Concepedia

Rafał Weron

RW

81

Publications

6.2K

Citations

43

H-Index

1996

Active since

Affiliations

Wrocław University of Science and Technology(Current)

AGH University of Krakow

Institute of Mathematics

University of Wrocław

Macquarie University

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

Top concepts

EngineeringBusinessEconomicsStatisticsForecastingSmart GridEconometricsEconomic AnalysisFinanceData Science

Publications per year

1996–2024

81

Publications

81

Estimating long range dependence: finite sample properties and confidence intervals

Rafał Weron · arXiv (Cornell University) · 2001 · 395 citations · Full text

Empirical Finance, Volatility Modeling, Parameter Estimation +17

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

Rafał Weron, Adam Misiorek · International Journal of Forecasting · 2008 · 360 citations

Spot Electricity Prices, Power Market, Economics +12

On the Chambers-Mallows-Stuck method for simulating skewed stable random variables

Rafał Weron · Statistics & Probability Letters · 1996 · 313 citations

Engineering, Monte Carlo Method, Stochastic Dynamical System +7

Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts

Bidong Liu, Jakub Nowotarski, Tao Hong et al. · IEEE Transactions on Smart Grid · 2015 · 312 citations

Forecasting Methodology, Engineering, Point Forecasting +16

Modeling electricity prices: jump diffusion and regime switching

Rafał Weron, Michael Bierbrauer, Stefan Trück · Physica A Statistical Mechanics and its Applications · 2004 · 256 citations

Power Market, Economics, Jump Diffusion +8

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