931714 (%)0.18
20050.360.420.3643890.24341142283 (8.8%)10.250.2
20060.20.450.23644200.45281022259 (32.1%)50.830.19
20070.30.380.1214550.11103253 (%)0.16
20080.140.390.27348130.2710712265 (50%)0.17
20090.360.1452210.414202 (%)0.17
20100.140.340.28759210.3627711853 (11.1%)0.15
20110.270.40.29766200.3171132163 (17.6%)10.140.19
20120.790.440.5773330.4522141122113 (13.6%)10.140.2
20130.070.490.181790430.486614128522 (33.3%)80.470.2
20140.790.520.5513103780.761742419422325 (14.4%)1310.23
201510.540.6710113690.61263030513410 (38.5%)30.30.24
20162.870.61.69101231551.26412366549113 (31.7%)70.70.27
20170.550.641.1451281000.785201157651 (20%)10.20.28
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

159
22000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

Full description at Econpapers || Download paper

83
32000Hurst analysis of electricity price dynamics. (2000). Weron, Rafał ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

Full description at Econpapers || Download paper

31
42003Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301.

Full description at Econpapers || Download paper

24
52016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

Full description at Econpapers || Download paper

22
62001Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

Full description at Econpapers || Download paper

22
72002Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, Rafał ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202.

Full description at Econpapers || Download paper

21
82005Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504.

Full description at Econpapers || Download paper

21
91996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

Full description at Econpapers || Download paper

20
102001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

Full description at Econpapers || Download paper

18
112016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605.

Full description at Econpapers || Download paper

18
122000Energy price risk management. (2000). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

Full description at Econpapers || Download paper

18
132013Long term probabilistic load forecasting and normalization with hourly information. (2013). Hong, Tao ; Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313.

Full description at Econpapers || Download paper

17
142006Interval forecasting of spot electricity prices. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0605.

Full description at Econpapers || Download paper

14
152010FX Smile in the Heston Model. (2010). Weron, Rafał ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002.

Full description at Econpapers || Download paper

14
162011Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, Rafał ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102.

Full description at Econpapers || Download paper

14
172012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202.

Full description at Econpapers || Download paper

12
182015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501.

Full description at Econpapers || Download paper

12
192014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

Full description at Econpapers || Download paper

12
202006Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601.

Full description at Econpapers || Download paper

11
212000Property insurance loss distributions. (2000). Weron, Rafał ; Burnecki, Krzysztof ; Kukla, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0003.

Full description at Econpapers || Download paper

11
222013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301.

Full description at Econpapers || Download paper

10
232005Heavy tails and electricity prices. (2005). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0502.

Full description at Econpapers || Download paper

10
242013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

Full description at Econpapers || Download paper

9
252014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

Full description at Econpapers || Download paper

8
262008Short-term forecasting of electricity prices: Do we need a different model for each hour?. (2008). Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0801.

Full description at Econpapers || Download paper

8
272014Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

Full description at Econpapers || Download paper

8
282013Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314.

Full description at Econpapers || Download paper

8
292013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304.

Full description at Econpapers || Download paper

8
302013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

Full description at Econpapers || Download paper

7
311994Can One See Alpha-stable Variables and Processes?. (1994). Weron, Aleksander ; Janicki, Aleksander . In: HSC Research Reports. RePEc:wuu:wpaper:hsc9401.

Full description at Econpapers || Download paper

7
322010Ruin Probability in Finite Time. (2010). Teuerle, Marek ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1004.

Full description at Econpapers || Download paper

6
332015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504.

Full description at Econpapers || Download paper

6
342016To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601.

Full description at Econpapers || Download paper

6
352013Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309.

Full description at Econpapers || Download paper

6
362015Social acceptance of green energy and dynamic electricity tariffs - a short review. (2015). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1507.

Full description at Econpapers || Download paper

5
372016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

Full description at Econpapers || Download paper

5
382013Global Energy Forecasting Competition 2012. (2013). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1316.

Full description at Econpapers || Download paper

5
392015Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508.

Full description at Econpapers || Download paper

5
402006Visualization tools for insurance risk processes. (2006). Weron, Rafał ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0606.

Full description at Econpapers || Download paper

5
412016Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion. (2016). Sznajd-Weron, Katarzyna ; Kowalska-Pyzalska, Anna ; Jedrzejewski, Arkadiusz ; Cwik, Karolina . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1603.

Full description at Econpapers || Download paper

4
422012Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1201.

Full description at Econpapers || Download paper

4
432016The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602.

Full description at Econpapers || Download paper

4
44Building Loss Models. (2010). Weron, Rafał ; Janczura, Joanna ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1003.

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4
452012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1206.

Full description at Econpapers || Download paper

4
462003An introduction to simulation of risk processes. (2003). Weron, Rafał ; Härdle, Wolfgang ; Burnecki, Krzysztof ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0304.

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4
472013Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1302.

Full description at Econpapers || Download paper

3
48Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1311.

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3
491997The Lamperti transformation for self-similar processes. (1997). Weron, Aleksander ; Burnecki, Krzysztof. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9702.

Full description at Econpapers || Download paper

3
502017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

Full description at Econpapers || Download paper

3

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

135
22016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

Full description at Econpapers || Download paper

22
32000Opinion evolution in closed community. (2000). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0004.

Full description at Econpapers || Download paper

20
42016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605.

Full description at Econpapers || Download paper

18
52013Long term probabilistic load forecasting and normalization with hourly information. (2013). Hong, Tao ; Wilson, Jason ; Xie, Jingrui . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1313.

Full description at Econpapers || Download paper

12
62015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501.

Full description at Econpapers || Download paper

10
72008Short-term forecasting of electricity prices: Do we need a different model for each hour?. (2008). Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0801.

Full description at Econpapers || Download paper

8
82014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

Full description at Econpapers || Download paper

7
91996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables. (1996). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc9601.

Full description at Econpapers || Download paper

7
102002Modeling electricity loads in California: ARMA models with hyperbolic noise. (2002). Weron, Rafał ; Nowicka-Zagrajek, Joanna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0202.

Full description at Econpapers || Download paper

6
112010FX Smile in the Heston Model. (2010). Weron, Rafał ; Janek, Agnieszka ; Wystup, Uwe ; Kluge, Tino . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1002.

Full description at Econpapers || Download paper

6
122016To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601.

Full description at Econpapers || Download paper

6
132001Estimating long range dependence: finite sample properties and confidence intervals. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0103.

Full description at Econpapers || Download paper

6
142015Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1504.

Full description at Econpapers || Download paper

6
152001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime. (2001). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0101.

Full description at Econpapers || Download paper

6
162000Hurst analysis of electricity price dynamics. (2000). Weron, Rafał ; Przybylowicz, Beata . In: HSC Research Reports. RePEc:wuu:wpaper:hsc0001.

Full description at Econpapers || Download paper

5
172014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

Full description at Econpapers || Download paper

5
182016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

Full description at Econpapers || Download paper

5
192013Global Energy Forecasting Competition 2012. (2013). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1316.

Full description at Econpapers || Download paper

5
202015Social acceptance of green energy and dynamic electricity tariffs - a short review. (2015). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1507.

Full description at Econpapers || Download paper

5
212014Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

Full description at Econpapers || Download paper

4
222016Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion. (2016). Sznajd-Weron, Katarzyna ; Kowalska-Pyzalska, Anna ; Jedrzejewski, Arkadiusz ; Cwik, Karolina . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1603.

Full description at Econpapers || Download paper

4
232003Modeling electricity prices: jump diffusion and regime switching. (2003). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, Michael ; Truck, Stefan. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0301.

Full description at Econpapers || Download paper

4
242016The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602.

Full description at Econpapers || Download paper

4
252005Sznajd model and its applications. (2005). Sznajd-Weron, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0504.

Full description at Econpapers || Download paper

4
262013Rewiring the network. What helps an innovation to diffuse?. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Szwabinski, Janusz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1309.

Full description at Econpapers || Download paper

4
272012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Truck, Stefan ; Hardle, Wolfgang . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1202.

Full description at Econpapers || Download paper

3
282011Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, Rafał ; Janczura, Joanna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1102.

Full description at Econpapers || Download paper

3
292012Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1206.

Full description at Econpapers || Download paper

3
302017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

Full description at Econpapers || Download paper

3
312013Fuzzy interaction regression for short term load forecasting. (2013). Hong, Tao ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1314.

Full description at Econpapers || Download paper

3
322015Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508.

Full description at Econpapers || Download paper

3
332013Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market. (2013). Weron, Rafał ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1301.

Full description at Econpapers || Download paper

2
342006Short-term electricity price forecasting with time series models: A review and evaluation. (2006). Weron, Rafał ; Misiorek, Adam. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0601.

Full description at Econpapers || Download paper

2
352000Energy price risk management. (2000). Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc0002.

Full description at Econpapers || Download paper

2
362016What makes consumers adopt to innovative energy services in the energy market?. (2016). Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1609.

Full description at Econpapers || Download paper

2
372017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

Full description at Econpapers || Download paper

2
382012Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators. (2012). Magdziarz, Marcin ; Gajda, Janusz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1204.

Full description at Econpapers || Download paper

2
392015A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2015). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1506.

Full description at Econpapers || Download paper

2
402014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna ; Hong, Tao. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410.

Full description at Econpapers || Download paper

2
412013Diffusion of innovation within an agent-based model: Spinsons, independence and advertising. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Przybyla, Piotr . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1304.

Full description at Econpapers || Download paper

2
422017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

Full description at Econpapers || Download paper

2
432013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 11:


YearTitle
2017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

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2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

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2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

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2017The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach. (2017). Weron, Rafał ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1704.

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2017Forecasting Models of Electricity Prices. (2017). Contreras, Javier. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:2:p:160-:d:89090.

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2017Forecasting the distributions of hourly electricity spot prices. (2017). Pape, Christian ; Weber, Christoph ; Woll, Oliver ; Vogler, Arne . In: EWL Working Papers. RePEc:dui:wpaper:1705.

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2017The value of electricity and reserve services in low carbon electricity systems. (2017). Staffell, Iain ; Vijay, Avinash ; Hawkes, Adam ; Fouquet, Nicolas . In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:111-123.

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2017Hedging local volume risk using forward markets: Nordic case. (2017). Ernstsen, Rune Ramsdal ; Skajaa, Anders ; Tegner, Martin ; Boomsma, Trine Krogh. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:490-514.

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2017The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach. (2017). Weron, Rafał ; Kowalska-Pyzalska, Anna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1704.

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2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

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2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

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Recent citations received in 2016

YearCiting document
2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235.

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2016Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices. (2016). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Jdrzejewski, Arkadiusz ; Byrka, Katarzyna . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:723-735.

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2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423.

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2016The diamond model of social response within an agent-based approach. (2016). Sznajd-Weron, Katarzyna ; Nail, Paul R. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1602.

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2016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

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2016Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607.

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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

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Recent citations received in 2015

YearCiting document
2015Sister models for load forecast combination. (2015). Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1502.

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2015Improving short term load forecast accuracy via combining sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1505.

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2015Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Wang, PU ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508.

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Recent citations received in 2014

YearCiting document
2014An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412.

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2014Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs. (2014). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna ; Suszczyski, Karol . In: Energy Policy. RePEc:eee:enepol:v:72:y:2014:i:c:p:164-174.

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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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2014Optimisation of Storage for Concentrated Solar Power Plants. (2014). Bruno, Frank ; Pudney, Peter ; Belusko, Martin ; Cirocco, Luigi ; Boland, John. In: Challenges. RePEc:gam:jchals:v:5:y:2014:i:2:p:473-503:d:43510.

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2014Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression. (2014). Nielsen, Henrik Aalborg ; Jonsson, Tryggvi ; Pinson, Pierre ; Madsen, Henrik. In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5523-5547:d:39593.

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2014Dynamic Analysis of the German Day-Ahead Electricity Spot Market. (2014). Paschen, Marius. In: Working Papers. RePEc:old:dpaper:368.

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2014Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1403.

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2014A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, Michał ; Weron, Rafał. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1404.

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2014Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1405.

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2014Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409.

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2014Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna ; Hong, Tao. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410.

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2014Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Weron, Rafał ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1411.

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2014Evaluating the performance of VaR models in energy markets. (2014). Weron, Rafał ; Žiković, Saša. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1412.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team