Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Rafal Weron"'
Publikováno v:
IEEE Access, Vol 8, Pp 228841-228852 (2020)
We build a realistic agent-based model for simulating customer decisions of picking a checkout line at a supermarket that is calibrated to actual point of sale (POS) data from a major European retail chain. It is implemented on the open-access NetLog
Externí odkaz:
https://doaj.org/article/72581f7810c14dd9b3ed78bbf5b28056
Publikováno v:
IEEE Open Access Journal of Power and Energy, Vol 7, Pp 376-388 (2020)
Forecasting has been an essential part of the power and energy industry. Researchers and practitioners have contributed thousands of papers on forecasting electricity demand and prices, and renewable generation (e.g., wind and solar power). This arti
Externí odkaz:
https://doaj.org/article/32bd82a45a724833b77a829f41eea098
Autor:
Weronika Nitka, Rafał Weron
Publikováno v:
Operations Research and Decisions, Vol vol. 33, Iss no. 3, Pp 105-118 (2023)
Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made with point forecasts alone. At the same time, methods are being develope
Externí odkaz:
https://doaj.org/article/fb260be4cd67448da272b036ac4a44dc
Autor:
Pawee Maryniak, Rafal Weron
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2be68235b83f810a1bc7a3eb9ebaeec
https://doi.org/10.2139/ssrn.2862828
https://doi.org/10.2139/ssrn.2862828
Autor:
Katarzyna Maciejowska, Arkadiusz Jedrzejewski, Anna Kowalska-Pyzalska, Katarzyna Sznajd-Weron, Rafal Weron
Word-of-mouth (WOM) is a puzzling phenomenon. It strongly influences the innovation diffusion process and is responsible for the 'S' shape of the adoption curve. However, it is not clear how WOM affects demand curves for innovative products and strat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5cc2042e8f54cb9afa02cb2bccef9d8b
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_15_09.pdf
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_15_09.pdf
Although combining forecasts is well-known to be an effective approach to improving forecast accuracy, the literature and case studies on combining load forecasts are very limited. In this paper, we investigate the performance of combining so-called
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::260f05ed491d6af36d91dfa374d5c02c
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_15_05.pdf
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_15_05.pdf
Autor:
Stefan Trück, Rafal Weron
We examine convenience yields in the EU-wide CO2 emissions trading scheme (EU-ETS) during the first Kyoto commitment period (2008-2012). We find that the market has changed from initial backwardation to contango with significantly negative convenienc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b15217f03265e9879a3a28edeaced139
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_15_03.pdf
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_15_03.pdf
In this paper we analyze the relative performance of 13 VaR models using daily returns of WTI, Brent, natural gas and heating oil one-month futures contracts. After obtaining VaR estimates we evaluate the statistical significance of the differences i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::0be4ff02e850b57bbac8b9db1df4cfb8
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_14_12.pdf
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_14_12.pdf
Autor:
Pawel Maryniak, Rafal Weron
We study the forward looking information that is available to all participants in the UK power market and measure its predictive value with respect to forecasting the occurrence of electricity price spikes. We focus on information that measures the e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7dc42eeedcba758e1d22d28e571db79d
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_14_11.pdf
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_14_11.pdf
Probabilistic load forecasting is becoming crucial in today's power systems planning and operations. We propose a novel methodology to compute interval forecasts of electricity demand, which applies a Quantile Regression Averaging (QRA) technique to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::66ad5acaedd70dede88dd2d2dba75c88
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_14_10.pdf
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_14_10.pdf