Access Statistics for Adam Misiorek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS 0 1 2 1,271 1 4 11 2,492
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 0 0 229 0 0 3 572
Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? 0 0 0 226 0 0 1 506
Heavy-tailed distributions in VaR calculations 0 2 3 322 0 2 6 894
Interval forecasting of spot electricity prices 0 0 0 31 0 1 2 120
Loss Distributions 0 0 10 180 0 0 24 528
Modeling and forecasting electricity loads: A comparison 0 0 0 1,265 0 1 1 2,854
Models for Heavy-tailed Asset Returns 0 0 0 201 0 1 3 454
Models for Heavy-tailed Asset Returns 0 0 1 40 0 2 5 198
Models for heavy-tailed asset returns 0 0 0 70 1 1 2 209
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 0 0 0 648
Short-term electricity price forecasting with time series models: A review and evaluation 3 4 17 501 5 8 44 1,299
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 2 49 0 0 9 167
Total Working Papers 3 7 35 4,584 7 20 111 10,941


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 0 3 201 0 2 12 551
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 2 6 202 0 2 11 564
Total Journal Articles 0 2 9 403 0 4 23 1,115


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MFE Toolbox ver. 1.0.1 for MATLAB 0 1 6 1,270 1 4 22 3,105
SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" 0 0 1 146 0 0 4 281
Total Software Items 0 1 7 1,416 1 4 26 3,386


Statistics updated 2025-04-04