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 2 1,272 0 1 8 2,496
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 1 2 231 4 7 9 580
Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? 0 0 0 226 1 2 3 509
Heavy-tailed distributions in VaR calculations 0 0 2 322 3 11 15 906
Interval forecasting of spot electricity prices 0 0 0 31 0 2 5 123
Loss Distributions 0 0 1 181 2 3 10 535
Modeling and forecasting electricity loads: A comparison 0 0 0 1,265 2 2 7 2,860
Models for Heavy-tailed Asset Returns 1 1 1 202 3 5 7 460
Models for Heavy-tailed Asset Returns 1 1 1 41 5 7 12 207
Models for heavy-tailed asset returns 0 0 1 71 2 3 5 213
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 0 3 3 651
Short-term electricity price forecasting with time series models: A review and evaluation 2 3 13 509 4 7 32 1,318
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 1 50 0 0 3 169
Total Working Papers 4 6 24 4,600 26 53 119 11,027


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 1 1 1 202 5 6 14 563
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 1 3 203 1 3 6 568
Total Journal Articles 1 2 4 405 6 9 20 1,131


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 2 5 1,273 2 6 15 3,115
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 1 1 4 285
Total Software Items 0 2 5 1,419 3 7 19 3,400


Statistics updated 2025-12-06