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

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 View citations (7)
2. Forecasting Electricity Prices
   Papers, arXiv.org View citations (2)
3. LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
   Papers, arXiv.org View citations (3)

2020

4. 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

5. 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 (53) (2020)
6. Electricity price forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (17)
7. 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

8. 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

9. 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 (62) (2016)
10. 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)
11. 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

12. Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
13. Fundamental and speculative shocks, what drives electricity prices?
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (20)
14. 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)
15. 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)
16. 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

17. Assessing the number of components in a normal mixture: an alternative approach
    MPRA Paper, University Library of Munich, Germany
18. 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)
19. 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)
20. 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)
21. 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

22. Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory
    Economics Working Papers, European University Institute View citations (2)
23. 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

24. 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 (189) (2010)

Journal Articles

2021

1. Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices
   Energy Economics, 2021, 99, (C) View citations (36)

2020

2. 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 (53)
   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)
3. 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

4. Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits
   Energies, 2019, 12, (4), 1-15 View citations (44)

2016

5. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
   International Journal of Forecasting, 2016, 32, (3), 1051-1056 View citations (62)
   See also Working Paper A hybrid model for GEFCom2014 probabilistic electricity price forecasting, HSC Research Reports (2015) View citations (2) (2015)
6. 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

7. 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

8. 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

9. 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)
10. Structural vector autoregressions with Markov switching
    Journal of Economic Dynamics and Control, 2010, 34, (2), 121-131 View citations (189)
    See also Working Paper Structural Vector Autoregressions with Markov Switching, Economics Working Papers (2009) View citations (10) (2009)