Details about Katarzyna Maciejowska
Access statistics for papers by Katarzyna Maciejowska.
Last updated 2022-09-14. Update your information in the RePEc Author Service.
Short-id: pma1510
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Working Papers
2022
- A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets
Papers, arXiv.org View citations (7)
- Forecasting Electricity Prices
Papers, arXiv.org View citations (2)
- LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
Papers, arXiv.org View citations (3)
2020
- PCA forecast averaging - predicting day-ahead and intraday electricity prices
WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (19)
See also Journal Article PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices, Energies, MDPI (2020) View citations (16) (2020)
2019
- Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology 
See also Journal Article Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach, Energy Economics, Elsevier (2020) View citations (49) (2020)
- Electricity price forecasting
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (17)
- Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
2016
- Impact of social interactions on demand curves for innovative products
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (1)
2015
- A hybrid model for GEFCom2014 probabilistic electricity price forecasting
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
See also Journal Article A hybrid model for GEFCom2014 probabilistic electricity price forecasting, International Journal of Forecasting, Elsevier (2016) View citations (60) (2016)
- Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (6)
- Two faces of word-of-mouth: Understanding the impact of social interactions on demand curves for innovative products
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
2014
- Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
- Fundamental and speculative shocks, what drives electricity prices?
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (20)
- Modeling consumer opinions towards dynamic pricing: An agent-based approach
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
- Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (15)
See also Journal Article Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging, International Journal of Forecasting, Elsevier (2016) View citations (86) (2016)
- Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (3)
2013
- Assessing the number of components in a normal mixture: an alternative approach
MPRA Paper, University Library of Munich, Germany
- Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (4)
See also Journal Article Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships, Computational Statistics, Springer (2015) View citations (21) (2015)
- Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (12)
- Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (4)
- Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (4)
See also Journal Article Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs, Energy Policy, Elsevier (2014) View citations (50) (2014)
2010
- Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory
Economics Working Papers, European University Institute View citations (2)
- Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
Economics Working Papers, European University Institute View citations (3)
2009
- Structural Vector Autoregressions with Markov Switching
Economics Working Papers, European University Institute View citations (10)
See also Journal Article Structural vector autoregressions with Markov switching, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (187) (2010)
Journal Articles
2021
- Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices
Energy Economics, 2021, 99, (C) View citations (30)
2020
- Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach
Energy Economics, 2020, 85, (C) View citations (49)
See also Working Paper Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach, HSC Research Reports (2019) (2019)
- PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
Energies, 2020, 13, (14), 1-19 View citations (16)
See also Working Paper PCA forecast averaging - predicting day-ahead and intraday electricity prices, WORking papers in Management Science (WORMS) (2020) View citations (19) (2020)
2019
- Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits
Energies, 2019, 12, (4), 1-15 View citations (43)
2016
- A hybrid model for GEFCom2014 probabilistic electricity price forecasting
International Journal of Forecasting, 2016, 32, (3), 1051-1056 View citations (60)
See also Working Paper A hybrid model for GEFCom2014 probabilistic electricity price forecasting, HSC Research Reports (2015) View citations (2) (2015)
- Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
International Journal of Forecasting, 2016, 32, (3), 957-965 View citations (86)
See also Working Paper Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging, HSC Research Reports (2014) View citations (15) (2014)
2015
- Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
Computational Statistics, 2015, 30, (3), 805-819 View citations (21)
See also Working Paper Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships, HSC Research Reports (2013) View citations (4) (2013)
2014
- Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
Energy Policy, 2014, 72, (C), 164-174 View citations (50)
See also Working Paper Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs, HSC Research Reports (2013) View citations (4) (2013)
2010
- Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
Central European Journal of Economic Modelling and Econometrics, 2010, 2, (4), 279-314 View citations (3)
- Structural vector autoregressions with Markov switching
Journal of Economic Dynamics and Control, 2010, 34, (2), 121-131 View citations (187)
See also Working Paper Structural Vector Autoregressions with Markov Switching, Economics Working Papers (2009) View citations (10) (2009)
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