| Electricity price forecasting: A review of the state-of-the-art with a look into the future R Weron International journal of forecasting 30 (4), 1030-1081, 2014 | 2263 | 2014 |
| Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach R Weron Wiley, 2006 | 1658 | 2006 |
| Recent advances in electricity price forecasting: A review of probabilistic forecasting J Nowotarski, R Weron Renewable and Sustainable Energy Reviews 81, 1548-1568, 2018 | 682 | 2018 |
| Energy forecasting: A review and outlook T Hong, P Pinson, Y Wang, R Weron, D Yang, H Zareipour IEEE Open Access Journal of Power and Energy 7, 376-388, 2020 | 678 | 2020 |
| Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models R Weron, A Misiorek International Journal of Forecasting 24 (4), 744-763, 2008 | 642 | 2008 |
| Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark J Lago, G Marcjasz, B De Schutter, R Weron Applied Energy 293, 116983, 2021 | 613 | 2021 |
| Estimating long-range dependence: finite sample properties and confidence intervals R Weron Physica A: Statistical Mechanics and its Applications 312 (1-2), 285-299, 2002 | 609 | 2002 |
| On the Chambers-Mallows-Stuck method for simulating skewed stable random variables R Weron Statistics & probability letters 28 (2), 165-171, 1996 | 460 | 1996 |
| Statistical tools for finance and insurance P Cizek, W Härdle, R Weron Springer Verlag, 2005 | 431* | 2005 |
| Probabilistic load forecasting via quantile regression averaging on sister forecasts B Liu, J Nowotarski, T Hong, R Weron IEEE Transactions on Smart Grid 8 (2), 730-737, 2015 | 415 | 2015 |
| Inżynieria finansowa A Weron, R Weron WNT, Warszawa, 1998 | 404* | 1998 |
| Modeling electricity prices: jump diffusion and regime switching R Weron, M Bierbrauer, S Trück Physica A: Statistical Mechanics and its Applications 336 (1-2), 39-48, 2004 | 375 | 2004 |
| Point and interval forecasting of spot electricity prices: Linear vs. non-linear time series models A Misiorek, S Trueck, R Weron Studies in Nonlinear Dynamics & Econometrics 10 (3), 2006 | 354 | 2006 |
| Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks F Ziel, R Weron Energy Economics 70, 396-420, 2018 | 314 | 2018 |
| Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling J Janczura, S Trück, R Weron, RC Wolff Energy Economics 38, 96-110, 2013 | 310 | 2013 |
| An empirical comparison of alternate regime-switching models for electricity spot prices J Janczura, R Weron Energy economics 32 (5), 1059-1073, 2010 | 296 | 2010 |
| Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx KG Olivares, C Challu, G Marcjasz, R Weron, A Dubrawski International Journal of Forecasting 39 (2), 884-900, 2023 | 291 | 2023 |
| Stable Distributions S Borak, W Härdle, R Weron Statistical tools for finance and insurance, 21-44, 2005 | 259 | 2005 |
| Market price of risk implied by Asian-style electricity options and futures R Weron Energy Economics 30 (3), 1098-1115, 2008 | 239 | 2008 |
| Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime R Weron International Journal of Modern Physics C 12 (2), 209-223, 2001 | 239 | 2001 |
Jakub NowotarskiWroclaw University of TechnologyVerified email at pwr.wroc.pl
