D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 48 Citations 10,527 145 World Ranking 760 National Ranking 1

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Normal distribution
  • Finance

His primary areas of study are Econometrics, Spot contract, Electricity market, Electricity price and Financial economics. His work deals with themes such as Demand forecasting, Markov chain and Regression, which intersect with Econometrics. He combines subjects such as Autoregressive conditional heteroskedasticity, Statistics and Spike with his study of Spot contract.

His Electricity market research incorporates elements of Mid price, Limit price, Market price and Mean reversion. The study incorporates disciplines such as Regime switching and Stylized fact in addition to Electricity price. His Probabilistic forecasting research is multidisciplinary, incorporating elements of Variety, Statistical hypothesis testing, Electricity price forecasting and State.

His most cited work include:

  • Electricity price forecasting: A review of the state-of-the-art with a look into the future (734 citations)
  • Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (609 citations)
  • Estimating long-range dependence: finite sample properties and confidence intervals (271 citations)

What are the main themes of his work throughout his whole career to date?

Rafał Weron spends much of his time researching Econometrics, Spot contract, Electricity price forecasting, Statistics and Function. His Econometrics research is multidisciplinary, relying on both Series and Markov chain. His work in Spot contract addresses issues such as Stylized fact, which are connected to fields such as Regime switching.

His study focuses on the intersection of Electricity price forecasting and fields such as Feature selection with connections in the field of Regression. His Autoregressive model study combines topics from a wide range of disciplines, such as Calibration and Quantile regression. His Volatility study combines topics in areas such as Interest rate and Mean reversion.

He most often published in these fields:

  • Econometrics (46.39%)
  • Spot contract (17.94%)
  • Electricity price forecasting (14.88%)

What were the highlights of his more recent work (between 2015-2021)?

  • Electricity price forecasting (14.88%)
  • Econometrics (46.39%)
  • Autoregressive model (10.94%)

In recent papers he was focusing on the following fields of study:

Rafał Weron mostly deals with Electricity price forecasting, Econometrics, Autoregressive model, Feature selection and Lasso. His work carried out in the field of Electricity price forecasting brings together such families of science as Artificial neural network, Probabilistic logic, Energy forecasting and MATLAB. His study in the field of Quantile regression is also linked to topics like Term.

His Quantile regression research integrates issues from Quantile, Spot contract and Consensus forecast. His Autoregressive model study integrates concerns from other disciplines, such as Calibration and Committee machine. His research integrates issues of Shrinkage, Statistics, Regression and Selection operator in his study of Feature selection.

Between 2015 and 2021, his most popular works were:

  • Recent advances in electricity price forecasting: A review of probabilistic forecasting (177 citations)
  • Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts (154 citations)
  • Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging (86 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Normal distribution
  • Finance

His main research concerns Econometrics, Electricity price forecasting, Feature selection, Autoregressive model and Probabilistic forecasting. His research in Econometrics intersects with topics in Univariate, Selection and Spot contract. His biological study spans a wide range of topics, including Shrinkage, Regularization, Prediction interval and Factor analysis.

The concepts of his Electricity price forecasting study are interwoven with issues in Renewable generation, Empirical research and Component. His Feature selection research incorporates themes from Selection operator, Lasso and Regression. The various areas that Rafał Weron examines in his Autoregressive model study include Artificial neural network and Calibration.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach

Rafal Weron.
(2006)

1298 Citations

Electricity price forecasting: A review of the state-of-the-art with a look into the future

Rafał Weron.
International Journal of Forecasting (2014)

1194 Citations

Estimating long-range dependence: finite sample properties and confidence intervals

Rafał Weron.
Physica A-statistical Mechanics and Its Applications (2002)

460 Citations

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

Rafał Weron;Adam Misiorek.
International Journal of Forecasting (2008)

414 Citations

On the Chambers-Mallows-Stuck method for simulating skewed stable random variables

Rafał Weron.
Statistics & Probability Letters (1996)

379 Citations

Modeling electricity prices: jump diffusion and regime switching

R Weron;M Bierbrauer;S Trück.
Physica A-statistical Mechanics and Its Applications (2004)

320 Citations

Statistical Tools for Finance and Insurance

Pavel Cizek;Wolfgang Karl Härdle;Rafal Weron.
HSC Books (2005)

315 Citations

Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models

Adam Misiorek;Stefan Trueck;Rafal Weron.
Studies in Nonlinear Dynamics and Econometrics (2006)

299 Citations

Recent advances in electricity price forecasting: A review of probabilistic forecasting

Jakub Nowotarski;Rafał Weron.
Renewable & Sustainable Energy Reviews (2018)

253 Citations

An empirical comparison of alternate regime-switching models for electricity spot prices

Joanna Janczura;Rafal Weron.
Energy Economics (2010)

251 Citations

Editorial Boards

If you think any of the details on this page are incorrect, let us know.

Contact us

Best Scientists Citing Rafał Weron

Wolfgang Karl Härdle

Wolfgang Karl Härdle

Humboldt-Universität zu Berlin

Publications: 45

Derek W. Bunn

Derek W. Bunn

London Business School

Publications: 28

Aleksander Weron

Aleksander Weron

Wrocław University of Science and Technology

Publications: 18

Fred Espen Benth

Fred Espen Benth

University of Oslo

Publications: 18

Svetlozar T. Rachev

Svetlozar T. Rachev

Texas Tech University

Publications: 17

Hamidreza Zareipour

Hamidreza Zareipour

University of Calgary

Publications: 15

Joao P. S. Catalao

Joao P. S. Catalao

University of Porto

Publications: 14

Chongqing Kang

Chongqing Kang

Tsinghua University

Publications: 14

Pierre Pinson

Pierre Pinson

Technical University of Denmark

Publications: 13

Ning Zhang

Ning Zhang

Tsinghua University

Publications: 11

Ricardo J. Bessa

Ricardo J. Bessa

University of Porto

Publications: 10

Henrik Madsen

Henrik Madsen

Technical University of Denmark

Publications: 10

Lennart Söder

Lennart Söder

Royal Institute of Technology

Publications: 9

Julien Chevallier

Julien Chevallier

Université Paris Cité

Publications: 9

Leandro dos Santos Coelho

Leandro dos Santos Coelho

Pontifícia Universidade Católica do Paraná

Publications: 9

Wolf Fichtner

Wolf Fichtner

Karlsruhe Institute of Technology

Publications: 8

Something went wrong. Please try again later.