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 2 3 10 2,498
Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models 0 1 2 231 2 8 10 582
Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? 0 0 0 226 3 4 6 512
Heavy-tailed distributions in VaR calculations 0 0 2 322 2 13 16 908
Interval forecasting of spot electricity prices 0 0 0 31 1 2 5 124
Loss Distributions 0 0 1 181 0 2 7 535
Modeling and forecasting electricity loads: A comparison 1 1 1 1,266 2 4 9 2,862
Models for Heavy-tailed Asset Returns 0 1 1 41 1 8 12 208
Models for Heavy-tailed Asset Returns 0 1 1 202 3 7 10 463
Models for heavy-tailed asset returns 0 0 1 71 2 4 7 215
Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market 0 0 0 199 2 3 5 653
Short-term electricity price forecasting with time series models: A review and evaluation 1 3 13 510 1 5 28 1,319
Short-term forecasting of electricity prices: Do we need a different model for each hour? 0 0 1 50 6 6 8 175
Total Working Papers 2 7 25 4,602 27 69 133 11,054


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 1 202 1 7 15 564
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 1 3 203 4 7 10 572
Total Journal Articles 0 2 4 405 5 14 25 1,136


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 1 4 1,273 1 5 15 3,116
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 2 5 286
Total Software Items 0 1 4 1,419 2 7 20 3,402


Statistics updated 2026-01-09