Adam Misiorek

发表

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

R. Weron, A. Misiorek, Adam Misiorek, 2008 .

Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models

R. Weron, S. Trueck, A. Misiorek, 2006 .

Loss Distributions

R. Weron, K. Burnecki, A. Misiorek, 2019 .

Heavy-tailed distributions in VaR calculations

Rafał Weron, Adam Misiorek, R. Weron, 2012 .

Models for Heavy-tailed Asset Returns

Szymon Borak, Rafał Weron, Adam Misiorek, 2010 .

Models for Heavy-tailed Asset Returns 1

Szymon Borak, A. Misiorek, Weron, 2019 .

Heavy-tailed distributions in VaR calculations 1

R. Weron, A. Misiorek, Adam Misiorek, 2011 .

Modeling and forecasting electricity loads: A comparison

Rafał Weron, Adam Misiorek, R. Weron, 2005 .

FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS

R. Weron, A. Misiorek, Adam Misiorek, 2005 .

Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?

R. Weron, Adam Misiorek, 2007 .