EconPapers    
Economics at your fingertips  
 

HSC Research Reports

from Hugo Steinhaus Center, Wroclaw University of Technology
Contact information at EDIRC.
Series data maintained by Rafal Weron ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


HSC/14/12: Evaluating the performance of VaR models in energy markets Downloads
Saša Žiković, Rafał Weron and Ivana Tomas Zikovic
HSC/14/11: Forecasting the occurrence of electricity price spikes in the UK power market Downloads
Pawel Maryniak and Rafał Weron
HSC/14/10: Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts Downloads
Tao Hong, Katarzyna Maciejowska, Jakub Nowotarski and Rafał Weron
HSC/14/09: Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging Downloads
Katarzyna Maciejowska, Jakub Nowotarski and Rafał Weron
HSC/14/08: Modelling price spikes in electricity markets - the impact of load, weather and capacity Downloads
Rangga Handika, Chi Truong, Stefan Trueck and Rafał Weron
HSC/14/07: Electricity price forecasting: A review of the state-of-the-art with a look into the future Downloads
Rafał Weron
HSC/14/06: Modeling consumer opinions towards dynamic pricing: An agent-based approach Downloads
Anna Kowalska-Pyzalska, Katarzyna Maciejowska, Katarzyna Sznajd-Weron and Rafał Weron
HSC/14/05: Fundamental and speculative shocks, what drives electricity prices? Downloads
Katarzyna Maciejowska
HSC/14/04: A note on using the Hodrick-Prescott filter in electricity markets Downloads
Rafał Weron and Michał Zator
HSC/14/03: Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices Downloads
Jakub Nowotarski and Rafał Weron
HSC/14/02: A review of electricity price forecasting: The past, the present and the future Downloads
Rafał Weron
HSC/14/01: Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach Downloads
Anna Kowalska-Pyzalska, Katarzyna Maciejowska, Katarzyna Sznajd-Weron and Rafał Weron
HSC/13/12: Computing electricity spot price prediction intervals using quantile regression and forecast averaging Downloads
Jakub Nowotarski and Rafał Weron
HSC/13/11: Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships Downloads
Katarzyna Maciejowska and Rafał Weron
HSC/13/10: Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs Downloads
Anna Kowalska-Pyzalska, Katarzyna Maciejowska, Katarzyna Sznajd-Weron, Karol Suszczynski and Rafał Weron
HSC/13/09: Rewiring the network. What helps an innovation to diffuse? Downloads
Katarzyna Sznajd-Weron, Janusz Szwabinski, Rafał Weron and Tomasz Weron
HSC/13/08: Revisiting the relationship between spot and futures prices in the Nord Pool electricity market Downloads
Rafał Weron and Michał Zator
HSC/13/07: An empirical comparison of alternate schemes for combining electricity spot price forecasts Downloads
Jakub Nowotarski, Eran Raviv, Stefan Trueck and Rafał Weron
HSC/13/06: Relationship between spot and futures prices in electricity markets: Pitfalls of regression analysis Downloads
Michał Zator
HSC/13/05: Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs Downloads
Anna Kowalska-Pyzalska, Katarzyna Maciejowska, Katarzyna Sznajd-Weron and Rafał Weron
HSC/13/04: Diffusion of innovation within an agent-based model: Spinsons, independence and advertising Downloads
Piotr Przybyla, Katarzyna Sznajd-Weron and Rafał Weron
HSC/13/03: A review of optimization methods for evaluation of placement of distributed generation into distribution networks (Przegląd metod optymalizacji przyłączenia rozproszonych źródeł energii do sieci elektroenergetycznej) Downloads
Anna Kowalska-Pyzalska
HSC/13/02: Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices Downloads
Jakub Nowotarski, Jakub Tomczyk and Rafał Weron
HSC/13/01: Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market Downloads
Katarzyna Maciejowska and Rafał Weron
HSC/12/07: Optimal placement of distributed generation in the distribution network: Assessment of economic and technical effectiveness of investments Downloads
Anna Kowalska-Pyzalska
HSC/12/06: Robust estimation and forecasting of the long-term seasonal component of electricity spot prices Downloads
Jakub Nowotarski, Jakub Tomczyk and Rafał Weron
HSC/12/05: A new method for automated noise cancellation in electromagnetic field measurement Downloads
Pawel Bienkowski, Krzysztof Burnecki, Joanna Janczura, Rafał Weron and Bartlomiej Zubrzak
HSC/12/04: Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators Downloads
Marcin Magdziarz and Janusz Gajda
HSC/12/03: Modeling of short term interest rate based on tempered fractional Langevin equation Downloads
Janusz Gajda
HSC/12/02: The relationship between spot and futures CO2 emission allowance prices in the EU-ETS Downloads
Stefan Trück, Wolfgang Karl Härdle and Rafał Weron
HSC/12/01: Inference for Markov-regime switching models of electricity spot prices Downloads
Joanna Janczura and Rafał Weron
HSC/11/07: Usage of metaheuristic methods of optimization of distributed generation placement into the distribution network (Możliwości zastosowania algorytmów metaheurystycznych do optymalizacji przyłączenia rozprosznych źródeł energii do sieci elektroenergetycznej) Downloads
Anna Kowalska-Pyzalska
HSC/11/06: Multidimensional Levy walk and its scaling limits Downloads
Marek Antoni Teuerle, Piotr Zebrowski and Marcin Magdziarz
HSC/11/05: Option pricing in subdiffusive Bachelier model Downloads
Marcin Magdziarz, Sebastian Orzeł and Aleksander Weron
HSC/11/04: Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution Downloads
Agnieszka Wyłomańska
HSC/11/03: Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description Downloads
Joanna Janczura, Sebastian Orzeł and Agnieszka Wyłomańska
HSC/11/02: Efficient estimation of Markov regime-switching models: An application to electricity spot prices Downloads
Joanna Janczura and Rafał Weron
HSC/11/01: Black swans or dragon kings? A simple test for deviations from the power law Downloads
Joanna Janczura and Rafał Weron
HSC/10/07: Smart grid as a chance for distributed generation (Koncepcja smart grid szansą dla rozwoju generacji rozproszonej) Downloads
Anna Kowalska-Pyzalska
HSC/10/06: Optimal bidding strategies on the power market based on the stochastic models Downloads
Magdalena Weglarz and Agnieszka Wyłomańska
HSC/10/05: Heavy-tailed distributions in VaR calculations Downloads
Adam Misiorek and Rafał Weron
HSC/10/04: Ruin Probability in Finite Time Downloads
Krzysztof Burnecki and Marek Antoni Teuerle
HSC/10/03: Building Loss Models Downloads
Krzysztof Burnecki, Joanna Janczura and Rafał Weron
HSC/10/02: FX Smile in the Heston Model Downloads
Agnieszka Janek, Tino Kluge, Rafał Weron and Uwe Wystup
HSC/10/01: Models for Heavy-tailed Asset Returns Downloads
Szymon Borak, Adam Misiorek and Rafał Weron
HSC/09/04: Optimization of the decision on the integration of distributed generation with the electrical grid using optimization of coordinates (Optymalizacja decyzji o przyłączeniu rozproszonych źródeł energii do sieci elektroenergetycznej z wykorzystaniem optymalizacji po współrzędnych) Downloads
Anna Kowalska-Pyzalska
HSC/09/03: Optimization of the decision on the integration of distributed generation with the electrical grid using linear programming (Optymalizacja decyzji o przyłączeniu rozproszonych źródeł energii do sieci elektroenergetycznej z wykorzystaniem programowania liniowego) Downloads
Anna Kowalska-Pyzalska
HSC/09/02: Calibration of the subdiffusive Black–Scholes model Downloads
Sebastian Orzeł and Aleksander Weron
HSC/09/01: Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat) Downloads
Piotr Zielonka, Przemyslaw Sawicki and Rafał Weron
HSC/08/03: Modelling energy forward prices Downloads
Joanna Janczura and Aleksander Weron
Page updated 2014-10-21
Sorted by number, 2d-year left