List of works - Rafał Weron

A new infraclavicular landmark-based approach to the axillary vein as an alternative method of central venous cannulation

scientific article published on 5 February 2016

A note on using the Hodrick–Prescott filter in electricity markets

article published in 2015

An empirical comparison of alternate regime-switching models for electricity spot prices

An empirical comparison of alternative schemes for combining electricity spot price forecasts

Associations between intracranial pressure, intraocular pressure and mean arterial pressure in patients with traumatic and non-traumatic brain injuries.

scientific article published on 8 January 2009

Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting

Computing electricity spot price prediction intervals using quantile regression and forecast averaging

scientific article (publication date: 19 August 2014)

Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices

article

Electricity price forecasting: A review of the state-of-the-art with a look into the future ⬇️

article

Estimating long-range dependence: finite sample properties and confidence intervals

scientific article (publication date: September 2002)

Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark

scientific article

Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships

article by Katarzyna Maciejowska & Rafał Weron published 21 September 2014 in Computational Statistics

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

Heavy-Tailed Distributions in VaR Calculations

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Is the person-situation debate important for agent-based modeling and vice-versa?

scientific article

Market price of risk implied by Asian-style electricity options and futures

article

Noninvasive measurement of intracranial pressure: is it possible?

scientific article published in January 2007

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

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Recent advances in electricity price forecasting: A review of probabilistic forecasting

Revisiting the relationship between spot and futures prices in the Nord Pool electricity market

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices

Supraclavicular approach is an easy and safe method of subclavian vein catheterization even in mechanically ventilated patients: analysis of 370 attempts

scientific article published in August 2009

Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs

scientific article (publication date: September 2014)

List of works by Rafał Weron

A new infraclavicular landmark-based approach to the axillary vein as an alternative method of central venous cannulation

A note on using the Hodrick–Prescott filter in electricity markets

An empirical comparison of alternate regime-switching models for electricity spot prices

An empirical comparison of alternative schemes for combining electricity spot price forecasts

Associations between intracranial pressure, intraocular pressure and mean arterial pressure in patients with traumatic and non-traumatic brain injuries.

Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting

Computing electricity spot price prediction intervals using quantile regression and forecast averaging

Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices

Electricity price forecasting: A review of the state-of-the-art with a look into the future ⬇️

Estimating long-range dependence: finite sample properties and confidence intervals

Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark

Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships

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

Heavy-Tailed Distributions in VaR Calculations

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Is the person-situation debate important for agent-based modeling and vice-versa?

Market price of risk implied by Asian-style electricity options and futures

Noninvasive measurement of intracranial pressure: is it possible?

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

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Recent advances in electricity price forecasting: A review of probabilistic forecasting

Revisiting the relationship between spot and futures prices in the Nord Pool electricity market

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices

Supraclavicular approach is an easy and safe method of subclavian vein catheterization even in mechanically ventilated patients: analysis of 370 attempts

Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs