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D-Index & Metrics

Economics and Finance

D-Index
63
Citations
16305
World Ranking
695
National Ranking
1

Overview

Rafał Weron is affiliated with Wrocław University of Science and Technology in Poland. Their research primarily focuses on engineering, with a particular emphasis on electrical and electronic engineering. The scope of their work also extends into management science and operations research, economics and econometrics, renewable energy, sustainability, the environment, and marketing.

The main topics addressed in Weron's research include:

  • Energy Load and Power Forecasting
  • Electric Power System Optimization
  • Market Dynamics and Volatility
  • Energy Efficiency and Management
  • Image and Signal Denoising Methods
  • Facility Location and Emergency Management
  • Stock Market Forecasting Methods

Weron has contributed to several frequently cited research papers, including:

  • Energy Forecasting: A Review and Outlook, 2020, IEEE Open Access Journal of Power and Energy
  • Regularized quantile regression averaging for probabilistic electricity price forecasting, 2021, Energy Economics
  • Operational Research: methods and applications, 2023, Journal of the Operational Research Society
  • Electricity Price Forecasting: The Dawn of Machine Learning, 2022, IEEE Power and Energy Magazine
  • Energy Forecasting: A Review and Outlook, 2024, RePEc: Research Papers in Economics

The scientist collaborates frequently with several co-authors, including Grzegorz Marcjasz, Bartosz Uniejewski, Jesus Lago, Weronika Nitka, and Tao Hong. The ongoing partnerships with these co-authors are evident across multiple publications.

Weron's work is often published in venues such as arXiv (Cornell University), RePEc: Research Papers in Economics, IEEE Open Access Journal of Power and Energy, Energy Economics, and the Journal of the Operational Research Society.

Best Publications

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

    Rafał Weron

  • Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach

    Rafal Weron

  • Energy forecasting: A review and outlook

    Tao Hong;Pierre Pinson;Yi Wang;Rafał Weron

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

    Rafał Weron

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

    Jakub Nowotarski;Rafał Weron

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

    Rafał Weron;Adam Misiorek

  • Statistical Tools for Finance and Insurance

    Pavel Cizek;Wolfgang Karl Härdle;Rafal Weron

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

    Rafał Weron

  • Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark

    Jesus Lago;Grzegorz Marcjasz;Bart De Schutter;Rafał Weron

  • Modeling electricity prices: jump diffusion and regime switching

    R Weron;M Bierbrauer;S Trück

  • Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts

    Bidong Liu;Jakub Nowotarski;Tao Hong;Rafal Weron

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

    Adam Misiorek;Stefan Trueck;Rafal Weron

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

    Joanna Janczura;Rafal Weron

  • Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

    Joanna Janczura;Stefan Trück;Rafał Weron;Rodney C. Wolff

  • Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks

    Florian Ziel;Rafał Weron

  • Modeling and Forecasting Electricity Loads and Prices

    Rafal ⁄ Weron

  • Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime

    Rafał Weron

  • Market price of risk implied by Asian-style electricity options and futures☆

    Rafał Weron

  • Modeling electricity loads in California: ARMA models with hyperbolic noise

    J. Nowicka-Zagrajek;R. Weron

  • An empirical comparison of alternative schemes for combining electricity spot price forecasts

    Jakub Nowotarski;Eran Raviv;Stefan Trück;Rafał Weron

  • Statistical Tools in Finance and Insurance

    Pavel C´ıˇzek;Wolfgang H¨ardle;Rafal Weron

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

    Joanna Janczura;Rafał Weron

Frequent Co-Authors

Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Svetlozar T. Rachev
Svetlozar T. Rachev Texas Tech University
Bart De Schutter
Bart De Schutter Delft University of Technology
Hamidreza Zareipour
Hamidreza Zareipour University of Calgary
Dazhi Yang
Dazhi Yang Harbin Institute of Technology
Pierre Pinson
Pierre Pinson Technical University of Denmark

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