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12 months |
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Last month |
3 months |
12 months |
Total |

A new method for automated noise cancellation in electromagnetic field measurement |
0 |
0 |
1 |
21 |
3 |
3 |
10 |
118 |

A note on averaging day-ahead electricity price forecasts across calibration windows |
5 |
10 |
36 |
85 |
8 |
15 |
72 |
119 |

A note on using the Hodrick-Prescott filter in electricity markets |
1 |
3 |
5 |
101 |
3 |
7 |
26 |
224 |

A review of electricity price forecasting: The past, the present and the future |
0 |
0 |
5 |
232 |
2 |
3 |
12 |
284 |

A semiparametric factor model for electricity forward curve dynamics |
0 |
0 |
0 |
68 |
1 |
2 |
6 |
170 |

A semiparametric factor model for electricity forward curve dynamics |
0 |
0 |
1 |
96 |
1 |
1 |
5 |
229 |

A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia) |
0 |
1 |
1 |
14 |
0 |
2 |
6 |
109 |

A simple model of price formation |
0 |
0 |
1 |
30 |
0 |
0 |
5 |
104 |

An empirical comparison of alternate regime-switching models or electricity spot prices |
0 |
0 |
4 |
163 |
2 |
4 |
10 |
366 |

An empirical comparison of alternate schemes for combining electricity spot price forecasts |
1 |
2 |
5 |
149 |
5 |
12 |
26 |
345 |

An introduction to simulation of risk processes |
0 |
0 |
0 |
35 |
1 |
3 |
11 |
180 |

Analysis of ROBECO data by neural networks |
0 |
0 |
1 |
6 |
2 |
2 |
8 |
68 |

Automated variable selection and shrinkage for day-ahead electricity price forecasting |
2 |
5 |
15 |
117 |
6 |
15 |
63 |
219 |

Balancing RES generation: Profitability of an energy trader |
8 |
38 |
38 |
38 |
14 |
32 |
32 |
32 |

Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo |
0 |
0 |
0 |
28 |
0 |
2 |
4 |
231 |

Black swans or dragon kings? A simple test for deviations from the power law |
0 |
0 |
0 |
40 |
2 |
4 |
8 |
117 |

Black swans or dragon kings? A simple test for deviations from the power law |
0 |
0 |
1 |
67 |
1 |
1 |
6 |
161 |

Black swans or dragon kings? A simple test for deviations from the power law |
0 |
1 |
2 |
111 |
1 |
4 |
10 |
369 |

Blackouts, risk, and fat-tailed distributions |
0 |
0 |
0 |
195 |
0 |
0 |
1 |
580 |

Building Loss Models |
6 |
20 |
48 |
284 |
22 |
102 |
278 |
1,168 |

Building Loss Models |
1 |
1 |
2 |
6 |
2 |
3 |
10 |
38 |

Building Loss Models |
1 |
1 |
3 |
24 |
4 |
4 |
10 |
157 |

Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets |
0 |
0 |
6 |
66 |
1 |
5 |
26 |
107 |

Computationally intensive Value at Risk calculations |
1 |
1 |
1 |
25 |
2 |
2 |
5 |
122 |

Computing electricity spot price prediction intervals using quantile regression and forecast averaging |
3 |
4 |
11 |
205 |
6 |
9 |
34 |
349 |

Convenience Yields for CO2 Emission Allowance Futures Contracts |
1 |
1 |
2 |
318 |
2 |
3 |
15 |
955 |

Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period |
0 |
0 |
0 |
55 |
3 |
7 |
11 |
131 |

Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables" |
0 |
0 |
4 |
96 |
0 |
2 |
16 |
352 |

Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables" |
0 |
0 |
4 |
74 |
1 |
5 |
18 |
244 |

Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks |
0 |
1 |
3 |
47 |
1 |
7 |
24 |
49 |

Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models |
1 |
4 |
8 |
188 |
7 |
14 |
35 |
334 |

Difficulty is critical: Psychological factors in modeling diffusion of green products and practices |
0 |
0 |
2 |
49 |
2 |
4 |
16 |
134 |

Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach |
0 |
1 |
1 |
69 |
3 |
5 |
14 |
134 |

Diffusion of innovation within an agent-based model: Spinsons, independence and advertising |
0 |
0 |
6 |
168 |
1 |
3 |
17 |
392 |

Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) |
1 |
1 |
1 |
9 |
2 |
2 |
6 |
66 |

Efficient estimation of Markov regime-switching models: An application to electricity spot prices |
3 |
7 |
20 |
353 |
4 |
10 |
32 |
770 |

Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices |
0 |
0 |
2 |
164 |
1 |
3 |
8 |
315 |

Efficient forecasting of electricity spot prices with expert and LASSO models |
1 |
3 |
8 |
44 |
3 |
8 |
27 |
51 |

Electricity price forecasting |
31 |
47 |
87 |
87 |
47 |
80 |
138 |
138 |

Electricity price forecasting |
11 |
31 |
139 |
260 |
30 |
111 |
410 |
557 |

Electricity price forecasting: A review of the state-of-the-art with a look into the future |
1 |
5 |
20 |
307 |
7 |
17 |
59 |
640 |

Energy price risk management |
0 |
1 |
2 |
54 |
2 |
4 |
6 |
198 |

Estimating long range dependence: finite sample properties and confidence intervals |
0 |
2 |
7 |
80 |
3 |
8 |
24 |
302 |

Evaluating the performance of VaR models in energy markets |
0 |
2 |
7 |
144 |
3 |
13 |
40 |
208 |

Evolution in a changing environment |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
102 |

FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS |
0 |
0 |
8 |
1,232 |
2 |
3 |
22 |
2,387 |

FX Smile in the Heston Model |
0 |
0 |
0 |
55 |
1 |
4 |
9 |
188 |

FX Smile in the Heston Model |
0 |
1 |
3 |
30 |
2 |
5 |
10 |
148 |

FX Smile in the Heston Model |
1 |
1 |
1 |
95 |
3 |
5 |
12 |
273 |

FX Smile in the Heston Model |
0 |
1 |
3 |
139 |
1 |
3 |
12 |
412 |

Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships |
0 |
1 |
2 |
110 |
0 |
2 |
8 |
166 |

Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market |
0 |
0 |
3 |
169 |
2 |
2 |
11 |
334 |

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models |
0 |
3 |
5 |
211 |
5 |
10 |
20 |
505 |

Forecasting the occurrence of electricity price spikes in the UK power market |
0 |
2 |
17 |
173 |
5 |
14 |
62 |
354 |

Forecasting wholesale electricity prices: A review of time series models |
0 |
0 |
3 |
124 |
2 |
2 |
9 |
291 |

Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs |
0 |
0 |
1 |
129 |
1 |
6 |
11 |
216 |

Goodness-of-fit testing for regime-switching models |
0 |
0 |
0 |
136 |
1 |
2 |
8 |
221 |

Goodness-of-fit testing for the marginal distribution of regime-switching models |
0 |
0 |
0 |
52 |
3 |
3 |
9 |
147 |

Habitat momentum |
0 |
0 |
1 |
6 |
3 |
6 |
20 |
47 |

Heavy tails and electricity prices |
0 |
0 |
1 |
21 |
1 |
3 |
9 |
123 |

Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? |
0 |
1 |
2 |
223 |
2 |
5 |
9 |
493 |

Heavy-tailed distributions in VaR calculations |
0 |
1 |
9 |
275 |
5 |
14 |
49 |
756 |

Heavy-tails and regime-switching in electricity prices |
0 |
0 |
0 |
78 |
1 |
2 |
7 |
155 |

How effective is advertising in duopoly markets? |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
75 |

How effective is advertising in duopoly markets? |
0 |
0 |
0 |
284 |
1 |
2 |
8 |
1,022 |

Hurst analysis of electricity price dynamics |
0 |
0 |
3 |
49 |
1 |
4 |
13 |
163 |

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling |
0 |
0 |
1 |
115 |
4 |
4 |
14 |
206 |

Impact of social interactions on demand curves for innovative products |
0 |
1 |
1 |
68 |
0 |
1 |
5 |
82 |

Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models |
2 |
5 |
27 |
131 |
6 |
22 |
83 |
196 |

Improving short term load forecast accuracy via combining sister forecasts |
2 |
7 |
14 |
219 |
6 |
13 |
46 |
370 |

Inference for Markov-regime switching models of electricity spot prices |
0 |
0 |
6 |
197 |
4 |
7 |
28 |
420 |

Interval forecasting of spot electricity prices |
0 |
0 |
1 |
30 |
1 |
2 |
6 |
95 |

Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime |
0 |
2 |
5 |
101 |
3 |
7 |
22 |
483 |

Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime |
0 |
0 |
0 |
614 |
2 |
2 |
17 |
1,427 |

Loss Distributions |
0 |
0 |
0 |
157 |
2 |
3 |
15 |
437 |

Market price of risk implied by Asian-style electricity options |
0 |
0 |
1 |
628 |
0 |
2 |
8 |
1,414 |

Measuring long-range dependence in electricity prices |
0 |
0 |
1 |
41 |
0 |
0 |
2 |
108 |

Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices |
1 |
1 |
3 |
116 |
1 |
2 |
13 |
182 |

Modeling and forecasting electricity loads: A comparison |
1 |
2 |
6 |
1,257 |
4 |
41 |
61 |
2,825 |

Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices |
0 |
1 |
5 |
139 |
4 |
6 |
19 |
290 |

Modeling catastrophe claims with left-truncated severity distributions (extended version) |
0 |
0 |
0 |
22 |
2 |
5 |
10 |
170 |

Modeling consumer opinions towards dynamic pricing: An agent-based approach |
1 |
2 |
4 |
67 |
2 |
8 |
16 |
165 |

Modeling electricity loads in California: ARMA models with hyperbolic noise |
0 |
0 |
0 |
48 |
1 |
4 |
9 |
172 |

Modeling electricity prices with regime switching models |
0 |
2 |
6 |
1,019 |
1 |
4 |
13 |
1,843 |

Modeling electricity prices: jump diffusion and regime switching |
1 |
1 |
13 |
201 |
2 |
7 |
38 |
543 |

Modeling electricity spot prices: Regime switching models with price-capped spike distributions |
0 |
0 |
1 |
104 |
0 |
1 |
4 |
193 |

Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market |
0 |
2 |
10 |
655 |
3 |
12 |
35 |
1,178 |

Modeling the risk process in the XploRe computing environment |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
51 |

Modeling the risk process in the XploRe computing environment |
0 |
0 |
0 |
131 |
2 |
4 |
8 |
350 |

Modelling catastrophe claims with left-truncated severity distributions (extended version) |
0 |
1 |
2 |
44 |
1 |
3 |
9 |
235 |

Modelling price spikes in electricity markets - the impact of load, weather and capacity |
1 |
3 |
12 |
149 |
3 |
8 |
34 |
321 |

Models for Heavy-tailed Asset Returns |
0 |
1 |
1 |
65 |
0 |
1 |
8 |
179 |

Models for Heavy-tailed Asset Returns |
0 |
1 |
2 |
35 |
2 |
5 |
12 |
154 |

Models for Heavy-tailed Asset Returns |
0 |
1 |
6 |
194 |
4 |
5 |
19 |
365 |

On detecting and modeling periodic correlation in financial data |
0 |
0 |
2 |
271 |
1 |
3 |
10 |
615 |

On the importance of the long-term seasonal component in day-ahead electricity price forecasting |
0 |
2 |
7 |
105 |
2 |
9 |
25 |
172 |

On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting |
3 |
8 |
23 |
98 |
4 |
16 |
57 |
184 |

Origins of scaling in FX markets |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
143 |

Origins of the scaling behaviour in the dynamics of financial data |
0 |
0 |
0 |
18 |
1 |
1 |
3 |
113 |

Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland |
0 |
0 |
0 |
22 |
1 |
2 |
3 |
88 |

Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland |
0 |
0 |
0 |
53 |
2 |
2 |
5 |
183 |

Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices |
0 |
0 |
3 |
215 |
2 |
5 |
15 |
609 |

Performance of the estimators of stable law parameters |
0 |
0 |
2 |
23 |
0 |
2 |
8 |
108 |

Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market |
0 |
0 |
1 |
192 |
1 |
1 |
8 |
634 |

Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie) |
0 |
0 |
0 |
12 |
1 |
2 |
9 |
109 |

Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach |
0 |
1 |
1 |
16 |
2 |
3 |
8 |
128 |

Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci) |
0 |
0 |
0 |
48 |
2 |
3 |
5 |
230 |

Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? |
4 |
12 |
35 |
91 |
7 |
28 |
97 |
150 |

Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging |
2 |
4 |
17 |
232 |
9 |
22 |
64 |
445 |

Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts |
1 |
1 |
8 |
168 |
3 |
6 |
30 |
274 |

Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts |
4 |
6 |
20 |
441 |
8 |
13 |
52 |
886 |

Property insurance loss distributions |
2 |
4 |
8 |
98 |
4 |
8 |
24 |
405 |

Recent advances in electricity price forecasting: A review of probabilistic forecasting |
4 |
12 |
48 |
355 |
9 |
22 |
141 |
723 |

Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions |
0 |
0 |
2 |
118 |
2 |
3 |
7 |
280 |

Regularized Quantile Regression Averaging for probabilistic electricity price forecasting |
38 |
66 |
66 |
66 |
10 |
16 |
16 |
16 |

Revisiting the relationship between spot and futures prices in the Nord Pool electricity market |
1 |
4 |
7 |
388 |
2 |
7 |
15 |
343 |

Rewiring the network. What helps an innovation to diffuse? |
0 |
0 |
3 |
111 |
2 |
3 |
9 |
83 |

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices |
0 |
0 |
0 |
64 |
3 |
4 |
8 |
115 |

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices |
0 |
0 |
8 |
247 |
1 |
11 |
28 |
519 |

Scaling in currency exchange: A Conditionally Exponential Decay approach |
0 |
0 |
0 |
6 |
1 |
4 |
8 |
95 |

Selection of calibration windows for day-ahead electricity price forecasting |
2 |
4 |
10 |
52 |
3 |
9 |
28 |
50 |

Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals |
2 |
4 |
12 |
113 |
5 |
12 |
34 |
202 |

Short-term electricity price forecasting with time series models: A review and evaluation |
3 |
10 |
41 |
335 |
10 |
30 |
123 |
884 |

Simulation of Risk Processes |
0 |
0 |
0 |
95 |
1 |
1 |
13 |
286 |

Simulation of risk processes |
0 |
0 |
0 |
24 |
1 |
1 |
14 |
123 |

Stable Distributions |
0 |
1 |
5 |
220 |
0 |
3 |
20 |
394 |

Structure and stylized facts of a deregulated power market |
1 |
1 |
2 |
107 |
2 |
3 |
12 |
357 |

The relationship between spot and futures CO2 emission allowance prices in the EU-ETS |
6 |
16 |
50 |
183 |
35 |
85 |
202 |
655 |

The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach |
0 |
0 |
2 |
28 |
3 |
5 |
15 |
55 |

To combine or not to combine? Recent trends in electricity price forecasting |
3 |
5 |
20 |
142 |
7 |
18 |
54 |
221 |

Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs |
0 |
0 |
3 |
97 |
6 |
12 |
23 |
195 |

Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products |
0 |
0 |
1 |
39 |
2 |
7 |
22 |
132 |

Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO |
2 |
10 |
81 |
134 |
13 |
39 |
165 |
217 |

Variance stabilizing transformations for electricity spot price forecasting |
2 |
5 |
18 |
134 |
10 |
42 |
77 |
398 |

Visualization tools for insurance risk processes |
0 |
0 |
0 |
25 |
1 |
1 |
7 |
128 |

Total Working Papers |
169 |
413 |
1,206 |
20,153 |
494 |
1,288 |
3,947 |
46,915 |