The following pages link to Rafał Weron (Q740071):
Displaying 25 items.
- Computing electricity spot price prediction intervals using quantile regression and forecast averaging (Q740072) (← links)
- Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074) (← links)
- Fractal market hypothesis and two power-laws (Q997475) (← links)
- Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
- (Q1577083) (redirect page) (← links)
- Energy price risk management (Q1577084) (← links)
- (Q1596865) (redirect page) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- On the Chambers-Mallows-Stuck method for simulating skewed stable random variables (Q1916248) (← links)
- Modelling catastrophe claims with left-truncated severity distributions (Q2463663) (← links)
- (Q2894718) (← links)
- Rewiring the network. What helps an innovation to diffuse? (Q3301893) (← links)
- Option pricing proposals under the generalized hyperbolic model (Q4371860) (← links)
- (Q4431522) (← links)
- Statistical Tools for Finance and Insurance (Q4671205) (← links)
- (Q4862600) (← links)
- Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (Q5452741) (← links)
- Computational Science - ICCS 2004 (Q5712725) (← links)
- Computational Science - ICCS 2004 (Q5712726) (← links)
- Operational Research: Methods and Applications (Q6509328) (← links)
- Diffusion of innovation within an agent-based model: spinsons, independence and advertising (Q6556005) (← links)
- Discussion on: ``Electrical load forecasting by exponential smoothing with covariates'' (Q6570870) (← links)
