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Details about Katarzyna Maciejowska

E-mail:
Phone:+48607924451
Workplace:Katedra Badań Operacyjnych i Inteligencji Biznesowej (Department of Operations Research and Business Intelligence), Politechnika Wrocławska (Wroclaw University of Science and Technology), (more information at EDIRC)

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

  1. A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets
    Papers, arXiv.org Downloads View citations (7)
  2. Forecasting Electricity Prices
    Papers, arXiv.org Downloads View citations (2)
  3. LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
    Papers, arXiv.org Downloads View citations (3)

2020

  1. 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 Downloads View citations (19)
    See also Journal Article PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices, Energies, MDPI (2020) Downloads View citations (16) (2020)

2019

  1. 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 Downloads
    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) Downloads View citations (49) (2020)
  2. Electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (17)
  3. 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 Downloads View citations (2)

2016

  1. Impact of social interactions on demand curves for innovative products
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (1)

2015

  1. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (2)
    See also Journal Article A hybrid model for GEFCom2014 probabilistic electricity price forecasting, International Journal of Forecasting, Elsevier (2016) Downloads View citations (60) (2016)
  2. 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 Downloads View citations (6)
  3. 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 Downloads

2014

  1. Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads
  2. Fundamental and speculative shocks, what drives electricity prices?
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (20)
  3. Modeling consumer opinions towards dynamic pricing: An agent-based approach
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (2)
  4. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (15)
    See also Journal Article Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging, International Journal of Forecasting, Elsevier (2016) Downloads View citations (86) (2016)
  5. Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (3)

2013

  1. Assessing the number of components in a normal mixture: an alternative approach
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads 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) Downloads View citations (21) (2015)
  3. 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 Downloads View citations (12)
  4. Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (4)
  5. Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology Downloads View citations (4)
    See also Journal Article Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs, Energy Policy, Elsevier (2014) Downloads View citations (50) (2014)

2010

  1. Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory
    Economics Working Papers, European University Institute Downloads View citations (2)
  2. Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
    Economics Working Papers, European University Institute Downloads View citations (3)

2009

  1. Structural Vector Autoregressions with Markov Switching
    Economics Working Papers, European University Institute Downloads View citations (10)
    See also Journal Article Structural vector autoregressions with Markov switching, Journal of Economic Dynamics and Control, Elsevier (2010) Downloads View citations (187) (2010)

Journal Articles

2021

  1. Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices
    Energy Economics, 2021, 99, (C) Downloads View citations (30)

2020

  1. Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach
    Energy Economics, 2020, 85, (C) Downloads 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) Downloads (2019)
  2. PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
    Energies, 2020, 13, (14), 1-19 Downloads View citations (16)
    See also Working Paper PCA forecast averaging - predicting day-ahead and intraday electricity prices, WORking papers in Management Science (WORMS) (2020) Downloads View citations (19) (2020)

2019

  1. Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits
    Energies, 2019, 12, (4), 1-15 Downloads View citations (43)

2016

  1. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    International Journal of Forecasting, 2016, 32, (3), 1051-1056 Downloads View citations (60)
    See also Working Paper A hybrid model for GEFCom2014 probabilistic electricity price forecasting, HSC Research Reports (2015) Downloads View citations (2) (2015)
  2. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    International Journal of Forecasting, 2016, 32, (3), 957-965 Downloads View citations (86)
    See also Working Paper Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging, HSC Research Reports (2014) Downloads View citations (15) (2014)

2015

  1. Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
    Computational Statistics, 2015, 30, (3), 805-819 Downloads 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) Downloads View citations (4) (2013)

2014

  1. Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs
    Energy Policy, 2014, 72, (C), 164-174 Downloads View citations (50)
    See also Working Paper Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs, HSC Research Reports (2013) Downloads View citations (4) (2013)

2010

  1. 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 Downloads View citations (3)
  2. Structural vector autoregressions with Markov switching
    Journal of Economic Dynamics and Control, 2010, 34, (2), 121-131 Downloads View citations (187)
    See also Working Paper Structural Vector Autoregressions with Markov Switching, Economics Working Papers (2009) Downloads View citations (10) (2009)
 
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