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Publications

by members of

Katedra Badań Operacyjnych i Inteligencji Biznesowej
Politechnika Wrocławska
Wrocław, Poland

(Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2023

  1. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023. "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS) WORMS/23/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  2. Bartosz Uniejewski, 2023. "Electricity price forecasting with Smoothing Quantile Regression Averaging: Quantifying economic benefits of probabilistic forecasts," Papers 2302.00411, arXiv.org, revised Jan 2024.
  3. Katarzyna Maciejowska & Tomasz Serafin & Bartosz Uniejewski, 2023. "Probabilistic forecasting with Factor Quantile Regression: Application to electricity trading," Papers 2303.08565, arXiv.org.
  4. Weronika Nitka & Rafa{l} Weron, 2023. "Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Papers 2308.15443, arXiv.org.

2022

  1. Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022. "Calibration window selection based on change-point detection for forecasting electricity prices," Papers 2204.00872, arXiv.org.
  2. Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022. "Electricity Price Forecasting: The Dawn of Machine Learning," Papers 2204.00883, arXiv.org.
  3. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
  4. Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
  5. Katarzyna Maciejowska, 2022. "A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets," Papers 2205.00975, arXiv.org.
  6. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.

2021

  1. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS) WORMS/21/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  2. Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021. "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS) WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  3. Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021. "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS) WORMS/21/05, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  4. Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  5. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021. "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS) WORMS/21/12, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  6. Yash Chawla & Agnieszka Radziwon & Laurent Scaringella & Ewa Lazarczyk Carlson & Marco Greco & Paulo Duarte Silveira & Eduardo Pestana de Aguiar & Qing Yang Shen & Markus Will & Anna Kowalska-Pyzalska, 2021. "Predictors and outcomes of individual knowledge on early-stage pandemic: Social media, information credibility, public opinion, and behaviour in a large-scale global study," WORking papers in Management Science (WORMS) WORMS/21/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  7. Dušan Mladenović & Kamil Koštiál & Nikolina Ljepava & Ondřej Částek & Yash Chawla, 2021. "Emojis to conversion on social media: Insights into online consumer engagement and reactions," WORking papers in Management Science (WORMS) WORMS/21/13, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  8. Anna Kowalska-Pyzalska & Rafał Michalski & Marek Kott & Anna Skowrońska-Szmer & Joanna Kott, 2021. "Consumer preferences towards alternative fuel vehicles. Results from the conjoint analysis," WORking papers in Management Science (WORMS) WORMS/21/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.

2020

  1. Przybyla, Katarzyna & Kachniarz, Marian & Ramsey, David, 2020. "The investment activity of cities in the context of their administrative status: A case study from Poland," MPRA Paper 100230, University Library of Munich, Germany.
  2. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  3. Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020. "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS) WORMS/20/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  4. Tomasz Antczak & Rafal Weron & Jacek Zabawa, 2020. "Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations," WORking papers in Management Science (WORMS) WORMS/20/16, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  5. Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020. "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  6. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Papers 2008.08004, arXiv.org, revised Dec 2020.
  7. Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020. "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers 2008.08006, arXiv.org.
  8. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  9. Anna Kowalska-Pyzalska & Joanna Kott & Marek Kott, 2020. "Why Polish market of alternative fuel vehicles (AFVs) is the smallest in Europe? SWOT analysis of opportunities and threats," WORking papers in Management Science (WORMS) WORMS/20/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  10. Anna Kowalska-Pyzalska & Marek Kott & Joanna Kott, 2020. "How much Polish consumers know about alternative fuel vehicles?," WORking papers in Management Science (WORMS) WORMS/20/14, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  11. Zbigniew Palmowski & Tomasz Serafin, 2020. "Note on simulation pricing of $\pi$-options," Papers 2007.02076, arXiv.org, revised Aug 2020.
  12. Yash Chawla & Grzegorz Chodak, 2020. "Social Media Marketing for Businesses: Organic Promotions of Web-Links on Facebook," WORking papers in Management Science (WORMS) WORMS/20/03, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  13. Ewa Pralat, 2020. "The use of ICT tools in the communication between students and academic teachers," WORking papers in Management Science (WORMS) WORMS/20/05, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  14. Ewa Pralat, 2020. "Internet in purchase processes of Polish SMEs," WORking papers in Management Science (WORMS) WORMS/20/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.

2019

  1. Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
  2. Bartosz Uniejewski & Rafal Weron, 2019. "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports HSC/19/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Romain Guillaume & Adam Kasperski & Pawel Zielinski, 2019. "Production planning under demand uncertainty: a budgeted uncertainty approach," Post-Print hal-03012578, HAL.
  5. Katarzyna Maciejowska, 2019. "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports HSC/19/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Yash Chawla & Anna Kowalska-Pyzalska & Paulo Duarte Silveira, 2019. "Marketing and communications channels for diffusion of smart meters in Portugal," HSC Research Reports HSC/19/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Yash Chawla & Anna Kowalska-Pyzalska & Burcu Oralhan, 2019. "Attitudes and Opinions of Social Media Users Towards Smart Meters' Rollout in Turkey," HSC Research Reports HSC/19/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Yash Chawla & Anna Kowalska-Pyzalska & Anna Skowronska-Szmer, 2019. "Perspectives of smart meters' roll-out in India: an empirical analysis of consumers' awareness and preferences," HSC Research Reports HSC/19/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Jagoda Mrzyglocka-Chojnacka & Joanna Kott & Marek Kott, 2019. "Communication management model- case study in the project of energy efficiency improvement using the RASCI matrix," WORking papers in Management Science (WORMS) WORMS/19/05, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  11. Joanna Kott & Jagoda Mrzyglocka-Chojnacka & Marek Kott, 2019. "Model of the impact of legal regulations on management processes in power companies," WORking papers in Management Science (WORMS) WORMS/19/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.

2018

  1. Anna Kowalska-Pyzalska & David Ramsey, 2018. "Household willingness to pay for green electricity in Poland," HSC Research Reports HSC/18/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Florian Ziel & Rafal Weron, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers 1805.06649, arXiv.org.
  3. Bartosz Uniejewski & Rafal Weron, 2018. "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports HSC/18/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018. "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports HSC/18/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018. "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Rafal Weron & Florian Ziel, 2018. "Electricity price forecasting," HSC Research Reports HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Anna Kowalska-Pyzalska, 2018. "An empirical analysis of green energy adoption among residential consumers in Poland," HSC Research Reports HSC/18/01, Hugo Steinhaus Center, Wroclaw University of Technology.

2017

  1. Bartosz Uniejewski & Rafal Weron & Florian Ziel, 2017. "Variance stabilizing transformations for electricity spot price forecasting," HSC Research Reports HSC/17/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports HSC/17/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports HSC/17/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Tomasz Weron & Anna Kowalska-Pyzalska & Rafal Weron, 2017. "The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach," HSC Research Reports HSC/17/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Pawel Maryniak & Rafal Weron, 2017. "Habitat momentum," HSC Research Reports HSC/17/05, Hugo Steinhaus Center, Wroclaw University of Technology.

2016

  1. Anna Kowalska-Pyzalska & Karolina Cwik & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron, 2016. "Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion," HSC Research Reports HSC/16/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Rafal Weron, 2016. "Impact of social interactions on demand curves for innovative products," HSC Research Reports HSC/16/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jakub Nowotarski & Rafal Weron, 2016. "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports HSC/16/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Jakub Nowotarski & Rafal Weron, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports HSC/16/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016. "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports HSC/16/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Jakub Nowotarski & Rafal Weron, 2016. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports HSC/16/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Florian Ziel & Rafal Weron, 2016. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports HSC/16/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016. "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports HSC/16/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Anna Kowalska-Pyzalska, 2016. "What makes consumers adopt to innovative energy services in the energy market?," HSC Research Reports HSC/16/09, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Małgorzata Rutkowska & Anna Kowalska-Pyzalska & Nina Szczygieł, 2016. "Eco-innovative Sustainable Investments and a Potential of Environmental Insurance," WORking papers in Management Science (WORMS) WORMS/16/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.

2015

  1. Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Katarzyna Sznajd-Weron & Rafal Weron, 2015. "Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products," HSC Research Reports HSC/15/09, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Katarzyna Byrka & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron & Rafal Weron, 2015. "Difficulty is critical: Psychological factors in modeling diffusion of green products and practices," HSC Research Reports HSC/15/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jerzy Grobelny & Rafal Michalski & Rafal Weron, 2015. "Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight?," WORking papers in Management Science (WORMS) WORMS/15/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  4. Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015. "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports HSC/15/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Stefan Trück & Rafal Weron, 2015. "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports HSC/15/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Katarzyna Maciejowska & Rafal Weron, 2015. "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports HSC/15/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015. "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports HSC/15/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Katarzyna Maciejowska & Jakub Nowotarski, 2015. "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports HSC/15/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Anna Kowalska-Pyzalska, 2015. "Social acceptance of green energy and dynamic electricity tariffs - a short review," HSC Research Reports HSC/15/07, Hugo Steinhaus Center, Wroclaw University of Technology.

2014

  1. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014. "Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach," HSC Research Reports HSC/14/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 2014. "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports HSC/14/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jakub Nowotarski & Rafal Weron, 2014. "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports HSC/14/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Rafal Weron & Michal Zator, 2014. "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports HSC/14/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014. "Modeling consumer opinions towards dynamic pricing: An agent-based approach," HSC Research Reports HSC/14/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014. "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports HSC/14/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports HSC/14/09, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports HSC/14/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Pawel Maryniak & Rafal Weron, 2014. "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports HSC/14/11, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014. "Evaluating the performance of VaR models in energy markets," HSC Research Reports HSC/14/12, Hugo Steinhaus Center, Wroclaw University of Technology.
  12. Katarzyna Maciejowska, 2014. "Fundamental and speculative shocks, what drives electricity prices?," HSC Research Reports HSC/14/05, Hugo Steinhaus Center, Wroclaw University of Technology.

2013

  1. Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market," HSC Research Reports HSC/13/01, Hugo Steinhaus Center, Wroclaw University of Technology, revised 15 Apr 2013.
  2. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices," HSC Research Reports HSC/13/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "Diffusion of innovation within an agent-based model: Spinsons, independence and advertising," HSC Research Reports HSC/13/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs," HSC Research Reports HSC/13/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Rafal Weron & Michal Zator, 2013. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports HSC/13/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron, 2013. "Rewiring the network. What helps an innovation to diffuse?," HSC Research Reports HSC/13/09, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Karol Suszczynski & Rafal Weron, 2013. "Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs," HSC Research Reports HSC/13/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports HSC/13/11, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Jakub Nowotarski & Rafal Weron, 2013. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports HSC/13/12, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Maciejowska, Katarzyna, 2013. "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper 50303, University Library of Munich, Germany.
  12. Anna Kowalska-Pyzalska, 2013. "A review of optimization methods for evaluation of placement of distributed generation into distribution networks (Przegląd metod optymalizacji przyłączenia rozproszonych źródeł energii do sieci elekt," HSC Research Reports HSC/13/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2012

  1. Despotis, Dimitrs & Koronakos, Gregory & Sotiros, Dimitris, 2012. "Additive decomposition in two-stage DEA: An alternative approach," MPRA Paper 41724, University Library of Munich, Germany.
  2. Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper 39277, University Library of Munich, Germany.
  3. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper 42563, University Library of Munich, Germany.
  4. Joanna Janczura & Rafal Weron, 2012. "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports HSC/12/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Pawe³ Bieñkowski & Krzysztof Burnecki & Joanna Janczura & Rafal Weron & Bart³omiej Zubrzak, 2012. "A new method for automated noise cancellation in electromagnetic field measurement," HSC Research Reports HSC/12/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Anna Kowalska-Pyzalska, 2012. "Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments," HSC Research Reports HSC/12/07, Hugo Steinhaus Center, Wroclaw University of Technology.

2011

  1. Stephen Kinsella & David M. Ramsey, 2011. "A Model of Partnership Formation with Friction and Multiple Criteria," Working Papers 201119, Geary Institute, University College Dublin.
  2. Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," Papers 1102.3712, arXiv.org.
  3. Anna Kowalska-Pyzalska, 2011. "Usage of metaheuristic methods of optimization of distributed generation placement into the distribution network (Możliwości zastosowania algorytmów metaheurystycznych do optymalizacji przyłączenia ro," HSC Research Reports HSC/11/07, Hugo Steinhaus Center, Wroclaw University of Technology.

2010

  1. Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010. "FX Smile in the Heston Model," Papers 1010.1617, arXiv.org.
  2. Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2010. "Building Loss Models," SFB 649 Discussion Papers SFB649DP2010-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Szymon Borak & Adam Misiorek & Rafał Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Janczura, Joanna & Weron, Rafal, 2010. "An empirical comparison of alternate regime-switching models or electricity spot prices," MPRA Paper 20546, University Library of Munich, Germany.
  5. Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
  6. Janczura, Joanna & Weron, Rafal, 2010. "Goodness-of-fit testing for regime-switching models," MPRA Paper 22871, University Library of Munich, Germany.
  7. Janczura, Joanna & Weron, Rafal, 2010. "Modeling electricity spot prices: Regime switching models with price-capped spike distributions," MPRA Paper 23296, University Library of Munich, Germany.
  8. Burnecki, Krzysztof & Weron, Rafal, 2010. "Simulation of Risk Processes," MPRA Paper 25444, University Library of Munich, Germany.
    • Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  9. Weron, Rafal & Janczura, Joanna, 2010. "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper 26628, University Library of Munich, Germany.
  10. Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Katarzyna Maciejowska, 2010. "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers ECO2010/27, European University Institute.
  12. Katarzyna Maciejowska, 2010. "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers ECO2010/28, European University Institute.
  13. Anna Kowalska-Pyzalska, 2010. "Smart grid as a chance for distributed generation (Koncepcja smart grid szansą dla rozwoju generacji rozproszonej)," HSC Research Reports HSC/10/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  14. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010. "Gospodarka magazynowa, prognozowanie popytu i wysyłka w sklepach internetowych – wyniki badań [Inventory Control, Demand Forecasting and shipping in internet shops - results of survey research]," MPRA Paper 34699, University Library of Munich, Germany.
  15. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010. "Analiza dystrybucji w sklepach internetowych [Analysis of Distribution in Internet Shops]," MPRA Paper 34701, University Library of Munich, Germany.
  16. Chodak, Grzegorz & Latus, Łukasz & Prałat, Ewa, 2010. "Analiza współpracy sklepów internetowych z przedsiębiorstwami kurierskimi i Pocztą Polską – wyniki badań [Analysis of Cooperation between Internet Shops and Courier Companies as well as National Po," MPRA Paper 34702, University Library of Munich, Germany.

2009

  1. Janczura, Joanna & Weron, Rafal, 2009. "Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions," MPRA Paper 18784, University Library of Munich, Germany.
  2. Weron, Rafal, 2009. "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper 21299, University Library of Munich, Germany.
  3. Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009. "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports HSC/09/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
  5. Anna Kowalska-Pyzalska, 2009. "Optimization of the decision on the integration of distributed generation with the electrical grid using optimization of coordinates (Optymalizacja decyzji o przyłączeniu rozproszonych źródeł energii ," HSC Research Reports HSC/09/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Anna Kowalska-Pyzalska, 2009. "Optimization of the decision on the integration of distributed generation with the electrical grid using linear programming (Optymalizacja decyzji o przyłączeniu rozproszonych źródeł energii do sieci ," HSC Research Reports HSC/09/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2008

  1. Katarzyna Sznajd-Weron & Rafa{l} Weron & Maja W{l}oszczowska, 2008. "Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland," Papers 0809.1534, arXiv.org.
  2. Szymon Borak & Rafał Weron, 2008. "A semiparametric factor model for electricity forward curve dynamics," SFB 649 Discussion Papers SFB649DP2008-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Weron, Rafal, 2008. "Heavy-tails and regime-switching in electricity prices," MPRA Paper 10424, University Library of Munich, Germany.
  4. Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper 10428, University Library of Munich, Germany.
  5. Weron, Rafal, 2008. "Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo [Power security: Risk > Risk management > Security]," MPRA Paper 18786, University Library of Munich, Germany, revised 2008.

2007

  1. Weron, Rafal & Misiorek, Adam, 2007. "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper 2292, University Library of Munich, Germany, revised Oct 2007.
  2. Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007. "Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices," MPRA Paper 4711, University Library of Munich, Germany.

2006

  1. Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006. "Convenience Yields for CO2 Emission Allowance Futures Contracts," SFB 649 Discussion Papers SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Weron, Rafal & Misiorek, Adam, 2006. "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper 1363, University Library of Munich, Germany.
  3. Rafal Weron & Adam Misiorek, 2006. "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports HSC/06/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Adam Misiorek & Rafal Weron, 2006. "Interval forecasting of spot electricity prices," HSC Research Reports HSC/06/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Krzysztof Burnecki & Rafal Weron, 2006. "Visualization tools for insurance risk processes," HSC Research Reports HSC/06/06, Hugo Steinhaus Center, Wroclaw University of Technology.

2005

  1. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005. "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper 10423, University Library of Munich, Germany.
  3. Rafal Weron, 2005. "Market price of risk implied by Asian-style electricity options," Econometrics 0502003, University Library of Munich, Germany.
  4. Rafal Weron & Adam Misiorek, 2005. "Modeling and forecasting electricity loads: A comparison," Econometrics 0502004, University Library of Munich, Germany.
  5. Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005. "Modeling electricity prices with regime switching models," Econometrics 0502005, University Library of Munich, Germany.
  6. Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska, 2005. "On detecting and modeling periodic correlation in financial data," Econometrics 0502006, University Library of Munich, Germany.
  7. Rafal Weron & Adam Misiorek, 2005. "Forecasting Spot Electricity Prices With Time Series Models," Econometrics 0504001, University Library of Munich, Germany.
  8. Krzysztof Burnecki & Rafal Weron, 2005. "Modeling the risk process in the XploRe computing environment," Risk and Insurance 0502001, University Library of Munich, Germany.
  9. Rafal Weron & Ingve Simonsen, 2005. "Blackouts, risk, and fat-tailed distributions," Risk and Insurance 0510001, University Library of Munich, Germany.
  10. Rafal Weron, 2005. "Heavy tails and electricity prices," HSC Research Reports HSC/05/02, Hugo Steinhaus Center, Wroclaw University of Technology.

2004

  1. Ramsey, David M. & Szajowski, Krzysztof, 2004. "Correlated equilibria in competitive staff selection problem," MPRA Paper 19870, University Library of Munich, Germany, revised 2006.
  2. Simonsen, Ingve & Weron, Rafal & Mo, Birger, 2004. "Structure and stylized facts of a deregulated power market," MPRA Paper 1443, University Library of Munich, Germany.
  3. Rafal Weron, 2004. "Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie)," HSC Research Reports HSC/04/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Rafal Weron & Slawomir Wojcik, 2004. "Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci)," HSC Research Reports HSC/04/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

2003

  1. Rafal Weron & Ingve Simonsen & Piotr Wilman, 2003. "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market," Econometrics 0303007, University Library of Munich, Germany.
  2. Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics 0305003, University Library of Munich, Germany.
  3. Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003. "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports HSC/03/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003. "An introduction to simulation of risk processes," HSC Research Reports HSC/03/04, Hugo Steinhaus Center, Wroclaw University of Technology.

2002

  1. K. Sznajd-Weron & R. Weron, 2002. "How effective is advertising in duopoly markets?," Papers cond-mat/0211058, arXiv.org, revised Dec 2002.
  2. Mercik, Szymon & Weron, Rafal, 2002. "Origins of scaling in FX markets," MPRA Paper 2294, University Library of Munich, Germany.
  3. Joanna Nowicka-Zagrajek & Rafal Weron, 2002. "Modeling electricity loads in California: ARMA models with hyperbolic noise," HSC Research Reports HSC/02/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Rafal Weron, 2002. "Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach," HSC Research Reports HSC/02/04, Hugo Steinhaus Center, Wroclaw University of Technology.

2001

  1. Rafal Weron, 2001. "Measuring long-range dependence in electricity prices," Papers cond-mat/0103621, arXiv.org.
  2. Rafal Weron, 2001. "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports HSC/01/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2000

  1. David M., Ramsey & Krzysztof, Szajowski, 2000. "Bilateral Approach to the Secretary Problem," MPRA Paper 19888, University Library of Munich, Germany, revised 2003.
  2. K. Sznajd-Weron & R. Weron, 2000. "A simple model of price formation," Papers cond-mat/0101001, arXiv.org, revised Nov 2001.
  3. Rafal Weron & Beata Przybylowicz, 2000. "Hurst analysis of electricity price dynamics," HSC Research Reports HSC/00/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Rafal Weron, 2000. "Energy price risk management," HSC Research Reports HSC/00/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron, 2000. "Property insurance loss distributions," HSC Research Reports HSC/00/03, Hugo Steinhaus Center, Wroclaw University of Technology.

1999

  1. Tomasz Garlinski & Rafal Weron, 1999. "A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)," HSC Research Reports HSC/99/01, Hugo Steinhaus Center, Wroclaw University of Technology.

1998

  1. Aleksander Weron & Szymon Mercik & Rafal Weron, 1998. "Origins of the scaling behaviour in the dynamics of financial data," HSC Research Reports HSC/98/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Szymon Mercik & Rafal Weron, 1998. "Scaling in currency exchange: A Conditionally Exponential Decay approach," HSC Research Reports HSC/98/02, Hugo Steinhaus Center, Wroclaw University of Technology.

1997

  1. Katarzyna Sznajd-Weron & Rafal Weron, 1997. "Evolution in a changing environment," HSC Research Reports HSC/97/01, Hugo Steinhaus Center, Wroclaw University of Technology.

1996

  1. Weron, Rafal, 1996. "Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"," MPRA Paper 20761, University Library of Munich, Germany, revised 2010.

1995

  1. Rafal Weron, 1995. "Performance of the estimators of stable law parameters," HSC Research Reports HSC/95/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Wojtek Kowalczyk & Rafal Weron, 1995. "Analysis of ROBECO data by neural networks," HSC Research Reports HSC/95/02, Hugo Steinhaus Center, Wroclaw University of Technology.

Journal articles

2023

  1. Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  2. Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
  3. Weronika Nitka & Rafał Weron, 2023. "Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 105-118.
  4. Marek Nowacki & Joanna Kowalczyk-Anioł & Yash Chawla, 2023. "Gen Z’s Attitude towards Green Image Destinations, Green Tourism and Behavioural Intention Regarding Green Holiday Destination Choice: A Study in Poland and India," Sustainability, MDPI, vol. 15(10), pages 1-17, May.

2022

  1. Sotiros, Dimitrios & Rodrigues, Vasco & Silva, Maria Conceição, 2022. "Analysing the export potentials of the Portuguese footwear industry by data envelopment analysis," Omega, Elsevier, vol. 108(C).
  2. Koronakos, Gregory & Sotiros, Dimitris & Despotis, Dimitris K. & Kritikos, Manolis N., 2022. "Fair efficiency decomposition in network DEA: A compromise programming approach," Socio-Economic Planning Sciences, Elsevier, vol. 79(C).
  3. Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022. "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, vol. 112(C).

2021

  1. Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Applied Energy, Elsevier, vol. 293(C).
  2. Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
  3. Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021. "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, vol. 14(11), pages 1-17, June.
  4. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2021. "Combinatorial two-stage minmax regret problems under interval uncertainty," Annals of Operations Research, Springer, vol. 300(1), pages 23-50, May.
  5. Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021. "Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices," Energy Economics, Elsevier, vol. 99(C).
  6. Mielczarek, Bożena & Zabawa, Jacek, 2021. "Modelling demographic changes using simulation: Supportive analyses for socioeconomic studies," Socio-Economic Planning Sciences, Elsevier, vol. 74(C).
  7. Chawla, Yash & Chodak, Grzegorz, 2021. "Social media marketing for businesses: Organic promotions of web-links on Facebook," Journal of Business Research, Elsevier, vol. 135(C), pages 49-65.
  8. Marek Nowacki & Yash Chawla & Joanna Kowalczyk-Anioł, 2021. "What Drives the Eco-Friendly Tourist Destination Choice? The Indian Perspective," Energies, MDPI, vol. 14(19), pages 1-16, September.
  9. Sznajd-Weron, Katarzyna & Sznajd, Józef & Weron, Tomasz, 2021. "A review on the Sznajd model — 20 years after," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
  10. Sebastian Klaudiusz Tomczak & Anna Skowrońska-Szmer & Jan Jakub Szczygielski, 2021. "Is It Possible to Make Money on Investing in Companies Manufacturing Solar Components? A Panel Data Approach," Energies, MDPI, vol. 14(12), pages 1-20, June.
  11. Anna Kowalska-Pyzalska & Marek Kott & Joanna Kott, 2021. "How Much Polish Consumers Know about Alternative Fuel Vehicles? Impact of Knowledge on the Willingness to Buy," Energies, MDPI, vol. 14(5), pages 1-19, March.

2020

  1. Koronakos, Gregory & Smirlis, Yiannis & Sotiros, Dimitris & Despotis, Dimitris K., 2020. "Assessment of OECD Better Life Index by incorporating public opinion," Socio-Economic Planning Sciences, Elsevier, vol. 70(C).
  2. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
  3. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020. "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, vol. 13(1), pages 1-15, January.
  4. Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
  5. Grzegorz Marcjasz, 2020. "Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme," Energies, MDPI, vol. 13(18), pages 1-18, September.
  6. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020. "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, vol. 286(3), pages 828-838.
  7. Maciejowska, Katarzyna, 2020. "Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach," Energy Economics, Elsevier, vol. 85(C).
  8. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
  9. Yash Chawla & Anna Kowalska-Pyzalska & Burcu Oralhan, 2020. "Attitudes and Opinions of Social Media Users Towards Smart Meters’ Rollout in Turkey," Energies, MDPI, vol. 13(3), pages 1-27, February.
  10. Maria Hajłasz & Bożena Mielczarek, 2020. "Simulation modelling for predicting hospital admissions and bed utilisation," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 30(3), pages 5-27.
  11. Zbigniew Palmowski & Tomasz Serafin, 2020. "A Note on Simulation Pricing of π -Options," Risks, MDPI, vol. 8(3), pages 1-19, August.
  12. Chawla, Yash & Kowalska-Pyzalska, Anna & Skowrońska-Szmer, Anna, 2020. "Perspectives of smart meters’ roll-out in India: An empirical analysis of consumers’ awareness and preferences," Energy Policy, Elsevier, vol. 146(C).
  13. Przemysław Zaleski & Yash Chawla, 2020. "Circular Economy in Poland: Profitability Analysis for Two Methods of Waste Processing in Small Municipalities," Energies, MDPI, vol. 13(19), pages 1-26, October.
  14. Sebastian Klaudiusz Tomczak & Piotr Staszkiewicz, 2020. "Cross-Country Application of Manufacturing Failure Models," JRFM, MDPI, vol. 13(2), pages 1-10, February.
  15. Sebastian Klaudiusz Tomczak & Anna Skowrońska-Szmer & Jan Jakub Szczygielski, 2020. "Is Investing in Companies Manufacturing Solar Components a Lucrative Business? A Decision Tree Based Analysis," Energies, MDPI, vol. 13(2), pages 1-27, January.
  16. Kowalska-Pyzalska, Anna & Kott, Joanna & Kott, Marek, 2020. "Why Polish market of alternative fuel vehicles (AFVs) is the smallest in Europe? SWOT analysis of opportunities and threats," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).

2019

  1. Koronakos, Gregory & Sotiros, Dimitris & Despotis, Dimitris K., 2019. "Reformulation of Network Data Envelopment Analysis models using a common modelling framework," European Journal of Operational Research, Elsevier, vol. 278(2), pages 472-480.
  2. Sotiros, Dimitris & Koronakos, Gregory & Despotis, Dimitris K., 2019. "Dominance at the divisional efficiencies level in network DEA: The case of two-stage processes," Omega, Elsevier, vol. 85(C), pages 144-155.
  3. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, vol. 79(C), pages 171-182.
  4. Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019. "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, vol. 79(C), pages 45-58.
  5. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1520-1532.
  6. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
  7. Tomasz Antczak & Rafał Weron, 2019. "Point of Sale (POS) Data from a Supermarket: Transactions and Cashier Operations," Data, MDPI, vol. 4(2), pages 1-4, May.
  8. Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
  9. Hradovich, Mikita & Kasperski, Adam & Zieliński, Paweł, 2019. "Robust recoverable 0–1 optimization problems under polyhedral uncertainty," European Journal of Operational Research, Elsevier, vol. 278(1), pages 136-148.
  10. Adam Kasperski & Paweł Zieliński, 2019. "Risk-averse single machine scheduling: complexity and approximation," Journal of Scheduling, Springer, vol. 22(5), pages 567-580, October.
  11. Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits," Energies, MDPI, vol. 12(4), pages 1-15, February.
  12. Anna Kowalska-Pyzalska & Katarzyna Byrka, 2019. "Determinants of the Willingness to Energy Monitoring by Residential Consumers: A Case Study in the City of Wroclaw in Poland," Energies, MDPI, vol. 12(5), pages 1-20, March.
  13. Anna Kowalska-Pyzalska, 2019. "Do Consumers Want to Pay for Green Electricity? A Case Study from Poland," Sustainability, MDPI, vol. 11(5), pages 1-20, March.
  14. Yash Chawla & Anna Kowalska-Pyzalska, 2019. "Public Awareness and Consumer Acceptance of Smart Meters among Polish Social Media Users," Energies, MDPI, vol. 12(14), pages 1-27, July.
  15. Yash Chawla & Anna Kowalska-Pyzalska & Widayat Widayat, 2019. "Consumer Willingness and Acceptance of Smart Meters in Indonesia," Resources, MDPI, vol. 8(4), pages 1-23, November.
  16. Nitka, Weronika & Burnecki, Krzysztof, 2019. "Impact of solar activity on precipitation in the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 527(C).
  17. Leopold Szczurowski & Witold Rekuć, 2019. "Assumptions concerning a software supporting the primary intramural teaching subsidy distribution at the Wroclaw University of Science and Technology faculty," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 29(2), pages 89-101.
  18. Sebastian Klaudiusz Tomczak, 2019. "Comparison of the Financial Standing of Companies Generating Electricity from Renewable Sources and Fossil Fuels: A New Hybrid Approach," Energies, MDPI, vol. 12(20), pages 1-20, October.
  19. Joanna Kott & Marek Kott, 2019. "Generic Ontology of Energy Consumption Households," Energies, MDPI, vol. 12(19), pages 1-19, September.

2018

  1. Jędrzejewski, Arkadiusz & Sznajd-Weron, Katarzyna, 2018. "Impact of memory on opinion dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 306-315.
  2. Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Paul R Nail & Katarzyna Sznajd-Weron, 2018. "Think then act or act then think?," PLOS ONE, Public Library of Science, vol. 13(11), pages 1-19, November.
  3. Urszula Markowska-Przybyła & David M. Ramsey, 2018. "Social Capital and Long-Term Regional Development within Poland in the Light of Experimental Economics and Data from a Questionnaire," Sustainability, MDPI, vol. 10(9), pages 1-26, August.
  4. Thanassoulis, E. & Sotiros, D. & Koronakos, G. & Despotis, D., 2018. "Assessing the cost-effectiveness of university academic recruitment and promotion policies," European Journal of Operational Research, Elsevier, vol. 264(2), pages 742-755.
  5. Ziel, Florian & Weron, Rafał, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, vol. 70(C), pages 396-420.
  6. Weron, Tomasz & Kowalska-Pyzalska, Anna & Weron, Rafał, 2018. "The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 591-600.
  7. Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
  8. Bartosz Uniejewski & Rafał Weron, 2018. "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, vol. 11(8), pages 1-26, August.
  9. Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018. "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 11(9), pages 1-20, September.
  10. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2018. "On recoverable and two-stage robust selection problems with budgeted uncertainty," European Journal of Operational Research, Elsevier, vol. 265(2), pages 423-436.
  11. Kowalska-Pyzalska, Anna, 2018. "What makes consumers adopt to innovative energy services in the energy market? A review of incentives and barriers," Renewable and Sustainable Energy Reviews, Elsevier, vol. 82(P3), pages 3570-3581.
  12. Anna Kowalska-Pyzalska, 2018. "An Empirical Analysis of Green Electricity Adoption Among Residential Consumers in Poland," Sustainability, MDPI, vol. 10(7), pages 1-17, July.
  13. Tomczak Sebastian Klaudiusz, 2018. "Statistics on Bankruptcy of Companies in Poland," Management Sciences. Nauki o Zarządzaniu, Sciendo, vol. 23(3), pages 39-50, September.

2017

  1. Robbert Fokkink & Ken Kikuta & David Ramsey, 2017. "The search value of a set," Annals of Operations Research, Springer, vol. 256(1), pages 63-73, September.
  2. Mikita Hradovich & Adam Kasperski & Paweł Zieliński, 2017. "Recoverable robust spanning tree problem under interval uncertainty representations," Journal of Combinatorial Optimization, Springer, vol. 34(2), pages 554-573, August.
  3. Sebastian Klaudiusz Tomczak, 2017. "Influence Of The Size Of Equity On Corporate Efficiency," Oeconomia Copernicana, Institute of Economic Research, vol. 8(2), pages 239-254, June.
  4. Sebastian Klaudiusz Tomczak & Edward Radosiński, 2017. "The effectiveness of discriminant models based on the example of the manufacturing sector," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 27(3), pages 81-97.

2016

  1. Jȩdrzejewski, Arkadiusz & Sznajd-Weron, Katarzyna & Szwabiński, Janusz, 2016. "Mapping the q-voter model: From a single chain to complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 110-119.
  2. Byrka, Katarzyna & Jȩdrzejewski, Arkadiusz & Sznajd-Weron, Katarzyna & Weron, Rafał, 2016. "Difficulty is critical: The importance of social factors in modeling diffusion of green products and practices," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 723-735.
  3. Despotis, Dimitris K. & Sotiros, Dimitris & Koronakos, Gregory, 2016. "A network DEA approach for series multi-stage processes," Omega, Elsevier, vol. 61(C), pages 35-48.
  4. Dimitris Despotis & Gregory Koronakos & Dimitris Sotiros, 2016. "Composition versus decomposition in two-stage network DEA: a reverse approach," Journal of Productivity Analysis, Springer, vol. 45(1), pages 71-87, February.
  5. Despotis, Dimitris K. & Koronakos, Gregory & Sotiros, Dimitris, 2016. "The “weak-link” approach to network DEA for two-stage processes," European Journal of Operational Research, Elsevier, vol. 254(2), pages 481-492.
  6. Nowotarski, Jakub & Weron, Rafał, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 57(C), pages 228-235.
  7. Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016. "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, vol. 98(C), pages 40-49.
  8. Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, vol. 32(3), pages 957-965.
  9. Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016. "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 9(8), pages 1-22, August.
  10. Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
  11. Rafał Apriasz & Tyll Krueger & Grzegorz Marcjasz & Katarzyna Sznajd-Weron, 2016. "The Hunt Opinion Model—An Agent Based Approach to Recurring Fashion Cycles," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-19, November.
  12. Maciejowska, Katarzyna & Nowotarski, Jakub, 2016. "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1051-1056.
  13. Bożena Mielczarek, 2016. "Review of modelling approaches for healthcare simulation," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 26(1), pages 55-72.
  14. Patryk Siedlecki & Janusz Szwabiński & Tomasz Weron, 2016. "The Interplay Between Conformity and Anticonformity and its Polarizing Effect on Society," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(4), pages 1-9.

2015

  1. Urszula Markowska-Przybyła & David Ramsey, 2015. "A game theoretical study of generalised trust and reciprocation in Poland: II. A description of the study group," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 25(2), pages 51-73.
  2. Weron, Rafał & Zator, Michał, 2015. "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, vol. 48(C), pages 1-6.
  3. Jakub Nowotarski & Rafał Weron, 2015. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, vol. 30(3), pages 791-803, September.
  4. Katarzyna Maciejowska & Rafał Weron, 2015. "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, vol. 30(3), pages 805-819, September.
  5. Witold Rekuć & Leopold Szczurowski, 2015. "A simulator supporting the distribution of the primary subsidy in a faculty at Wroclaw University of Technology," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 25(4), pages 35-49.

2014

  1. Urszula Markowska-Przybyła & David Ramsey, 2014. "A game theoretical study of generalized trust and reciprocation in Poland. I. Theory and experimental design," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(3), pages 59-76.
  2. Mel Devine & James Gleeson & John Kinsella & David Ramsey, 2014. "A Rolling Optimisation Model of the UK Natural Gas Market," Networks and Spatial Economics, Springer, vol. 14(2), pages 209-244, June.
  3. Alpern, Steve & Katrantzi, Ioanna & Ramsey, David, 2014. "Equilibrium population dynamics when mating is by mutual choice based on age," Theoretical Population Biology, Elsevier, vol. 94(C), pages 63-72.
  4. Dimitris K. Despotis & Dimitris Sotiros, 2014. "Value-based data envelopment analysis: a piece-wise linear programming approach," International Journal of Multicriteria Decision Making, Inderscience Enterprises Ltd, vol. 4(1), pages 47-68.
  5. Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
  6. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, vol. 46(C), pages 395-412.
  7. Kowalska-Pyzalska, Anna & Maciejowska, Katarzyna & Suszczyński, Karol & Sznajd-Weron, Katarzyna & Weron, Rafał, 2014. "Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs," Energy Policy, Elsevier, vol. 72(C), pages 164-174.
  8. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
  9. Katarzyna Sznajd-Weron & Janusz Szwabiński & Rafał Weron, 2014. "Is the Person-Situation Debate Important for Agent-Based Modeling and Vice-Versa?," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-7, November.
  10. Piotr Przybyła & Katarzyna Sznajd-Weron & Rafał Weron, 2014. "Diffusion Of Innovation Within An Agent-Based Model: Spinsons, Independence And Advertising," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-22.
  11. Mielczarek, Bożena, 2014. "Simulation modelling for contracting hospital emergency services at the regional level," European Journal of Operational Research, Elsevier, vol. 235(1), pages 287-299.
  12. Sebastian Tomczak, 2014. "Comparative analysis of liquidity ratios of bankrupt manufacturing companies," Business and Economic Horizons (BEH), Prague Development Center, vol. 10(3), pages 151-164, October.
  13. Sebastian Tomczak, 2014. "Comparative Analysis Of The Bankrupt Companies Of The Sector Of Animal Slaughtering And Processing," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(3), pages 59-86, September.

2013

  1. Alpern, S. & Katrantzi, I. & Ramsey, D.M., 2013. "Partnership formation with age-dependent preferences," European Journal of Operational Research, Elsevier, vol. 225(1), pages 91-99.
  2. Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, vol. 38(C), pages 96-110.
  3. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
  4. Joanna Janczura & Rafał Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 239-270, July.
  5. Rafał Weron & James Taylor, 2013. "Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 29(6), pages 648-651, November.
  6. Mielczarek, Bożena, 2013. "Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system," Economic Modelling, Elsevier, vol. 30(C), pages 706-714.

2012

  1. Ramsey, David M., 2012. "Partnership formation based on multiple traits," European Journal of Operational Research, Elsevier, vol. 216(3), pages 624-637.
  2. Ramsey David M. & Futschik Andreas, 2012. "DNA Pooling and Statistical Tests for the Detection of Single Nucleotide Polymorphisms," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(5), pages 1-34, September.
  3. Joanna Janczura & Rafał Weron, 2012. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 385-407, July.
  4. Kasperski, Adam & Kurpisz, Adam & Zieliński, Paweł, 2012. "Approximating a two-machine flow shop scheduling under discrete scenario uncertainty," European Journal of Operational Research, Elsevier, vol. 217(1), pages 36-43.
  5. Bogusz Przybysławski & Adam Kasperski, 2012. "A computational study of approximation algorithms for a minmax resource allocation problem," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 22(2), pages 35-43.

2010

  1. Janczura, Joanna & Weron, Rafal, 2010. "An empirical comparison of alternate regime-switching models for electricity spot prices," Energy Economics, Elsevier, vol. 32(5), pages 1059-1073, September.
  2. Kasperski, Adam & Zielinski, Pawel, 2010. "Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights," European Journal of Operational Research, Elsevier, vol. 200(3), pages 680-687, February.
  3. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010. "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
  4. Katarzyna Maciejowska, 2010. "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(4), pages 279-314, September.

2009

  1. David Ramsey, 2009. "Large population evolutionary games played within a life history framework," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 19(2), pages 51-74.
  2. David M. Ramsey, 2009. "A Large Population, Game Theoretic Model Of Job-Search With Discounting," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 301-320.
  3. Rafał Weron, 2009. "Heavy-tails and regime-switching in electricity prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 457-473, July.
  4. Adam Kasperski & Paweł Zieliński, 2009. "A randomized algorithm for the min-max selecting items problem with uncertain weights," Annals of Operations Research, Springer, vol. 172(1), pages 221-230, November.

2008

  1. Ramsey, David M. & Szajowski, Krzysztof, 2008. "Selection of a correlated equilibrium in Markov stopping games," European Journal of Operational Research, Elsevier, vol. 184(1), pages 185-206, January.
  2. Ramsey, David M., 2008. "A large population job search game with discrete time," European Journal of Operational Research, Elsevier, vol. 188(2), pages 586-602, July.
  3. David Ramsey, 2008. "Power, Freedom and Voting. Essays in honour of Manfred J. Holler - book review," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 18(2), pages 105-109.
  4. Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
  5. Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, vol. 24(4), pages 744-763.
  6. Adam Kasperski, 2008. "Making Robust Decisions in Discrete Optimization Problems as a Game against Nature," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 2(3), pages 237-250, December.

2007

  1. D. Ramsey, 2007. "A model of a 2-player stopping game with priority and asynchronous observation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(1), pages 149-164, August.
  2. Kasperski, Adam & Zielinski, Pawel, 2007. "On combinatorial optimization problems on matroids with uncertain weights," European Journal of Operational Research, Elsevier, vol. 177(2), pages 851-864, March.

2006

  1. Edmund J. Collins & John M. McNamara & David M. Ramsey, 2006. "Learning rules for optimal selection in a varying environment: mate choice revisited," Behavioral Ecology, International Society for Behavioral Ecology, vol. 17(5), pages 799-809, September.
  2. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
  3. Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron, 2006. "Modelling catastrophe claims with left-truncated severity distributions," Computational Statistics, Springer, vol. 21(3), pages 537-555, December.

2005

  1. Edward Radosiński & Jacek Zabawa, 2005. "Simulation methods for production programming," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(3-4), pages 43-62.

2004

  1. Broszkiewicz-Suwaj, E & Makagon, A & Weron, R & Wyłomańska, A, 2004. "On detecting and modeling periodic correlation in financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 196-205.
  2. Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 39-48.

2003

  1. Sznajd-Weron, K. & Weron, R., 2003. "How effective is advertising in duopoly markets?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 437-444.
  2. Chanas, Stefan & Kasperski, Adam, 2003. "On two single machine scheduling problems with fuzzy processing times and fuzzy due dates," European Journal of Operational Research, Elsevier, vol. 147(2), pages 281-296, June.
  3. Adam Kasperski, 2003. "Sensitivity analysis in sequencing problems," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 13(4), pages 85-96.

2002

  1. Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
  2. K. Sznajd-Weron & R. Weron, 2002. "A Simple Model Of Price Formation," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 115-123.

2001

  1. Sznajd-Weron, K. & Weron, Rafał, 2001. "A new model of mass extinctions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 293(3), pages 559-565.
  2. Weron, R. & Kozłowska, B. & Nowicka-Zagrajek, J., 2001. "Modeling electricity loads in California: a continuous-time approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 344-350.
  3. Rafał Weron, 2001. "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 209-223.

2000

  1. Weron, Rafal & Przybyłowicz, Beata, 2000. "Hurst analysis of electricity price dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 462-468.
  2. Weron, Rafal, 2000. "Energy price risk management," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 285(1), pages 127-134.
  3. Burnecki, Krzysztof & Kukla, Grzegorz & Weron, Rafał, 2000. "Property insurance loss distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(1), pages 269-278.

1999

  1. Weron, Rafal & Weron, Karina & Weron, Aleksander, 1999. "A conditionally exponential decay approach to scaling in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 551-561.
  2. Weron, Aleksander & Mercik, Szymon & Weron, Rafal, 1999. "Origins of the scaling behaviour in the dynamics of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 562-569.
  3. Mercik, Szymon & Weron, Rafal, 1999. "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 267(1), pages 239-250.

1996

  1. Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June.

1987

  1. Lubicz, Marek & Mielczarek, Bozena, 1987. "Simulation modelling of emergency medical services," European Journal of Operational Research, Elsevier, vol. 29(2), pages 178-185, May.

1984

  1. Lubicz, Marek, 1984. "Effectiveness and efficiency of product quality inspection processes," Engineering Costs and Production Economics, Elsevier, vol. 8(3), pages 215-222, December.

Books

2023

  1. Wieslaw Dobrowolski, 2023. "Spreadsheet and Word Processor: Selected Issues and Task Guidelines (Arkusz kalkulacyjny i edytor tekstów: Wybrane zagadnienia i wskazówki do zadań)," WORMS Books (WORking papers in Management Science Books), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/B/23/01, March.

2011

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2011. "Statistical Tools for Finance and Insurance (2nd edition)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook1101.

2006

  1. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0601.

2005

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0501.

2000

  1. Aleksander Weron & Rafal Weron, 2000. "Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0001.

1998

  1. Aleksander Weron & Rafal Weron, 1998. "Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9801.

Chapters

2022

  1. Gregory Koronakos & Yiannis Smirlis & Dimitris Sotiros & Dimitris K. Despotis, 2022. "The OECD Better Life Index: A Guide for Well-Being Based Economic Diplomacy," Springer Books, in: Vincent Charles & Ali Emrouznejad (ed.), Modern Indices for International Economic Diplomacy, chapter 0, pages 19-53, Springer.

2020

  1. Paweł Maryniak & Rafał Weron, 2020. "What is the Probability of an Electricity Price Spike? Evidence from the UK Power Market," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 10, pages 231-245, World Scientific Publishing Co. Pte. Ltd..
  2. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2020. "Solving Robust Two-Stage Combinatorial Optimization Problems Under Convex Uncertainty," Operations Research Proceedings, in: Janis S. Neufeld & Udo Buscher & Rainer Lasch & Dominik Möst & Jörn Schönberger (ed.), Operations Research Proceedings 2019, pages 423-429, Springer.
  3. Romain Guillaume & Adam Kasperski & Paweł Zieliński, 2020. "Production Planning Under Demand Uncertainty: A Budgeted Uncertainty Approach," Operations Research Proceedings, in: Janis S. Neufeld & Udo Buscher & Rainer Lasch & Dominik Möst & Jörn Schönberger (ed.), Operations Research Proceedings 2019, pages 431-437, Springer.

2018

  1. Mikita Hradovich & Adam Kasperski & Paweł Zieliński, 2018. "Risk Averse Scheduling with Scenarios," Operations Research Proceedings, in: Natalia Kliewer & Jan Fabian Ehmke & Ralf Borndörfer (ed.), Operations Research Proceedings 2017, pages 435-441, Springer.

2017

  1. Adam Kasperski & Paweł Zieliński, 2017. "Robust Two-Stage Network Problems," Operations Research Proceedings, in: Karl Franz Dörner & Ivana Ljubic & Georg Pflug & Gernot Tragler (ed.), Operations Research Proceedings 2015, pages 35-40, Springer.

2016

  1. Adam Kasperski & Paweł Zieliński, 2016. "Robust Discrete Optimization Problems with the WOWA Criterion," Operations Research Proceedings, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther (ed.), Operations Research Proceedings 2014, edition 1, pages 271-277, Springer.
  2. Adam Kasperski & Paweł Zieliński, 2016. "Robust Discrete Optimization Under Discrete and Interval Uncertainty: A Survey," International Series in Operations Research & Management Science, in: Michael Doumpos & Constantin Zopounidis & Evangelos Grigoroudis (ed.), Robustness Analysis in Decision Aiding, Optimization, and Analytics, chapter 0, pages 113-143, Springer.
  3. Adam Kasperski & Paweł Zieliński, 2016. "Robust Single Machine Scheduling Problem with Weighted Number of Late Jobs Criterion," Operations Research Proceedings, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther (ed.), Operations Research Proceedings 2014, edition 1, pages 279-284, Springer.

2014

  1. Dimitris Sotiros & Yannis G. Smirlis & Dimitris K. Despotis, 2014. "Incorporating Intra- and Inter-Input/Output Weight Restrictions in Piecewise Linear DEA: An Application to the Assessment of the Research Activity in Higher Education," International Series in Operations Research & Management Science, in: Ali Emrouznejad & Emilyn Cabanda (ed.), Managing Service Productivity, edition 127, pages 37-54, Springer.
  2. Adam Kasperski & Adam Kurpisz & Paweł Zieliński, 2014. "Recoverable Robust Combinatorial Optimization Problems," Operations Research Proceedings, in: Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu (ed.), Operations Research Proceedings 2012, edition 127, pages 147-153, Springer.
  3. Adam Kasperski & Paweł Zieliński, 2014. "Sequencing Problems with Uncertain Parameters and the OWA Criterion," Operations Research Proceedings, in: Dennis Huisman & Ilse Louwerse & Albert P.M. Wagelmans (ed.), Operations Research Proceedings 2013, edition 127, pages 223-229, Springer.
  4. Adam Kasperski & Paweł Zieliński, 2014. "Approximating Combinatorial Optimization Problems with Uncertain Costs and the OWA Criterion," Operations Research Proceedings, in: Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu (ed.), Operations Research Proceedings 2012, edition 127, pages 141-146, Springer.

2006

  1. Rafał Weron & Ingve Simonsen, 2006. "Blackouts, risk, and fat-tailed distributions," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 215-219, Springer.

Software components

2021

  1. Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021. "EPFTOOLBOX: The first open-access PYTHON library for driving research in electricity price forecasting (EPF)," WORMS Software (WORking papers in Management Science Software) WORMS/C/21/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  2. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "ENERGIES_14_3249_MATLAB: MATLAB codes for computing combinations of electricity spot price forecasts as utilized in Jedrzejewski et al. (2021) Energies 14, 3249," WORMS Software (WORking papers in Management Science Software) WORMS/C/21/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  3. Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "ENERGIES_14_3249_PYTHON: Market data and PYTHON codes for computing electricity spot price forecasts using LASSO-estimated AR (LEAR) models as utilized in Jedrzejewski et al. (2021) Energies 14, 3249," WORMS Software (WORking papers in Management Science Software) WORMS/C/21/03, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.

2018

  1. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018. "ENERGIES_9_621_CODES: MATLAB codes for computing electricity spot price forecasts from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software ZIP18001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018. "ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software ZIP18002, Hugo Steinhaus Center, Wroclaw University of Technology.

2017

  1. Rafal Weron, 2017. "HOLTWINTERS: MATLAB function to compute forecasts of the Holt-Winters exponential smoothing model," HSC Software M17001, Hugo Steinhaus Center, Wroclaw University of Technology.

2016

  1. Jakub Nowotarski & Rafal Weron, 2016. "SCAR: MATLAB function to compute day-ahead predictions of the electricity spot price using the Seasonal Component AutoRegressive (SCAR) model," HSC Software M16001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Jakub Nowotarski & Rafal Weron, 2016. "SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"," HSC Software ZIP16002, Hugo Steinhaus Center, Wroclaw University of Technology.

2014

  1. Rafal Weron, 2014. "DESEASONALIZE: MATLAB function to remove short and long term seasonal components (new implementation)," HSC Software M013004, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 2014. "AWC_HURST: MATLAB function to compute the Hurst exponent using the Average Wavelet Coefficient (AWC) method," HSC Software M14002, Hugo Steinhaus Center, Wroclaw University of Technology.

2013

  1. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCSIMPLE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using simple methods," HSC Software M13001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCSIN: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using sine-based methods," HSC Software M13002, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "LTSCWAVE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using wavelet-based methods," HSC Software M13003, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "The World According to Spinson (WAS): Standalone application for simulating agent-based models," HSC Software ZIP13001, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Jakub Nowotarski & Rafal Weron, 2013. "LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"," HSC Software ZIP13002, Hugo Steinhaus Center, Wroclaw University of Technology.

2012

  1. Joanna Janczura & Rafal Weron, 2012. "CI_POWERTAIL: MATLAB function to test for 'dragon kings' vs. 'black swans'," HSC Software M12001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Joanna Janczura & Rafal Weron, 2012. "CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails," HSC Software M12002, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Joanna Janczura & Rafal Weron, 2012. "E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter," HSC Software M12005, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Rafal Weron, 2012. "RUNNINGMEDIAN: MATLAB function to compute a running median of a time series," HSC Software M12006, Hugo Steinhaus Center, Wroclaw University of Technology.

2011

  1. Rafal Weron, 2011. "GPH: MATLAB function to estimate the Hurst exponent using the Geweke-Porter-Hudak (1983) spectral estimator (periodogram regression method)," HSC Software M11001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron, 2011. "DFA: MATLAB function to compute the Hurst exponent using Detrended Fluctuation Analysis (DFA)," HSC Software M11002, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Rafal Weron, 2011. "HURST: MATLAB function to compute the Hurst exponent using R/S Analysis," HSC Software M11003, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Joanna Janczura & Rafal Weron, 2011. "MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes," HSC Software M11004, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Joanna Janczura & Rafal Weron, 2011. "MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes," HSC Software M11005, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Joanna Janczura & Rafal Weron, 2011. "MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes," HSC Software M11006, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Joanna Janczura & Rafal Weron, 2011. "PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model," HSC Software M11007, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Joanna Janczura & Rafal Weron, 2011. "PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model," HSC Software M11008, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Joanna Janczura & Rafal Weron, 2011. "MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes," HSC Software M11009, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Joanna Janczura & Rafal Weron, 2011. "MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes," HSC Software M11010, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Joanna Janczura & Rafal Weron, 2011. "MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes," HSC Software M11011, Hugo Steinhaus Center, Wroclaw University of Technology.

2010

  1. Rafal Weron, 2010. "REMST: MATLAB function to remove trend and seasonal component using the moving average method," Statistical Software Components M429001, Boston College Department of Economics.
  2. Rafal Weron, 2010. "DESEASONALIZE: MATLAB function to remove short and long term seasonal components," Statistical Software Components M429002, Boston College Department of Economics.
  3. Rafal Weron, 2010. "STABLERND: MATLAB function to generate random numbers from the stable distribution," Statistical Software Components M429003, Boston College Department of Economics.
  4. Rafal Weron, 2010. "STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT," Statistical Software Components M429004, Boston College Department of Economics.
  5. Szymon Borak & Rafal Weron, 2010. "STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis," Statistical Software Components M429005, Boston College Department of Economics.
  6. Szymon Borak & Rafal Weron, 2010. "STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch," Statistical Software Components M429004, Boston College Department of Economics.
  7. Szymon Borak & Rafal Weron, 2010. "STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams," Statistical Software Components M429004, Boston College Department of Economics.
  8. Rafal Weron, 2010. "MRJD_MLE: MATLAB function to estimate parameters of a Mean-Reverting Jump-Diffusion (MRJD) process using maximum likelihood," Statistical Software Components M429004, Boston College Department of Economics.
  9. Rafal Weron, 2010. "MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process," Statistical Software Components M429004, Boston College Department of Economics.
  10. Rafal Weron, 2010. "MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process," Statistical Software Components M429004, Boston College Department of Economics.
  11. Agnieszka Janek & Rafal Weron, 2010. "GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model," Statistical Software Components M430001, Boston College Department of Economics.
  12. Agnieszka Janek & Rafal Weron, 2010. "HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999)," Statistical Software Components M430002, Boston College Department of Economics.
  13. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model," Statistical Software Components M430003, Boston College Department of Economics.
  14. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile," Statistical Software Components M430004, Boston College Department of Economics.
  15. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002)," Statistical Software Components M430005, Boston College Department of Economics.
  16. Agnieszka Janek & Rafal Weron, 2010. "HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model," Statistical Software Components M430006, Boston College Department of Economics.
  17. Agnieszka Janek & Rafal Weron, 2010. "PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model," Statistical Software Components M430007, Boston College Department of Economics.
  18. Rafal Weron, 2010. "SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)," Statistical Software Components M430008, Boston College Department of Economics.
  19. Agnieszka Janek & Rafal Weron, 2010. "SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model," Statistical Software Components M430009, Boston College Department of Economics.
  20. Agnieszka Janek & Rafal Weron, 2010. "STF2HES_EX: MATLAB example scripts for "FX smile in the Heston model"," HSC Software ZIP10001, Hugo Steinhaus Center, Wroclaw University of Technology.
  21. Agnieszka Janek & Rafal Weron, 2010. "STF2HES: MATLAB functions for "FX smile in the Heston model"," HSC Software ZIP10002, Hugo Steinhaus Center, Wroclaw University of Technology.

2008

  1. Joanna Nowicka-Zagrajek & Rafal Weron, 2008. "COR: MATLAB function to compute the correlation coefficients," HSC Software M08001, Hugo Steinhaus Center, Wroclaw University of Technology.

2007

  1. Rafal Weron, 2007. "CHRISTOF: MATLAB function to perform Christoffersen's (1998) tests of coverage," HSC Software M07001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Rafal Weron & Jakub Jurdziak & Adam Misiorek, 2007. "MFE Toolbox ver. 1.0.1 for MATLAB," HSC Software ZIP00001, Hugo Steinhaus Center, Wroclaw University of Technology.

2006

  1. Rafal Weron, 2006. "PERIODOG: MATLAB function to compute and plot the periodogram of a time series," HSC Software M06001, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Adam Misiorek & Stefan Trueck & Rafal Weron, 2006. "SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"," HSC Software ZIP06001, Hugo Steinhaus Center, Wroclaw University of Technology.

1998

  1. Rafal Weron, 1998. "Financial Engineering Toolbox (FET) ver. 2.5 for MATLAB," HSC Software ZIP98001, Hugo Steinhaus Center, Wroclaw University of Technology.

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