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Adam Misiorek

Personal Details

First Name:Adam
Middle Name:
Last Name:Misiorek
Suffix:
RePEc Short-ID:pmi383
[This author has chosen not to make the email address public]
Terminal Degree:2013 Wydział Informatyki i Zarządzania; Politechnika Wrocławska (from RePEc Genealogy)

Affiliation

(50%) Santander Consumer Bank Polska (SCBank)

http://www.santanderconsumer.pl/
Poland, Wrocław

(50%) Wydział Informatyki i Zarządzania
Politechnika Wrocławska

Wrocław, Poland
http://wiz.pwr.wroc.pl/

:


RePEc:edi:iopwrpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
  3. Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, 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. Adam Misiorek, 2008. "Short-term forecasting of electricity prices: Do we need a different model for each hour?," HSC Research Reports HSC/08/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. 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.
  7. 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.
  8. 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.
  9. Adam Misiorek & Rafal Weron, 2006. "Interval forecasting of spot electricity prices," HSC Research Reports HSC/06/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Rafal Weron & Adam Misiorek, 2005. "Forecasting Spot Electricity Prices With Time Series Models," Econometrics 0504001, University Library of Munich, Germany.
  11. Rafal Weron & Adam Misiorek, 2005. "Modeling and forecasting electricity loads: A comparison," Econometrics 0502004, University Library of Munich, Germany.

Articles

  1. 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.
  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.

Software components

  1. 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.
  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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 8 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.
  1. NEP-ECM: Econometrics (5) 2005-04-16 2007-01-14 2007-03-24 2010-05-02 2010-10-09. Author is listed
  2. NEP-ENE: Energy Economics (5) 2005-04-16 2005-04-16 2007-01-14 2007-03-24 2008-09-20. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2005-04-16 2005-04-16 2007-03-24
  4. NEP-FOR: Forecasting (3) 2007-01-14 2007-03-24 2008-09-20
  5. NEP-FMK: Financial Markets (1) 2010-10-09
  6. NEP-IAS: Insurance Economics (1) 2010-05-02
  7. NEP-ORE: Operations Research (1) 2008-09-20
  8. NEP-RMG: Risk Management (1) 2010-05-02

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