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 1 1 3 1,272 2 4 11 2,494
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 1 1 2 507
Heavy-tailed distributions in VaR calculations 0 2 3 322 1 3 6 895
Interval forecasting of spot electricity prices 0 0 0 31 0 1 2 120
Loss Distributions 1 1 9 181 1 1 20 529
Modeling and forecasting electricity loads: A comparison 0 0 0 1,265 0 0 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 2 4 7 200
Models for heavy-tailed asset returns 0 0 0 70 0 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 7 20 504 3 11 42 1,302
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 2 49 0 0 8 167
Total Working Papers 5 11 38 4,589 10 27 107 10,951


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 1 11 551
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 1 5 202 0 1 8 564
Total Journal Articles 0 1 8 403 0 2 19 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 1 2 6 1,271 1 3 19 3,106
SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" 0 0 0 146 0 0 3 281
Total Software Items 1 2 6 1,417 1 3 22 3,387


Statistics updated 2025-05-12