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 1 1,273 3 8 20 2,514
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 0 2 231 4 7 27 599
Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? 0 0 0 226 5 9 19 526
Heavy-tailed distributions in VaR calculations 0 0 0 322 2 5 22 917
Interval forecasting of spot electricity prices 0 0 0 31 1 3 11 131
Loss Distributions 0 0 0 181 2 5 16 545
Modeling and forecasting electricity loads: A comparison 0 0 1 1,266 2 4 15 2,869
Models for Heavy-tailed Asset Returns 0 0 1 41 4 8 22 222
Models for Heavy-tailed Asset Returns 0 0 1 202 4 7 19 473
Models for heavy-tailed asset returns 1 2 3 73 3 6 16 225
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 5 6 14 662
Short-term electricity price forecasting with time series models: A review and evaluation 0 1 11 515 3 12 38 1,340
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 1 50 3 5 14 181
Total Working Papers 1 4 21 4,610 41 85 253 11,204


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 1 202 4 8 25 576
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 4 9 20 584
Total Journal Articles 0 0 2 405 8 17 45 1,160


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 0 2 1,273 4 8 21 3,127
SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" 0 2 2 148 3 6 11 292
Total Software Items 0 2 4 1,421 7 14 32 3,419


Statistics updated 2026-05-06