Rafał Weron

Available identifiers

zbMath Open weron.rafalWikidataQ55241140 ScholiaQ55241140MaRDI QIDQ740071

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6179736	2023-12-18	Paper
Rewiring the network. What helps an innovation to diffuse?	2020-08-11	Paper
Efficient estimation of Markov regime-switching models: an application to electricity spot prices	2018-12-19	Paper
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices	2018-11-08	Paper
Computing electricity spot price prediction intervals using quantile regression and forecast averaging	2016-08-12	Paper
Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships	2016-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q2894718	2012-06-30	Paper
Heavy-tails and regime-switching in electricity prices	2009-07-06	Paper
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models	2008-04-04	Paper
Modelling catastrophe claims with left-truncated severity distributions	2007-12-16	Paper
Fractal market hypothesis and two power-laws	2007-08-06	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
Statistical Tools for Finance and Insurance	2005-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q4431522	2003-10-22	Paper
Estimating long-range dependence: Finite sample properties and confidence intervals	2002-08-21	Paper
CED model for asset returns and fractal market hypothesis	2002-05-05	Paper
Energy price risk management	2000-08-29	Paper
Option pricing proposals under the generalized hyperbolic model	1998-01-21	Paper
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables	1996-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4862600	1996-04-08	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Rafał Weron