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Details about Adam Misiorek

Workplace:Santander Consumer Bank Polska
Wydział Informatyki i Zarządzania (Faculty of Computer Science and Management), Politechnika Wrocławska (Wroclaw University of Technology), (more information at EDIRC)

Access statistics for papers by Adam Misiorek.

Last updated 2018-04-03. Update your information in the RePEc Author Service.

Short-id: pmi383


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Working Papers

2010

  1. Heavy-tailed distributions in VaR calculations
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)
  2. Loss Distributions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
  3. Models for Heavy-tailed Asset Returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2010) Downloads View citations (7)
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology (2010) Downloads View citations (1)

2008

  1. Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (110)
    See also Journal Article in International Journal of Forecasting (2008)
  2. Short-term forecasting of electricity prices: Do we need a different model for each hour?
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (9)

2007

  1. 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 Downloads View citations (2)

2006

  1. Interval forecasting of spot electricity prices
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (14)
  2. Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  3. Short-term electricity price forecasting with time series models: A review and evaluation
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (11)

2005

  1. FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS
    Econometrics, University Library of Munich, Germany Downloads View citations (19)
  2. Modeling and forecasting electricity loads: A comparison
    Econometrics, University Library of Munich, Germany Downloads 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 Downloads View citations (114)
    See also Working Paper (2008)

2006

  1. Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 1-36 Downloads View citations (106)

Software Items

2007

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

2006

  1. 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 Technology Downloads
 
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