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Content
2019
- HSC/19/08 Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices
by Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron - HSC/19/07 Balancing RES generation: Profitability of an energy trader
by Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron - HSC/19/06 Attitudes and Opinions of Social Media Users Towards Smart Meters' Rollout in Turkey
by Yash Chawla & Anna Kowalska-Pyzalska & Burcu Oralhan - HSC/19/05 Marketing and communications channels for diffusion of smart meters in Portugal
by Yash Chawla & Anna Kowalska-Pyzalska & Paulo Duarte Silveira - HSC/19/04 Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
by Bartosz Uniejewski & Rafal Weron - HSC/19/03 Perspectives of smart meters' roll-out in India: an empirical analysis of consumers' awareness and preferences
by Yash Chawla & Anna Kowalska-Pyzalska & Anna Skowronska-Szmer - HSC/19/02 Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach
by Katarzyna Maciejowska - HSC/19/01 Electricity price forecasting
by Katarzyna Maciejowska & Rafal Weron
2018
- HSC/18/08 Electricity price forecasting
by Rafal Weron & Florian Ziel - HSC/18/07 Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO
by Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron - HSC/18/06 Selection of calibration windows for day-ahead electricity price forecasting
by Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron - HSC/18/05 Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?
by Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron - HSC/18/04 Household willingness to pay for green electricity in Poland
by Anna Kowalska-Pyzalska & David Ramsey - HSC/18/03 A note on averaging day-ahead electricity price forecasts across calibration windows
by Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron - HSC/18/02 Efficient forecasting of electricity spot prices with expert and LASSO models
by Bartosz Uniejewski & Rafal Weron - HSC/18/01 An empirical analysis of green energy adoption among residential consumers in Poland
by Anna Kowalska-Pyzalska
2017
- HSC/17/05 Habitat momentum
by Pawel Maryniak & Rafal Weron - HSC/17/04 The role of educational trainings in the diffusion of smart metering platforms: An agent-based modeling approach
by Tomasz Weron & Anna Kowalska-Pyzalska & Rafal Weron - HSC/17/03 Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models
by Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron - HSC/17/02 On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting
by Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron - HSC/17/01 Variance stabilizing transformations for electricity spot price forecasting
by Bartosz Uniejewski & Rafal Weron & Florian Ziel
2016
- HSC/16/10 Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets
by Pawel Maryniak & Stefan Trueck & Rafal Weron - HSC/16/09 What makes consumers adopt to innovative energy services in the energy market?
by Anna Kowalska-Pyzalska - HSC/16/08 Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models
by Florian Ziel & Rafal Weron - HSC/16/07 Recent advances in electricity price forecasting: A review of probabilistic forecasting
by Jakub Nowotarski & Rafal Weron - HSC/16/06 Automated variable selection and shrinkage for day-ahead electricity price forecasting
by Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron - HSC/16/05 On the importance of the long-term seasonal component in day-ahead electricity price forecasting
by Jakub Nowotarski & Rafal Weron - HSC/16/04 Impact of social interactions on demand curves for innovative products
by Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Rafal Weron - HSC/16/03 Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion
by Anna Kowalska-Pyzalska & Karolina Cwik & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron - HSC/16/02 The diamond model of social response within an agent-based approach
by Paul R. Nail & Katarzyna Sznajd-Weron - HSC/16/01 To combine or not to combine? Recent trends in electricity price forecasting
by Jakub Nowotarski & Rafal Weron
2015
- HSC/15/10 Difficulty is critical: Psychological factors in modeling diffusion of green products and practices
by Katarzyna Byrka & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron & Rafal Weron - HSC/15/09 Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products
by Katarzyna Maciejowska & Arkadiusz Jedrzejewski & Anna Kowalska-Pyzalska & Katarzyna Sznajd-Weron & Rafal Weron - HSC/15/08 Electric load forecasting with recency effect: A big data approach
by Pu Wang & Bidong Liu & Tao Hong - HSC/15/07 Social acceptance of green energy and dynamic electricity tariffs - a short review
by Anna Kowalska-Pyzalska - HSC/15/06 A hybrid model for GEFCom2014 probabilistic electricity price forecasting
by Katarzyna Maciejowska & Jakub Nowotarski - HSC/15/05 Improving short term load forecast accuracy via combining sister forecasts
by Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong - HSC/15/04 Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals
by Katarzyna Maciejowska & Rafal Weron - HSC/15/03 Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period
by Stefan Trück & Rafal Weron - HSC/15/02 Sister models for load forecast combination
by Bidong Liu & Jiali Liu & Tao Hong - HSC/15/01 Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
by Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron
2014
- HSC/14/13 13 lucky tips to juggle the analytics of forecasting
by Tao Hong - HSC/14/12 Evaluating the performance of VaR models in energy markets
by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic - HSC/14/11 Forecasting the occurrence of electricity price spikes in the UK power market
by Pawel Maryniak & Rafal Weron - HSC/14/10 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron - HSC/14/09 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron - HSC/14/08 Modelling price spikes in electricity markets - the impact of load, weather and capacity
by Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron - HSC/14/07 Electricity price forecasting: A review of the state-of-the-art with a look into the future
by Rafal Weron - HSC/14/06 Modeling consumer opinions towards dynamic pricing: An agent-based approach
by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron - HSC/14/05 Fundamental and speculative shocks, what drives electricity prices?
by Katarzyna Maciejowska - HSC/14/04 A note on using the Hodrick-Prescott filter in electricity markets
by Rafal Weron & Michal Zator - HSC/14/03 Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
by Jakub Nowotarski & Rafal Weron - HSC/14/02 A review of electricity price forecasting: The past, the present and the future
by Rafal Weron - HSC/14/01 Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach
by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron
2013
- HSC/13/17 Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)
by Jakub Nowotarski - HSC/13/16 Global Energy Forecasting Competition 2012
by Tao Hong & Pierre Pinson & Shu Fan - HSC/13/15 Energy forecasting: Past, present and future
by Tao Hong - HSC/13/14 Fuzzy interaction regression for short term load forecasting
by Tao Hong & Pu Wang - HSC/13/13 Long term probabilistic load forecasting and normalization with hourly information
by Tao Hong & Jason Wilson & Jingrui Xie - HSC/13/12 Computing electricity spot price prediction intervals using quantile regression and forecast averaging
by Jakub Nowotarski & Rafal Weron - HSC/13/11 Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships
by Katarzyna Maciejowska & Rafal Weron - HSC/13/10 Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Karol Suszczynski & Rafal Weron - HSC/13/09 Rewiring the network. What helps an innovation to diffuse?
by Katarzyna Sznajd-Weron & Janusz Szwabinski & Rafal Weron & Tomasz Weron - HSC/13/08 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
by Rafal Weron & Michal Zator - HSC/13/07 An empirical comparison of alternate schemes for combining electricity spot price forecasts
by Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron - HSC/13/06 Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis
by Michal Zator - HSC/13/05 Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs
by Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron - HSC/13/04 Diffusion of innovation within an agent-based model: Spinsons, independence and advertising
by Piotr Przybyla & Katarzyna Sznajd-Weron & Rafal Weron - HSC/13/03 A review of optimization methods for evaluation of placement of distributed generation into distribution networks (Przegląd metod optymalizacji przyłączenia rozproszonych źródeł energii do sieci elektroenergetycznej)
by Anna Kowalska-Pyzalska - HSC/13/02 Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices
by Jakub Nowotarski & Jakub Tomczyk & Rafal Weron - HSC/13/01 Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market
by Katarzyna Maciejowska & Rafal Weron
2012
- HSC/12/07 Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments
by Anna Kowalska-Pyzalska - HSC/12/06 Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
by Jakub Nowotarski & Jakub Tomczyk & Rafal Weron - HSC/12/05 A new method for automated noise cancellation in electromagnetic field measurement
by Pawe³ Bieñkowski & Krzysztof Burnecki & Joanna Janczura & Rafal Weron & Bart³omiej Zubrzak - HSC/12/04 Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators
by Marcin Magdziarz & Janusz Gajda - HSC/12/03 Modeling of short term interest rate based on tempered fractional Langevin equation
by Janusz Gajda - HSC/12/02 The relationship between spot and futures CO2 emission allowance prices in the EU-ETS
by Stefan Trück & Wolfgang Härdle & Rafal Weron - HSC/12/01 Inference for Markov-regime switching models of electricity spot prices
by Joanna Janczura & Rafal Weron
2011
- HSC/11/07 Usage of metaheuristic methods of optimization of distributed generation placement into the distribution network (Możliwości zastosowania algorytmów metaheurystycznych do optymalizacji przyłączenia rozprosznych źródeł energii do sieci elektroenergetycznej)
by Anna Kowalska-Pyzalska - HSC/11/06 Multidimensional Levy walk and its scaling limits
by Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz - HSC/11/05 Option pricing in subdiffusive Bachelier model
by Marcin Magdziarz & Sebastian Orzel & Aleksander Weron - HSC/11/04 Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution
by Agnieszka Wylomanska - HSC/11/03 Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description
by Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska - HSC/11/02 Efficient estimation of Markov regime-switching models: An application to electricity spot prices
by Joanna Janczura & Rafal Weron - HSC/11/01 Black swans or dragon kings? A simple test for deviations from the power law
by Joanna Janczura & Rafal Weron
2010
- HSC/10/07 Smart grid as a chance for distributed generation (Koncepcja smart grid szansą dla rozwoju generacji rozproszonej)
by Anna Kowalska-Pyzalska - HSC/10/06 Optimal bidding strategies on the power market based on the stochastic models
by Magdalena Weglarz & Agnieszka Wylomanska - HSC/10/05 Heavy-tailed distributions in VaR calculations
by Adam Misiorek & Rafal Weron - HSC/10/04 Ruin Probability in Finite Time
by Krzysztof Burnecki & Marek Teuerle - HSC/10/03 Building Loss Models
by Krzysztof Burnecki & Joanna Janczura & Rafal Weron - HSC/10/02 FX Smile in the Heston Model
by Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup - HSC/10/01 Models for Heavy-tailed Asset Returns
by Szymon Borak & Adam Misiorek & Rafal Weron
2009
- HSC/09/04 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 do sieci elektroenergetycznej z wykorzystaniem optymalizacji po współrzędnych)
by Anna Kowalska-Pyzalska - HSC/09/03 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 elektroenergetycznej z wykorzystaniem programowania liniowego)
by Anna Kowalska-Pyzalska - HSC/09/02 Calibration of the subdiffusive Black–Scholes model
by Sebastian Orzel & Aleksander Weron - HSC/09/01 Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)
by Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron
2008
- HSC/08/03 Modelling energy forward prices
by Joanna Janczura & Aleksander Weron - HSC/08/02 The impact of forward trading on the spot power price volatility with Cournot competition
by Sandro Sapio & Agnieszka Wylomanska - HSC/08/01 Short-term forecasting of electricity prices: Do we need a different model for each hour?
by Adam Misiorek
2007
- HSC/07/01 Asymptotic behavior of the finite time ruin probability of a gamma Levy process
by Zbigniew Michna & Aleksander Weron
2006
- HSC/06/06 Visualization tools for insurance risk processes
by Krzysztof Burnecki & Rafal Weron - HSC/06/05 Interval forecasting of spot electricity prices
by Adam Misiorek & Rafal Weron - HSC/06/04 Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)
by Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wylomanska - HSC/06/03 Analytical and numerical approach to corporate operational risk modelling
by Pawel Mista - HSC/06/02 Financial engineering methods in insurance
by Jan Iwanik - HSC/06/01 Short-term electricity price forecasting with time series models: A review and evaluation
by Rafal Weron & Adam Misiorek
2005
- HSC/05/04 Sznajd model and its applications
by Katarzyna Sznajd-Weron - HSC/05/03 Calibration of the multifactor HJM model for energy market
by Ewa Broszkiewicz-Suwaj & Aleksander Weron - HSC/05/02 Heavy tails and electricity prices
by Rafal Weron - HSC/05/01 Modeling catastrophe claims with left-truncated severity distributions (extended version)
by Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trueck & Rafal Weron
2004
- HSC/04/06 Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients
by Agnieszka Wylomanska - HSC/04/05 Pure risk premiums under deductibles. A quantitative management in actuarial practice
by Krzysztof Burnecki & Joanna Nowicka-Zagrajek & Aleksander Weron - HSC/04/04 Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)
by Ewa Broszkiewicz-Suwaj & Agnieszka Wylomanska - HSC/04/03 Principal Components Analysis in implied volatility modeling (Analiza skladowych glownych w modelowaniu implikowanej zmiennosci)
by Rafal Weron & Slawomir Wojcik - HSC/04/02 Power markets in Poland and worldwide (Rynki energii elektrycznej w Polsce i na swiecie)
by Rafal Weron - HSC/04/01 Finding the optimal exercise time for American warrants on WIG20 futures (Wyznaczanie optymalnego momentu wykonania warrantów amerykańskich na kontrakty futures na indeks WIG20)
by Bartosz Stawiarski
2003
- HSC/03/05 A new De Vylder type approximation of the ruin probability in infinite time
by Krzysztof Burnecki & Pawel Mista & Aleksander Weron - HSC/03/04 An introduction to simulation of risk processes
by Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron - HSC/03/03 On ARMA(1,q) models with bounded and periodically correlated solutions
by Aleksander Weron & Agnieszka Wylomanska - HSC/03/02 Methods for determining the presence of periodic correlation based on the bootstrap methodology
by Ewa Broszkiewicz-Suwaj - HSC/03/01 Modeling electricity prices: jump diffusion and regime switching
by Rafal Weron & Michael Bierbrauer & Stefan Trück
2002
- HSC/02/04 Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach
by Rafal Weron - HSC/02/03 Simulation of Pickands constants
by Krzysztof Burnecki & Zbigniew Michna - HSC/02/02 Modeling electricity loads in California: ARMA models with hyperbolic noise
by Joanna Nowicka-Zagrajek & Rafal Weron - HSC/02/01 On annuities under random rates of interest
by Krzysztof Burnecki & Agnieszka Marciniuk & Aleksander Weron
2001
- HSC/01/03 Estimating long range dependence: finite sample properties and confidence intervals
by Rafal Weron - HSC/01/02 Dependence structure of stable R-GARCH processes
by Joanna Nowicka-Zagrajek & Aleksander Weron - HSC/01/01 Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
by Rafal Weron
2000
- HSC/00/04 Opinion evolution in closed community
by Katarzyna Sznajd-Weron & Jozef Sznajd - HSC/00/03 Property insurance loss distributions
by Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron - HSC/00/02 Energy price risk management
by Rafal Weron - HSC/00/01 Hurst analysis of electricity price dynamics
by Rafal Weron & Beata Przybylowicz
1999
- HSC/99/01 A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)
by Tomasz Garlinski & Rafal Weron
1998
- HSC/98/03 Self-similar models in risk theory
by Krzysztof Burnecki - HSC/98/02 Scaling in currency exchange: A Conditionally Exponential Decay approach
by Szymon Mercik & Rafal Weron - HSC/98/01 Origins of the scaling behaviour in the dynamics of financial data
by Aleksander Weron & Szymon Mercik & Rafal Weron
1997
- HSC/97/03 Spectral representation and structure of self-similar processes
by Krzysztof Burnecki & Jan Rosinski & Aleksander Weron - HSC/97/02 The Lamperti transformation for self-similar processes
by Krzysztof Burnecki & Makoto Maejima & Aleksander Weron - HSC/97/01 Evolution in a changing environment
by Katarzyna Sznajd-Weron & Rafal Weron
1996
- HSC/96/02 Approximation of stochastic differential equations driven by alpha-stable Levy motion
by Aleksander Janicki & Zbigniew Michna & Aleksander Weron - HSC/96/01 Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"
by Rafal Weron
1995
- HSC/95/02 Analysis of ROBECO data by neural networks
by Wojtek Kowalczyk & Rafal Weron - HSC/95/01 Performance of the estimators of stable law parameters
by Rafal Weron
1994
- HSC/94/01 Can One See Alpha-stable Variables and Processes?
by Aleksander Janicki & Aleksander Weron