← All authors Rafał Weron Wrocław University of Science and Technology (from arXiv:2503.02518, 2025) · ORCID · OpenAlex
77 papers in scope · 77 published · 1 on the econ.EM arXiv · 6,470 citations · h-index 39 (over the papers listed here)
Related authors The 11 authors closest to this one in our weighted citation graph, most related first.
Florian Ziel Paul Ghelasi Simon Hirsch Bartosz Uniejewski Fotios Petropoulos Feng Li Alisa Yusupova Souhaib Ben Taieb Jonathan Berrisch Gael M. Martin David T. Frazier Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 77)
published 2026 · International Journal of Forecasting · 1 citations · first circulated 2025
PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions
published 2025 · SoftwareX · 1 citations
published 2024 · Journal of commodity markets · 7 citations
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
published 2024 · Energy Economics · 13 citations
Distributional neural networks for electricity price forecasting
published 2023 · Energy Economics · 87 citations · first circulated 2022
published 2023 · Badania Operacyjne i Decyzje/Operations Research and Decisions · 12 citations
Trading on short-term path forecasts of intraday electricity prices
published 2022 · Energy Economics · 20 citations
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx
published 2022 · International Journal of Forecasting · 234 citations · first circulated 2021
with Kin G. Olivares, Cristian Challú, Grzegorz Marcjasz, Artur Dubrawski
Electricity Price Forecasting: The Dawn of Machine Learning
published 2022 · IEEE Power and Energy Magazine · 72 citations
with Arkadiusz Jędrzejewski, Jesus Lago, Grzegorz Marcjasz
Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO
published 2021 · Energies · 14 citations
with Arkadiusz Jędrzejewski, Grzegorz Marcjasz
Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark
published 2021 · Applied Energy · 456 citations · first circulated 2020
with Jesus Lago, Grzegorz Marcjasz, Bart De Schutter
Regularized quantile regression averaging for probabilistic electricity price forecasting
published 2021 · Energy Economics · 83 citations
Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts
published 2020 · Energies · 45 citations
Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader
published 2020 · Energies · 28 citations
Energy Forecasting: A Review and Outlook
published 2020 · IEEE Open Access Journal of Power and Energy · 586 citations
with Tao Hong, Pierre Pinson, Yi Wang, Dazhi Yang, Hamidreza Zareipour, and Hamidreza Zareipour
Data-Driven Simulation Modeling of the Checkout Process in Supermarkets: Insights for Decision Support in Retail Operations
published 2020 · IEEE Access · 9 citations
with Tomasz Antczak, Jacek Zabawa
Electricity Price Forecasting
published 2019 · Wiley StatsRef: Statistics Reference Online · 11 citations · first circulated 2018
Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?
published 2019 · International Journal of Forecasting · 68 citations · first circulated 2018
Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting
published 2019 · Energies · 38 citations
Point of Sale (POS) Data from a Supermarket: Transactions and Cashier Operations
published 2019 · Data · 8 citations
with Tomasz Antczak
Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO
published 2019 · International Journal of Forecasting · 123 citations · first circulated 2018
A Note on Averaging Day-Ahead Electricity Price Forecasts Across Calibration Windows
published 2018 · IEEE Transactions on Sustainable Energy · 82 citations
with Katarzyna Hubicka, Grzegorz Marcjasz
Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting
published 2018 · Energies · 52 citations
Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models
published 2018 · Energies · 49 citations
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill
published 2018 · Energy Economics · 44 citations
with Paweł Maryniak, Stefan Trück
The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach
published 2018 · Physica A Statistical Mechanics and its Applications · 1 citations
with Tomasz Weron, Anna Kowalska-Pyzalska
Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks
published 2018 · Energy Economics · 239 citations · first circulated 2016
On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
published 2018 · International Journal of Forecasting · 118 citations · first circulated 2016
Variance Stabilizing Transformations for Electricity Spot Price Forecasting
published 2017 · IEEE Transactions on Power Systems · 6 citations
Recent advances in electricity price forecasting: A review of probabilistic forecasting
published 2017 · Renewable and Sustainable Energy Reviews · 28 citations
with Jakub Nowotarski
Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting
published 2016 · Energies · 124 citations
Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices
published 2016 · Renewable and Sustainable Energy Reviews · 85 citations · first circulated 2015
with Katarzyna Byrka, Arkadiusz Jędrzejewski, Katarzyna Sznajd-Weron
Impact of Social Interactions on Demand Curves for Innovative Products
published 2016 · Acta Physica Polonica A · 1 citations · first circulated 2015
with Katarzyna Maciejowska, Arkadiusz Jędrzejewski, Anna Kowalska-Pyzalska, Katarzyna Sznajd-Weron
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period
published 2016 · Journal of Futures Markets · 26 citations · first circulated 2015
with Stefan Trück
Improving short term load forecast accuracy via combining sister forecasts
published 2016 · Energy · 117 citations · first circulated 2015
with Jakub Nowotarski, Bidong Liu, Tao Hong
Short-and Mid-Term Forecasting of Baseload Electricity Prices in the U.K.: The Impact of Intra-Day Price Relationships and Market Fundamentals
published 2015 · IEEE Transactions on Power Systems
with Katarzyna Maciejowska
Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
published 2015 · International Journal of Forecasting · 147 citations · first circulated 2014
with Katarzyna Maciejowska, Jakub Nowotarski
Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts
published 2015 · IEEE Transactions on Smart Grid · 313 citations
with Bidong Liu, Jakub Nowotarski, Tao Hong
Evaluating the Performance of VaR Models in Energy Markets
published 2015 · Springer proceedings in mathematics & statistics · 5 citations · first circulated 2014
with Saša Žiković, Ivana Tomas Žiković
A note on using the Hodrick–Prescott filter in electricity markets
published 2014 · Energy Economics · 37 citations
with Michał Zator
Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa?
published 2014 · PLoS ONE · 47 citations
with Katarzyna Sznajd-Weron, Janusz Szwabiński
Simulation of Risk Processes
published 2014 · Wiley StatsRef: Statistics Reference Online · 12 citations · first circulated 2004
Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
published 2014 · Computational Statistics · 29 citations · first circulated 2013
with Katarzyna Maciejowska
Electricity price forecasting: A review of the state-of-the-art with a look into the future
published 2014 · International Journal of Forecasting · 68 citations
Computing electricity spot price prediction intervals using quantile regression and forecast averaging
published 2014 · Computational Statistics · 153 citations · first circulated 2013
with Jakub Nowotarski
An empirical comparison of alternative schemes for combining electricity spot price forecasts
published 2014 · Energy Economics · 137 citations · first circulated 2013
with Jakub Nowotarski, Eran Raviv, Stefan Trück, Stefan Trueck
Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
published 2014 · Energy Policy · 95 citations · first circulated 2013
with Anna Kowalska-Pyzalska, Katarzyna Maciejowska, Karol Suszczyński, Katarzyna Sznajd-Weron
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
published 2014 · Energy Economics · 71 citations · first circulated 2013
with Michał Zator
Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’
published 2013 · Applied Stochastic Models in Business and Industry · 2 citations
with James W. Taylor
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
published 2013 · Energy Economics · 82 citations · first circulated 2012
with Jakub Nowotarski, Jakub Tomczyk
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
published 2013 · Energy Economics · 19 citations · first circulated 2012
with Joanna Janczura, Stefan Trueck, Rodney Wolff
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
published 2012 · AStA Advances in Statistical Analysis · 22 citations · first circulated 2010
with Joanna Janczura
Black swans or dragon-kings? A simple test for deviations from the power law
published 2012 · The European Physical Journal Special Topics · 48 citations
with Joanna Janczura
Efficient estimation of Markov regime-switching models: An application to electricity spot prices
published 2011 · AStA Advances in Statistical Analysis · 92 citations · first circulated 2010
with Joanna Janczura
An empirical comparison of alternate regime-switching models for electricity spot prices
published 2010 · Energy Economics · 209 citations
with Joanna Janczura
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
published 2008 · International Journal of Forecasting · 364 citations · first circulated 2005
with Adam Misiorek, Stefan Trueck
A semiparametric factor model for electricity forward curve dynamics
published 2008 · The Journal of Energy Markets · 12 citations
with Szymon Borak
Market price of risk implied by Asian-style electricity options and futures
published 2007 · Energy Economics · 137 citations · first circulated 2005
Modelling catastrophe claims with left-truncated severity distributions
published 2006 · Computational Statistics · 38 citations · first circulated 2005
Zwiększenie dokładności prognoz ceny energii poprzez zastosowanie preprocessingu oraz modeli nieliniowych
published 2006 · PRZEGLĄD ELEKTROTECHNICZNY · 5 citations
with Adam Misiorek
no link
Analiza składowych głównych w modelowaniu powierzchni implikowanej zmienności cz. II
published 2005 · Rynek Terminowy
with Sławomir Wójcik
no link
Modeling electricity prices: jump diffusion and regime switching
published 2004 · Physica A Statistical Mechanics and its Applications · 260 citations · first circulated 2003
with Michael Bierbrauer, Stefan Trück
On detecting and modeling periodic correlation in financial data
published 2004 · Physica A Statistical Mechanics and its Applications · 1 citations
with Ewa Broszkiewicz-Suwaj, Andrzej Makagon, Agnieszka Wyłomańska
How effective is advertising in duopoly markets?
published 2003 · Physica A Statistical Mechanics and its Applications · 4 citations
with Katarzyna Sznajd-Weron
Modeling electricity loads in California: ARMA models with hyperbolic noise
published 2002 · Signal Processing · 128 citations · first circulated 2001
with Joanna Nowicka-Zagrajek
Estimating long-range dependence: finite sample properties and confidence intervals
published 2002 · Physica A Statistical Mechanics and its Applications · 405 citations · first circulated 2001
A new model of mass extinctions
published 2001 · Physica A Statistical Mechanics and its Applications · 10 citations
with Katarzyna Sznajd-Weron
Property insurance loss distributions
published 2000 · Physica A Statistical Mechanics and its Applications · 64 citations
with Krzysztof Burnecki, Grzegorz Kukła
Energy price risk management
published 2000 · Physica A Statistical Mechanics and its Applications · 97 citations
Hurst analysis of electricity price dynamics
published 2000 · Physica A Statistical Mechanics and its Applications
with Beata Przybyłowicz
Fractal market hypothesis and two power-laws
published 2000 · Chaos Solitons & Fractals · 82 citations
with Aleksander Weron
CED model for asset returns and fractal market hypothesis
published 1999 · Mathematical and Computer Modelling · 36 citations
Scaling in currency exchange: a conditionally exponential decay approach
published 1999 · Physica A Statistical Mechanics and its Applications · 5 citations · first circulated 1998
with Szymon Mercik
A conditionally exponential decay approach to scaling in finance
published 1999 · Physica A Statistical Mechanics and its Applications · 9 citations
with Karina Weron, Aleksander Weron
Origins of the scaling behaviour in the dynamics of financial data
published 1999 · Physica A Statistical Mechanics and its Applications · 9 citations · first circulated 1998
with Aleksander Weron, Szymon Mercik
Option pricing proposals under the generalized hyperbolic model
published 1997 · Communications in Statistics Stochastic Models · 10 citations
with Aleksander Rejman, Aleksander Weron
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
published 1996 · Statistics & Probability Letters · 318 citations
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