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 1,272 2 12 17 2,508
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 0 2 231 0 12 20 592
Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? 0 0 0 226 2 10 13 519
Heavy-tailed distributions in VaR calculations 0 0 0 322 1 7 19 913
Interval forecasting of spot electricity prices 0 0 0 31 1 6 9 129
Loss Distributions 0 0 1 181 2 7 14 542
Modeling and forecasting electricity loads: A comparison 0 1 1 1,266 1 6 12 2,866
Models for Heavy-tailed Asset Returns 0 0 1 202 2 8 14 468
Models for Heavy-tailed Asset Returns 0 0 1 41 2 9 18 216
Models for heavy-tailed asset returns 1 1 2 72 2 8 13 221
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 0 5 8 656
Short-term electricity price forecasting with time series models: A review and evaluation 0 5 16 514 7 17 41 1,335
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 1 50 1 8 10 177
Total Working Papers 1 7 26 4,607 23 115 208 11,142


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 2 7 19 570
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 2 9 13 577
Total Journal Articles 0 0 2 405 4 16 32 1,147


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 3 1,273 3 7 18 3,122
SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" 1 1 1 147 1 2 6 287
Total Software Items 1 1 4 1,420 4 9 24 3,409


Statistics updated 2026-03-04