Variance stabilizing transformations for electricity spot price forecasting B Uniejewski, R Weron, F Ziel IEEE Transactions on Power Systems 33 (2), 2219-2229, 2017 | 184 | 2017 |
Automated variable selection and shrinkage for day-ahead electricity price forecasting B Uniejewski, J Nowotarski, R Weron Energies 9 (8), 621, 2016 | 166 | 2016 |
On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks G Marcjasz, B Uniejewski, R Weron International Journal of Forecasting 35 (4), 1520-1532, 2019 | 158 | 2019 |
Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO B Uniejewski, G Marcjasz, R Weron International Journal of Forecasting 35 (4), 1533-1547, 2019 | 132 | 2019 |
Regularized quantile regression averaging for probabilistic electricity price forecasting B Uniejewski, R Weron Energy Economics 95, 105121, 2021 | 76 | 2021 |
Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts? G Marcjasz, B Uniejewski, R Weron International Journal of Forecasting 36 (2), 466-479, 2020 | 68 | 2020 |
Efficient forecasting of electricity spot prices with expert and LASSO models B Uniejewski, R Weron Energies 11 (8), 2039, 2018 | 65 | 2018 |
On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II—Probabilistic forecasting B Uniejewski, G Marcjasz, R Weron Energy Economics 79, 171-182, 2019 | 63 | 2019 |
Beating the naïve—Combining LASSO with naïve intraday electricity price forecasts G Marcjasz, B Uniejewski, R Weron Energies 13 (7), 1667, 2020 | 52 | 2020 |
Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting T Serafin, B Uniejewski, R Weron Energies 12 (13), 2561, 2019 | 45 | 2019 |
PCA forecast averaging—Predicting day-ahead and intraday electricity prices K Maciejowska, B Uniejewski, T Serafin Energies 13 (14), 3530, 2020 | 40 | 2020 |
Forecasting electricity prices K Maciejowska, B Uniejewski, R Weron arXiv preprint arXiv:2204.11735, 2022 | 14 | 2022 |
Lasso principal component averaging: A fully automated approach for point forecast pooling B Uniejewski, K Maciejowska International Journal of Forecasting 39 (4), 1839-1852, 2023 | 11 | 2023 |
Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices B Uniejewski arXiv preprint arXiv:2302.00411, 2023 | 9 | 2023 |
Electricity price forecasting with Smoothing Quantile Regression Averaging: Quantifying economic benefits of probabilistic forecasts B Uniejewski arXiv preprint arXiv:2302.00411, 2023 | 4 | 2023 |
Regularization for electricity price forecasting B Uniejewski arXiv preprint arXiv:2404.03968, 2024 | 1 | 2024 |
Enhancing Accuracy of Probabilistic Electricity Price Forecasting: A Comparative Study of Novel Quantile Regression Averaging Generalization B Uniejewski 2023 19th International Conference on the European Energy Market (EEM), 1-5, 2023 | 1 | 2023 |
Probabilistic forecasting with Factor Quantile Regression: Application to electricity trading K Maciejowska, T Serafin, B Uniejewski arXiv preprint arXiv:2303.08565, 2023 | 1 | 2023 |
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression A Lipiecki, B Uniejewski, R Weron Energy Economics, 107934, 2024 | | 2024 |
Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading K Maciejowska, T Serafin, B Uniejewski Electric Power Systems Research 234, 110541, 2024 | | 2024 |