Rafał Weron

Institution: Politechnika Wrocławska

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://p.wz.pwr.edu.pl/~weron.rafal/

First Publication: 2008

Most Recent: 2025

RePEc ID: pwe42 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total	Percentile
Last 5 Years	7.74	0.40	8.14	-
Last 10 Years	14.46	3.09	17.56	-
All Time	27.92	6.53	34.44	-

Publication Statistics

Raw Publications 24

Coauthorship-Adjusted Count 20.48

Publications (24)

Year	Article	Journal	Tier	Authors
2025	Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading	Energy Economics	A	2
2024	Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression	Energy Economics	A	3
2023	Distributional neural networks for electricity price forecasting	Energy Economics	A	4
2023	Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	International Journal of Forecasting	B	5
2022	Trading on short-term path forecasts of intraday electricity prices	Energy Economics	A	3
2021	Regularized quantile regression averaging for probabilistic electricity price forecasting	Energy Economics	A	2
2020	Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?	International Journal of Forecasting	B	3
2019	On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting	Energy Economics	A	3
2019	On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks	International Journal of Forecasting	B	3
2019	Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO	International Journal of Forecasting	B	3
2019	Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill	Energy Economics	A	3
2018	Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks	Energy Economics	A	2
2016	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging	International Journal of Forecasting	B	3
2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting	Energy Economics	A	2
2015	A note on using the Hodrick–Prescott filter in electricity markets	Energy Economics	A	2
2014	Turning green: Agent-based modeling of the adoption of dynamic electricity tariffs	Energy Policy	B	5
2014	An empirical comparison of alternative schemes for combining electricity spot price forecasts	Energy Economics	A	4
2014	Revisiting the relationship between spot and futures prices in the Nord Pool electricity market	Energy Economics	A	2
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future	International Journal of Forecasting	B	1
2013	Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling	Energy Economics	A	4
2013	Robust estimation and forecasting of the long-term seasonal component of electricity spot prices	Energy Economics	A	3
2010	An empirical comparison of alternate regime-switching models for electricity spot prices	Energy Economics	A	2
2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models	International Journal of Forecasting	B	2
2008	Market price of risk implied by Asian-style electricity options and futures	Energy Economics	A	1