Rafal Weron

Identifiers

• name variant Rafal Weron 0.60 · backfill

Papers (10)

1. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks stat.AP · 2018 · author #2
2. Rewiring the network. What helps an innovation to diffuse? physics.soc-ph · 2013 · author #3
3. Black swans or dragon kings? A simple test for deviations from the power law q-fin.ST · 2011 · author #2
4. FX Smile in the Heston Model q-fin.CP · 2010 · author #3
5. Blackouts, risk, and fat-tailed distributions physics.soc-ph · 2005 · author #1
6. Measuring long-range dependence in electricity prices cond-mat.stat-mech · 2001 · author #1
7. Estimating long range dependence: finite sample properties and confidence intervals cond-mat.stat-mech · 2001 · author #1
8. Energy price risk management cond-mat · 2001 · author #1
9. Modeling electricity loads in California: a continuous-time approach cond-mat · 2001 · author #1
10. Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime cond-mat · 2001 · author #1

Mentions

• 1310.5356 #3 · backfill · confidence 0.70 Rafal Weron
• 1102.3712 #2 · backfill · confidence 0.70 Rafal Weron
• 1010.1617 #3 · backfill · confidence 0.70 Rafal Weron

Frequent Coauthors

• Agnieszka Janek 1 shared papers
• B. Kozlowska 1 shared papers
• Florian Ziel 1 shared papers
• Ingve Simonsen 1 shared papers
• Janusz Szwabinski 1 shared papers
• J. Nowicka-Zagrajek 1 shared papers
• Joanna Janczura 1 shared papers
• Katarzyna Sznajd-Weron 1 shared papers
• Tino Kluge 1 shared papers
• Tomasz Weron 1 shared papers
• Uwe Wystup 1 shared papers