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 | 1893 | 2014 |
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach R Weron Wiley, 2006 | 1557 | 2006 |
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 | 606 | 2008 |
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 | 565 | 2002 |
Recent advances in electricity price forecasting: A review of probabilistic forecasting J Nowotarski, R Weron Renewable and Sustainable Energy Reviews 81, 1548-1568, 2018 | 548 | 2018 |
Statistical tools for finance and insurance P Cizek, W Härdle, R Weron Springer Verlag, 2005 | 497* | 2005 |
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables R Weron Statistics & probability letters 28 (2), 165-171, 1996 | 436 | 1996 |
Energy forecasting: A review and outlook T Hong, P Pinson, Y Wang, R Weron, D Yang, H Zareipour IEEE Open Access Journal of Power and Energy 7, 376-388, 2020 | 435 | 2020 |
Inżynieria finansowa A Weron, R Weron WNT, Warszawa, 1998 | 396* | 1998 |
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 | 358 | 2015 |
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 | 356 | 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 | 334 | 2006 |
Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark J Lago, G Marcjasz, B De Schutter, R Weron Applied Energy 293, 116983, 2021 | 320 | 2021 |
An empirical comparison of alternate regime-switching models for electricity spot prices J Janczura, R Weron Energy economics 32 (5), 1059-1073, 2010 | 279 | 2010 |
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 | 271 | 2013 |
Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks F Ziel, R Weron Energy Economics 70, 396-420, 2018 | 240 | 2018 |
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 | 238 | 2001 |
Stable Distributions S Borak, W Härdle, R Weron Statistical tools for finance and insurance, 21-44, 2005 | 231 | 2005 |
Market price of risk implied by Asian-style electricity options and futures R Weron Energy Economics 30 (3), 1098-1115, 2008 | 229 | 2008 |
Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging K Maciejowska, J Nowotarski, R Weron International Journal of Forecasting 32 (3), 957-965, 2016 | 203 | 2016 |