Bartosz Uniejewski
Personal Details
First Name: | Bartosz |
Middle Name: | |
Last Name: | Uniejewski |
Suffix: | |
RePEc Short-ID: | pun47 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2023 Katedra Badań Operacyjnych i Inteligencji Biznesowej; Politechnika Wrocławska (from RePEc Genealogy) |
Affiliation
Katedra Badań Operacyjnych i Inteligencji Biznesowej
Politechnika Wrocławska
Wrocław, Polandhttp://kbo.pwr.edu.pl/
RePEc:edi:kbpwrpl (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers 2404.02270, arXiv.org, revised Oct 2024.
- Bartosz Uniejewski, 2024. "Regularization for electricity price forecasting," Papers 2404.03968, arXiv.org.
- Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2024. "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," WORking papers in Management Science (WORMS) WORMS/24/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- 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.
- Katarzyna Maciejowska & Tomasz Serafin & Bartosz Uniejewski, 2023. "Probabilistic forecasting with Factor Quantile Regression: Application to electricity trading," Papers 2303.08565, arXiv.org.
- Bartosz Uniejewski & Katarzyna Maciejowska, 2022.
"LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling,"
Papers
2207.04794, arXiv.org.
- Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023. "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
- Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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 Science and Technology.
- Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
- 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 Science and Technology.
- 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.
Articles
- Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023.
"LASSO principal component averaging: A fully automated approach for point forecast pooling,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
- Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
- Uniejewski, Bartosz & Weron, Rafał, 2021.
"Regularized quantile regression averaging for probabilistic electricity price forecasting,"
Energy Economics, Elsevier, vol. 95(C).
- 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 Science and Technology.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
- 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.
- 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.
- 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.
- 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.
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
- 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.
- 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 Science and Technology.
Software components
- 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 Science and Technology.
- 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 Science and Technology.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (17) 2016-07-30 2017-02-19 2017-05-14 2017-08-27 2018-09-03 2018-09-03 2018-09-10 2019-12-23 2020-03-02 2020-03-02 2020-05-18 2022-05-23 2023-03-13 2023-04-24 2024-05-06 2024-05-06 2024-08-12. Author is listed
- NEP-FOR: Forecasting (17) 2016-07-30 2017-02-19 2017-05-14 2017-08-27 2018-09-03 2018-09-03 2019-12-23 2020-03-02 2020-03-02 2020-05-18 2022-05-23 2022-08-22 2023-03-13 2023-04-24 2024-05-06 2024-05-06 2024-08-12. Author is listed
- NEP-REG: Regulation (5) 2016-07-30 2017-08-27 2018-09-03 2018-09-10 2022-05-23. Author is listed
- NEP-BIG: Big Data (3) 2017-08-27 2018-09-03 2024-05-06
- NEP-ETS: Econometric Time Series (3) 2018-09-03 2018-09-03 2022-08-22
- NEP-ORE: Operations Research (3) 2016-07-30 2017-08-27 2019-12-23
- NEP-CIS: Confederation of Independent States (2) 2024-05-06 2024-08-12
- NEP-CMP: Computational Economics (2) 2017-08-27 2018-09-03
- NEP-ECM: Econometrics (2) 2019-12-23 2022-08-22
- NEP-MST: Market Microstructure (2) 2018-09-10 2020-03-02
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