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Weron, Rafal


 SSRN Author Rank: 28,986 by Downloads
 

Wroclaw University of Technology - Institute of Organization and Management


 Wyspianskiego 27
 Wroclaw, 50-370
 Poland
 email address

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. Weron, Rafal's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
808
Total
Citations
3
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Forecasting Wholesale Electricity Prices: A Review of Time Series Models | Show Abstract | Download |
FINANCIAL MARKETS: PRINCIPLES OF MODELLING, FORECASTING AND DECISION-MAKING, W. Milo, P. Wdowinski, eds., FindEcon Monograph Series, WUL, Lodz, 2008
Accepted Paper Series
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
22 Jul 08
276
(62,471)
2

2.  
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS | Show Abstract | Download |
in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
Working Paper Series
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Hardle, Wolfgang
Humboldt University of Berlin - School of Business and Economics
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
29 Aug 12
Last Revised:
08 Apr 14
228
(77,001)
 

3.  
Sznajd-Weron, Katarzyna
Wroclaw University
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Wloszczowska, Maja
Wroclaw University of Technology - Institute of Mathematics
Posted:
09 Sep 08
Last Revised:
14 Oct 09
67
(200,715)
 

4.  
Modelling Catastrophe Claims with Left-Truncated Severity Distributions (Extended Version) | Show Abstract | Download |
Hugo Steinhaus Center for Stochastic Methods Research Report No. HSC/05/1
Working Paper Series
Chernobai, Anna
University of California, Santa Barbara
Burnecki, Krzysztof
Hugo Steinhaus Center
Rachev, Svetlozar
Stony Brook University
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
04 Sep 08
57
(217,994)
 

5.  
Janczura, Joanna
Hugo Steinhaus Center
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Wolff, Rodney
Queensland University of Technology - School of Economics and Finance
Posted:
11 Jun 12
47
(238,232)
1

6.  
Corporate View on Risk Management (Korporacyjne Spojrzenie na Zarządzanie Ryzykiem) (Polish) | Show Abstract | Download |
Energetyka Cieplna i Zawodowa, Vol. 4, pp. 46-48, April 2008
Accepted Paper Series
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
21 Nov 09
44
(244,813)
 

7.  
Nowotarski, Jakub
Wroclaw University of Technology - Institute of Organization and Management
Raviv, Eran
APG Asset Management
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
22 Aug 13
42
(249,378)
 

8.  
Regime-Switching Models for Electricity Spot Prices: Introducing Heteroskedastic Base Regime Dynamics and Shifted Spike Distributions | Show Abstract | Download |
IEEE Conference Proceedings, 6th International Conference on the European Energy Market, May 2009
Accepted Paper Series
Janczura, Joanna
Hugo Steinhaus Center
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
21 Nov 09
24
(301,876)
 

9.  
Zielonka, Piotr
Warsaw Agricultural University (SGGW)
Sawicki, Przemyslaw
Leon Kozminski Academy of Entrepreneurship and Management (WSPiZ)
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
21 Nov 09
23
(305,778)
 

10.  
Modelling Electricity Prices: Jump Diffusion and Regime Switching | Show Abstract |
Physica A: Statistical Methods and It's Applications, Vol. 336, pp. 39-48, 2004
Accepted Paper Series
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Michael, Bierbrauer
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
07 Sep 08
Last Revised:
13 Sep 08
 

11.  
A Semiparametric Factor Model for Electricity Forward Curve Dynamics | Show Abstract |
Journal of Energy Markets, Vol. 1, No. 3, pp. 3-16
Accepted Paper Series
Borak, Szymon
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
22 Jul 08
Last Revised:
20 Feb 10
 

12.  
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Misiorek, Adam
Santander Consumer Bank S.A.
Posted:
30 Jun 08
Last Revised:
20 Feb 10
 

13.  
Heavy-Tails and Regime-Switching in Electricity Prices | Show Abstract |
Mathematical Methods of Operations Research, Vol. 69, No. 3, pp. 457-473
Accepted Paper Series
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
03 Jun 08
Last Revised:
21 Feb 10
 


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