Details about Adam Misiorek

Access statistics for papers by Adam Misiorek.

Last updated 2022-10-24. Update your information in the RePEc Author Service.

Short-id: pmi383

Working Papers

2010

1. Heavy-tailed distributions in VaR calculations
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
2. Loss Distributions
   MPRA Paper, University Library of Munich, Germany View citations (16)
3. Models for Heavy-tailed Asset Returns
   MPRA Paper, University Library of Munich, Germany View citations (16)
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2010)
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology (2010) View citations (1)

2008

4. Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
   MPRA Paper, University Library of Munich, Germany View citations (180)
   See also Journal Article Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models, International Journal of Forecasting, Elsevier (2008) View citations (169) (2008)
5. Short-term forecasting of electricity prices: Do we need a different model for each hour?
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (10)

2007

6. Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
   MPRA Paper, University Library of Munich, Germany View citations (2)

2006

7. Interval forecasting of spot electricity prices
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (141)
8. Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market
   MPRA Paper, University Library of Munich, Germany View citations (7)
9. Short-term electricity price forecasting with time series models: A review and evaluation
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (16)

2005

10. FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS
    Econometrics, University Library of Munich, Germany View citations (32)
11. Modeling and forecasting electricity loads: A comparison
    Econometrics, University Library of Munich, Germany View citations (13)

Journal Articles

2008

1. Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
   International Journal of Forecasting, 2008, 24, (4), 744-763 View citations (169)
   See also Working Paper Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models, MPRA Paper (2008) View citations (180) (2008)

2006

2. Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
   Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 36 View citations (155)

Software Items

2007

1. MFE Toolbox ver. 1.0.1 for MATLAB
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology

2006

2. SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology