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 0 7 2,495
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 0 1 230 1 1 4 574
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 3 508
Heavy-tailed distributions in VaR calculations 0 0 3 322 0 0 5 895
Interval forecasting of spot electricity prices 0 0 0 31 1 2 4 122
Loss Distributions 0 0 3 181 1 2 12 533
Modeling and forecasting electricity loads: A comparison 0 0 0 1,265 0 0 5 2,858
Models for Heavy-tailed Asset Returns 0 0 0 40 0 0 5 200
Models for Heavy-tailed Asset Returns 0 0 0 201 1 2 4 456
Models for heavy-tailed asset returns 0 0 1 71 1 1 4 211
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 2 2 2 650
Short-term electricity price forecasting with time series models: A review and evaluation 1 2 15 507 3 8 34 1,314
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 1 2 26 4,595 11 19 92 10,985


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 0 201 0 2 10 557
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 2 202 0 0 5 565
Total Journal Articles 0 0 2 403 0 2 15 1,122


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 1 6 1,272 2 5 13 3,111
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 1 4 284
Total Software Items 1 1 6 1,418 2 6 17 3,395


Statistics updated 2025-10-06