Rafał Weron - Concepedia

Author

Rafał Weron

Wrocław University of Science and Technology ORCID

Also Known As

R Weron, R. Weron, R. Weron B, RAFAŁ WERON, Rafal Weron, Rafał Weron, Weron, R., Weron, Rafal, Weron, Rafał

331

Publications

9.9K

Citations

H-Index

116

Concepts

All Affiliations

Wrocław University of Science and Technology AGH University of Krakow Institute of Mathematics University of Wrocław Macquarie University

About

Rafał Weron is an author at Wrocław University of Science and Technology specializing in engineering, business, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	33	49	4.6K
2	Business	27	42	3.5K
3	Management	8	8	273
4	Education	1	1	11
5	Medicine	1	1	30

Rafał Weron

Publications

6.2K

Citations

H-Index

Page 1

	Year	Citations
Estimating long range dependence: finite sample properties and confidence intervals Rafał Weron arXiv (Cornell University) Empirical FinanceVolatility ModelingParameter EstimationEngineeringGaussian White Noise	2001	395
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models Rafał Weron, Adam Misiorek International Journal of Forecasting Spot Electricity PricesPower MarketEconomicsEngineeringSmart Grid	2008	360
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables Rafał Weron Statistics & Probability Letters EngineeringMonte Carlo MethodStochastic Dynamical SystemStable Random VariablesProbability Theory	1996	313
Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts Bidong Liu, Jakub Nowotarski, Tao Hong, IEEE Transactions on Smart Grid Forecasting MethodologyEngineeringPoint ForecastingProbabilistic ForecastingData Science	2015	312
Modeling electricity prices: jump diffusion and regime switching Rafał Weron, Michael Bierbrauer, Stefan Trück Physica A Statistical Mechanics and its Applications Power MarketEconomicsJump DiffusionEngineeringMacroeconomics	2004	256
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models Adam Misiorek, Stefan Trueck, Rafał Weron Studies in Nonlinear Dynamics and Econometrics EngineeringSpot Electricity PricesPower MarketEconomic ForecastingData Science	2006	233
Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks Florian Ziel, Rafał Weron Energy Economics Forecasting MethodologyEconomic ForecastingEngineeringSmart GridHigh-dimensional Structures	2018	225
An empirical comparison of alternate regime-switching models for electricity spot prices Joanna Janczura, Rafał Weron Energy Economics Empirical ComparisonEconomicsPower MarketAlternate Regime-switching ModelsEngineering	2010	207
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx Kin G. Olivares, Cristian Challú, Grzegorz Marcjasz, International Journal of Forecasting	2022	192
Computing electricity spot price prediction intervals using quantile regression and forecast averaging Jakub Nowotarski, Rafał Weron Computational Statistics Forecasting MethodologyEngineeringApplied EconometricsForecast AveragingVolume Prediction	2014	148

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