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Disambiguation of "Weron, Rafal"

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Hurst analysis of electricity price dynamics

, and . Physica A: Statistical Mechanics and its Applications, 283 (3-4): 462--468 (Aug 15, 2000)

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Karsten Weronek

Martina Rafalski

Rafal Pietrasik

Rafal Bogacz

Traute Rafalski

 

Other publications of authors with the same name

A conditionally exponential decay approach to scaling in finance, , and . Physica A: Statistical and Theoretical Physics, 264 (3-4): 551--561 (Mar 1, 1999)Combining predictive distributions of electricity prices. Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?, and . Oper. Res. Decis., (2023)Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight?., , and . PhyCS, page 67-71. SciTePress, (2015)Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs., , and . CoRR, (2020)Estimating long-range dependence: finite sample properties and confidence intervals. Physica A: Statistical Mechanics and its Applications, 312 (1-2): 285--299 (Sep 1, 2002)Fractal market hypothesis and two power-laws, and . Chaos, Solitons & Fractals, 11 (1-3): 289--296 (00 2000)On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. Statistics & Probability Letters, 28 (2): 165--171 (Jun 15, 1996)Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach., , , and . ASONAM, page 1277-1283. ACM, (2015)Modeling the Risk Process in the XploRe Computing Environment., and . International Conference on Computational Science, volume 3039 of Lecture Notes in Computer Science, page 868-875. Springer, (2004)Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts., , , and . IEEE Trans. Smart Grid, 8 (2): 730-737 (2017)