Weronika Nitka
Personal Details
First Name: | Weronika |
Middle Name: | |
Last Name: | Nitka |
Suffix: | |
RePEc Short-ID: | pni435 |
[This author has chosen not to make the email address public] | |
Affiliation
Katedra Badań Operacyjnych i Inteligencji Biznesowej
Politechnika Wrocławska
Wrocław, Polandhttp://kbo.pwr.edu.pl/
RePEc:edi:kbpwrpl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Weronika Nitka & Rafa{l} Weron, 2023.
"Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?,"
Papers
2308.15443, arXiv.org.
- Weronika Nitka & Rafał Weron, 2023. "Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 105-118.
- Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022. "Calibration window selection based on change-point detection for forecasting electricity prices," Papers 2204.00872, arXiv.org.
- Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021. "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS) WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
Articles
- Weronika Nitka & Rafał Weron, 2023.
"Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?,"
Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 105-118.
- Weronika Nitka & Rafa{l} Weron, 2023. "Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Papers 2308.15443, arXiv.org.
- Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021. "Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices," Energy Economics, Elsevier, vol. 99(C).
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020. "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, vol. 13(1), pages 1-15, January.
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits," Energies, MDPI, vol. 12(4), pages 1-15, February.
- Nitka, Weronika & Burnecki, Krzysztof, 2019. "Impact of solar activity on precipitation in the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 527(C).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Weronika Nitka & Rafa{l} Weron, 2023.
"Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?,"
Papers
2308.15443, arXiv.org.
- Weronika Nitka & Rafał Weron, 2023. "Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 105-118.
Cited by:
- Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024.
"Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression,"
Papers
2404.02270, arXiv.org, revised Oct 2024.
- Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, vol. 139(C).
- Bartosz Uniejewski, 2024.
"Regularization for electricity price forecasting,"
Papers
2404.03968, arXiv.org.
- Bartosz Uniejewski, 2024. "Regularization for electricity price forecasting," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 34(3), pages 267-286.
- Katarzyna Maciejowska & Weronika Nitka, 2024. "Multiple split approach -- multidimensional probabilistic forecasting of electricity markets," Papers 2407.07795, arXiv.org.
- Manuel Zamudio López & Hamidreza Zareipour & Mike Quashie, 2024. "Forecasting the Occurrence of Electricity Price Spikes: A Statistical-Economic Investigation Study," Forecasting, MDPI, vol. 6(1), pages 1-23, February.
- Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022.
"Calibration window selection based on change-point detection for forecasting electricity prices,"
Papers
2204.00872, arXiv.org.
Cited by:
- Madadkhani, Shiva & Ikonnikova, Svetlana, 2024. "Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices," Energy Economics, Elsevier, vol. 129(C).
- Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021.
"Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method,"
WORking papers in Management Science (WORMS)
WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
Cited by:
- Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020.
"Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark,"
Papers
2008.08004, arXiv.org, revised Dec 2020.
- Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Applied Energy, Elsevier, vol. 293(C).
- Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022. "Calibration window selection based on change-point detection for forecasting electricity prices," Papers 2204.00872, arXiv.org.
- Madadkhani, Shiva & Ikonnikova, Svetlana, 2024. "Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices," Energy Economics, Elsevier, vol. 129(C).
- Jun Dong & Xihao Dou & Aruhan Bao & Yaoyu Zhang & Dongran Liu, 2022. "Day-Ahead Spot Market Price Forecast Based on a Hybrid Extreme Learning Machine Technique: A Case Study in China," Sustainability, MDPI, vol. 14(13), pages 1-24, June.
- Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020.
"Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark,"
Papers
2008.08004, arXiv.org, revised Dec 2020.
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019.
"Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices,"
HSC Research Reports
HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
Cited by:
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020. "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, vol. 13(1), pages 1-15, January.
Articles
- Weronika Nitka & Rafał Weron, 2023.
"Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?,"
Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 105-118.
See citations under working paper version above.
- Weronika Nitka & Rafa{l} Weron, 2023. "Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Papers 2308.15443, arXiv.org.
- Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021.
"Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices,"
Energy Economics, Elsevier, vol. 99(C).
Cited by:
- Jiang, Ping & Nie, Ying & Wang, Jianzhou & Huang, Xiaojia, 2023. "Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme," Energy Economics, Elsevier, vol. 117(C).
- Oliver Grothe & Fabian Kachele & Fabian Kruger, 2022. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Papers 2204.10154, arXiv.org.
- Katarzyna Maciejowska, 2022. "A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets," Papers 2205.00975, arXiv.org.
- Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023.
"Forecasting electricity prices with expert, linear, and nonlinear models,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
- Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
- Lu, Xin & Qiu, Jing & Zhang, Cuo & Lei, Gang & Zhu, Jianguo, 2024. "Seizing unconventional arbitrage opportunities in virtual power plants: A profitable and flexible recruitment approach," Applied Energy, Elsevier, vol. 358(C).
- Bartosz Uniejewski, 2023. "Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices," Papers 2302.00411, arXiv.org, revised Nov 2024.
- Ehsani, Behdad & Pineau, Pierre-Olivier & Charlin, Laurent, 2024. "Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks," Applied Energy, Elsevier, vol. 359(C).
- Mira Watermeyer & Thomas Mobius & Oliver Grothe & Felix Musgens, 2023. "A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling," Papers 2304.09336, arXiv.org.
- Chai, Shanglei & Li, Qiang & Abedin, Mohammad Zoynul & Lucey, Brian M., 2024. "Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Hakan Acaroğlu & Fausto Pedro García Márquez, 2021. "Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy," Energies, MDPI, vol. 14(22), pages 1-23, November.
- Weronika Nitka & Rafa{l} Weron, 2023.
"Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?,"
Papers
2308.15443, arXiv.org.
- Weronika Nitka & Rafał Weron, 2023. "Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 105-118.
- Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022.
"Distributional neural networks for electricity price forecasting,"
Papers
2207.02832, arXiv.org, revised Dec 2022.
- Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
- Grothe, Oliver & Kächele, Fabian & Krüger, Fabian, 2023. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 120(C).
- Jiang, He & Dong, Yawei & Dong, Yao & Wang, Jianzhou, 2024. "Power load forecasting based on spatial–temporal fusion graph convolution network," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
- Kirchner-Bossi, Nicolas & Kathari, Gabriel & Porté-Agel, Fernando, 2024. "A hybrid physics-based and data-driven model for intra-day and day-ahead wind power forecasting considering a drastically expanded predictor search space," Applied Energy, Elsevier, vol. 367(C).
- Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020.
"Trading on short-term path forecasts of intraday electricity prices,"
WORking papers in Management Science (WORMS)
WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022. "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, vol. 112(C).
- Nie, Ying & Li, Ping & Wang, Jianzhou & Zhang, Lifang, 2024. "A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism," Applied Energy, Elsevier, vol. 366(C).
- Rainer Baule & Michael Naumann, 2021. "Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market," Energies, MDPI, vol. 14(22), pages 1-24, November.
- Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
- Janczura, Joanna & Wójcik, Edyta, 2022. "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, vol. 110(C).
- Loizidis, Stylianos & Kyprianou, Andreas & Georghiou, George E., 2024. "Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets," Applied Energy, Elsevier, vol. 363(C).
- Konstantinos Plakas & Ioannis Karampinis & Panayiotis Alefragis & Alexios Birbas & Michael Birbas & Alex Papalexopoulos, 2023. "A Predictive Fuzzy Logic Model for Forecasting Electricity Day-Ahead Market Prices for Scheduling Industrial Applications," Energies, MDPI, vol. 16(10), pages 1-21, May.
- Katarzyna Maciejowska & Weronika Nitka, 2024. "Multiple split approach -- multidimensional probabilistic forecasting of electricity markets," Papers 2407.07795, arXiv.org.
- Miller, J. Isaac & Nam, Kyungsik, 2022.
"Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions,"
Energy Economics, Elsevier, vol. 114(C).
- J. Isaac Miller & Kyungsik Nam, 2021. "Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions," Working Papers 2112, Department of Economics, University of Missouri.
- Thomas Mobius & Mira Watermeyer & Oliver Grothe & Felix Musgens, 2023. "Enhancing Energy System Models Using Better Load Forecasts," Papers 2302.11017, arXiv.org.
- Jing Wan & Jiehui Huang & Zhiyuan Liao & Chunquan Li & Peter X. Liu, 2022. "A Multi-View Ensemble Width-Depth Neural Network for Short-Term Wind Power Forecasting," Mathematics, MDPI, vol. 10(11), pages 1-20, May.
- Silvia Golia & Luigi Grossi & Matteo Pelagatti, 2022. "Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices," Forecasting, MDPI, vol. 5(1), pages 1-21, December.
- Rainer Baule & Michael Naumann, 2022. "Flexible Short-Term Electricity Certificates—An Analysis of Trading Strategies on the Continuous Intraday Market," Energies, MDPI, vol. 15(17), pages 1-28, August.
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020.
"Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader,"
Energies, MDPI, vol. 13(1), pages 1-15, January.
Cited by:
- Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023.
"Forecasting electricity prices with expert, linear, and nonlinear models,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
- Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
- Grzegorz Zimon & Dominik Zimon, 2020. "The Impact of Purchasing Group on the Profitability of Companies Operating in the Renewable Energy Sector—The Case of Poland," Energies, MDPI, vol. 13(24), pages 1-15, December.
- Skrzypczak, Dawid & Trzaska, Krzysztof & Mikula, Katarzyna & Gil, Filip & Izydorczyk, Grzegorz & Mironiuk, Małgorzata & Polomska, Xymena & Moustakas, Konstantinos & Witek-Krowiak, Anna & Chojnacka, Ka, 2023. "Conversion of anaerobic digestates from biogas plants: Laboratory fertilizer formulation, scale-up and demonstration of applicative properties on plants," Renewable Energy, Elsevier, vol. 203(C), pages 506-517.
- Lu Zhu & Lanli Hu & Serhat Yüksel & Hasan Dinçer & Hüsne Karakuş & Gözde Gülseven Ubay, 2020. "Analysis of Strategic Directions in Sustainable Hydrogen Investment Decisions," Sustainability, MDPI, vol. 12(11), pages 1-19, June.
- Grzegorz Zimon & Hossein Tarighi & Mahdi Salehi & Adam Sadowski, 2022. "Assessment of Financial Security of SMEs Operating in the Renewable Energy Industry during COVID-19 Pandemic," Energies, MDPI, vol. 15(24), pages 1-18, December.
- Adam Sulich & Letycja Sołoducho-Pelc, 2021. "Renewable Energy Producers’ Strategies in the Visegrád Group Countries," Energies, MDPI, vol. 14(11), pages 1-21, May.
- Grzegorz Lew & Beata Sadowska & Katarzyna Chudy-Laskowska & Grzegorz Zimon & Magdalena Wójcik-Jurkiewicz, 2021. "Influence of Photovoltaic Development on Decarbonization of Power Generation—Example of Poland," Energies, MDPI, vol. 14(22), pages 1-20, November.
- Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020.
"Trading on short-term path forecasts of intraday electricity prices,"
WORking papers in Management Science (WORMS)
WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022. "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, vol. 112(C).
- Janczura, Joanna & Wójcik, Edyta, 2022. "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, vol. 110(C).
- Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021. "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS) WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023.
"Forecasting electricity prices with expert, linear, and nonlinear models,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019.
"Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits,"
Energies, MDPI, vol. 12(4), pages 1-15, February.
Cited by:
- Tim Janke & Florian Steinke, 2019. "Forecasting the Price Distribution of Continuous Intraday Electricity Trading," Energies, MDPI, vol. 12(22), pages 1-14, November.
- Katarzyna Maciejowska, 2022. "A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets," Papers 2205.00975, arXiv.org.
- Michael Kostmann & Wolfgang K. Härdle, 2019.
"Forecasting in Blockchain-Based Local Energy Markets,"
Energies, MDPI, vol. 12(14), pages 1-27, July.
- Kostmann, Michael & Härdle, Wolfgang Karl, 2019. "Forecasting in Blockchain-based Local Energy Markets," IRTG 1792 Discussion Papers 2019-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Bartosz Uniejewski & Katarzyna Maciejowska, 2022.
"LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling,"
Papers
2207.04794, arXiv.org.
- Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023. "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
- Klie, Leo & Madlener, Reinhard, 2024. "Concentration versus diversification: A spatial deployment approach to improve the economics of wind power," Energy Policy, Elsevier, vol. 185(C).
- Dimitrios Kontogiannis & Dimitrios Bargiotas & Aspassia Daskalopulu & Athanasios Ioannis Arvanitidis & Lefteri H. Tsoukalas, 2022. "Error Compensation Enhanced Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 15(4), pages 1-21, February.
- Christopher Kath & Florian Ziel, 2020. "Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories," Papers 2009.07892, arXiv.org, revised Oct 2020.
- Hakan Acaroğlu & Fausto Pedro García Márquez, 2021. "Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy," Energies, MDPI, vol. 14(22), pages 1-23, November.
- Li, Wei & Paraschiv, Florentina, 2022. "Modelling the evolution of wind and solar power infeed forecasts," Journal of Commodity Markets, Elsevier, vol. 25(C).
- Marcin Malec & Grzegorz Kinelski & Marzena Czarnecka, 2021. "The Impact of COVID-19 on Electricity Demand Profiles: A Case Study of Selected Business Clients in Poland," Energies, MDPI, vol. 14(17), pages 1-17, August.
- Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022.
"Distributional neural networks for electricity price forecasting,"
Papers
2207.02832, arXiv.org, revised Dec 2022.
- Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
- Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020.
"PCA forecast averaging - predicting day-ahead and intraday electricity prices,"
WORking papers in Management Science (WORMS)
WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
- Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019.
"Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting,"
WORking papers in Management Science (WORMS)
WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
- Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Su, Jun & Lie, T.T. & Zamora, Ramon, 2020. "A rolling horizon scheduling of aggregated electric vehicles charging under the electricity exchange market," Applied Energy, Elsevier, vol. 275(C).
- Celades, Eloy & Pérez, Emilio & Aparicio, Néstor & Peñarrocha-Alós, Ignacio, 2024. "Tool for optimization of sale and storage of energy in wind farms," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 224(PB), pages 2-18.
- Ilkay Oksuz & Umut Ugurlu, 2019. "Neural Network Based Model Comparison for Intraday Electricity Price Forecasting," Energies, MDPI, vol. 12(23), pages 1-14, November.
- Joanna Janczura & Aleksandra Michalak, 2020. "Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts," Energies, MDPI, vol. 13(5), pages 1-16, February.
- Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
- Janczura, Joanna & Wójcik, Edyta, 2022. "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, vol. 110(C).
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020.
"Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts,"
Energies, MDPI, vol. 13(7), pages 1-16, April.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Ocker, Fabian & Jaenisch, Vincent, 2020. "The way towards European electricity intraday auctions – Status quo and future developments," Energy Policy, Elsevier, vol. 145(C).
- Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021. "Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices," Energy Economics, Elsevier, vol. 99(C).
- Thomas Kuppelwieser & David Wozabal, 2023. "Intraday power trading: toward an arms race in weather forecasting?," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(1), pages 57-83, March.
- Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021. "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS) WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020.
"Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Klie, Leo & Madlener, Reinhard, 2020. "Concentration Versus Diversification: A Spatial Deployment Approach to Improve the Economics of Wind Power," FCN Working Papers 2/2020, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised May 2021.
- Ivana Kiprijanovska & Simon Stankoski & Igor Ilievski & Slobodan Jovanovski & Matjaž Gams & Hristijan Gjoreski, 2020. "HousEEC: Day-Ahead Household Electrical Energy Consumption Forecasting Using Deep Learning," Energies, MDPI, vol. 13(10), pages 1-29, May.
- Micha{l} Narajewski & Florian Ziel, 2020. "Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories," Papers 2005.01365, arXiv.org, revised Aug 2020.
- Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018.
"Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO,"
HSC Research Reports
HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
- Joanna Janczura & Andrzej Puć, 2023. "ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation," Energies, MDPI, vol. 16(2), pages 1-28, January.
- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2022.
"Short-term risk management of electricity retailers under rising shares of decentralized solar generation,"
Energy Economics, Elsevier, vol. 109(C).
- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2021. "Short-term risk management for electricity retailers under rising shares of decentralized solar generation," Working Paper Series in Production and Energy 57, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020. "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, vol. 13(1), pages 1-15, January.
- Antoine Ferré & Guillaume de Certaines & Jérôme Cazelles & Tancrède Cohet & Arash Farnoosh & Frédéric Lantz, 2021. "Short-term electricity price forecastingmodels comparative analysis : Machine Learning vs. Econometrics," Working Papers hal-03262208, HAL.
- Jose R. Cedeño González & Juan J. Flores & Claudio R. Fuerte-Esquivel & Boris A. Moreno-Alcaide, 2020. "Nearest Neighbors Time Series Forecaster Based on Phase Space Reconstruction for Short-Term Load Forecasting," Energies, MDPI, vol. 13(20), pages 1-24, October.
- Al-Lawati, Razan A.H. & Crespo-Vazquez, Jose L. & Faiz, Tasnim Ibn & Fang, Xin & Noor-E-Alam, Md., 2021. "Two-stage stochastic optimization frameworks to aid in decision-making under uncertainty for variable resource generators participating in a sequential energy market," Applied Energy, Elsevier, vol. 292(C).
- Narajewski, Michał & Ziel, Florian, 2020. "Ensemble forecasting for intraday electricity prices: Simulating trajectories," Applied Energy, Elsevier, vol. 279(C).
- Primož Mavsar & Klemen Sredenšek & Bojan Štumberger & Miralem Hadžiselimović & Sebastijan Seme, 2019. "Simplified Method for Analyzing the Availability of Rooftop Photovoltaic Potential," Energies, MDPI, vol. 12(22), pages 1-17, November.
- Nitka, Weronika & Burnecki, Krzysztof, 2019.
"Impact of solar activity on precipitation in the United States,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 527(C).
Cited by:
- Miaomiao Niu & Guohao Li, 2022. "The Impact of Climate Change Risks on Residential Consumption in China: Evidence from ARMAX Modeling and Granger Causality Analysis," IJERPH, MDPI, vol. 19(19), pages 1-15, September.
- Slavica Malinović-Milićević & Milan M. Radovanović & Sonja D. Radenković & Yaroslav Vyklyuk & Boško Milovanović & Ana Milanović Pešić & Milan Milenković & Vladimir Popović & Marko Petrović & Petro Syd, 2023. "Application of Solar Activity Time Series in Machine Learning Predictive Modeling of Precipitation-Induced Floods," Mathematics, MDPI, vol. 11(4), pages 1-20, February.
- Ewa Chodakowska & Joanicjusz Nazarko & Łukasz Nazarko & Hesham S. Rabayah & Raed M. Abendeh & Rami Alawneh, 2023. "ARIMA Models in Solar Radiation Forecasting in Different Geographic Locations," Energies, MDPI, vol. 16(13), pages 1-24, June.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (5) 2019-12-16 2019-12-16 2021-04-19 2022-05-09 2023-10-02. Author is listed
- NEP-FOR: Forecasting (3) 2019-12-16 2021-04-19 2022-05-09. Author is listed
- NEP-ORE: Operations Research (2) 2019-12-16 2022-05-09. Author is listed
- NEP-REG: Regulation (2) 2019-12-16 2019-12-16. Author is listed
- NEP-ECM: Econometrics (1) 2022-05-09
- NEP-ETS: Econometric Time Series (1) 2022-05-09
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