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 0 1 1,273 0 0 20 2,515
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 0 1 231 0 1 27 601
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 19 527
Heavy-tailed distributions in VaR calculations 0 0 1 323 0 2 28 923
Interval forecasting of spot electricity prices 0 0 0 31 0 0 12 134
Loss Distributions 0 0 0 181 0 2 16 549
Modeling and forecasting electricity loads: A comparison 0 0 1 1,266 0 0 14 2,872
Models for Heavy-tailed Asset Returns 0 0 2 42 0 0 23 223
Models for Heavy-tailed Asset Returns 0 0 3 204 0 1 21 477
Models for heavy-tailed asset returns 0 0 3 74 0 3 19 230
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 0 3 15 665
Short-term electricity price forecasting with time series models: A review and evaluation 0 1 11 518 2 3 34 1,348
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 1 51 0 1 14 183
Total Working Papers 0 1 24 4,619 3 17 262 11,247


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 1 2 203 0 3 24 581
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 1 3 24 589
Total Journal Articles 0 1 3 406 1 6 48 1,170


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 1 1,273 0 0 16 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 0 2 148 1 1 12 296
Total Software Items 0 0 3 1,421 1 1 28 3,423


Statistics updated 2026-10-11