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1. Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period. (2015). Weron, Rafał ; Trueck, Stefan ; Truck, Stefan.
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2. A note on using the Hodrick–Prescott filter in electricity markets. (2015). Zator, Michał ; Weron, Rafał.
   In: Energy Economics.
   RePEc:eee:eneeco:v:48:y:2015:i:c:p:1-6.

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3. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
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4. Modelling price spikes in electricity markets - the impact of load, weather and capacity. (2014). Weron, Rafał ; Trueck, Stefan ; Handika, Rangga ; Truong, Chi.
   In: HSC Research Reports.
   RePEc:wuu:wpaper:hsc1408.

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5. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
   In: HSC Research Reports.
   RePEc:wuu:wpaper:hsc1407.

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6. A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, Michał ; Weron, Rafał.
   In: HSC Research Reports.
   RePEc:wuu:wpaper:hsc1404.

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7. Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna.
   In: Mathematical Methods of Operations Research.
   RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30.

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8. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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9. Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework. (2014). Ramos, Sofia ; Dias, Jose G..
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   RePEc:eee:energy:v:68:y:2014:i:c:p:327-336.

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10. Measuring the financial impact of demand response for electricity retailers. (2014). Feuerriegel, Stefan ; Neumann, Dirk.
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    RePEc:eee:enepol:v:65:y:2014:i:c:p:359-368.

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11. The impact of wind power generation on the electricity price in Germany. (2014). Ketterer, Janina.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:270-280.

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12. Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1312.

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13. An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran .
    In: HSC Research Reports.
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14. Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland.
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15. Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina.
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16. Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices. (2013). Weron, Rafał ; Janczura, Joanna.
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17. Determinants of the premium in forward contracts. (2013). Bunn, Derek ; Redl, Christian.
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20. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, Rafał ; Nowotarski, Jakub ; Tomczyk, Jakub .
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21. Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2013). Weron, Rafał ; Trueck, Stefan ; Janczura, Joanna ; Truck, Stefan ; Wolff, Rodney C..
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22. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1206.

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23. The relationship between spot and futures CO2 emission allowance prices in the EU-ETS. (2012). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Hardle, Wolfgang ; Truck, Stefan.
    In: HSC Research Reports.
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24. Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1201.

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25. Medium-term Planning for Thermal Electricity Production.. (2012). Paraschiv, Florentina ; Kovacevic, Raimund.
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26. Youth crime and education expansion. (2012). Vujić, Sunčica ; Machin, Stephen ; Marie, Olivier ; Eichler, Michael ; Dennis, Tuerk .
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27. Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna.
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28. Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach. (2012). Nomikos, Nikos ; Andriosopoulos, Kostas.
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29. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: MPRA Paper.
    RePEc:pra:mprapa:42563.

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30. Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2012). Weron, Rafał ; Trueck, Stefan ; Janczura, Joanna ; Wolff, Rodney.
    In: MPRA Paper.
    RePEc:pra:mprapa:39277.

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31. Forecasting spikes in electricity prices. (2012). Hurn, Stan ; Christensen, T. M. ; Lindsay, K. A..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:2:p:400-411.

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32. Modelling energy spot prices: Empirical evidence from NYMEX. (2012). Nomikos, Nikos ; Andriosopoulos, Kostas.
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    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1153-1169.

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33. The Impact of Wind Power Generation on the Electricity Price in Germany. (2012). Ketterer, Janina.
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34. Pricing electricity derivatives within a Markov regime-switching model. (2012). Janczura, Joanna.
    In: Papers.
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35. Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, Rafał ; Janczura, Joanna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1102.

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36. Goodness-of-fit testing for the marginal distribution of regime-switching models. (2011). Weron, Rafał ; Janczura, Joanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:32532.

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37. Risk premiums in the German day-ahead Electricity Market. (2011). Viehmann, Johannes.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:1:p:386-394.

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38. Balancing energy strategies in electricity portfolio management. (2011). Fabozzi, Frank ; Rachev, Svetlozar T. ; Moller, Christoph .
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    RePEc:eee:eneeco:v:33:y:2011:i:1:p:2-11.

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39. An empirical comparison of alternate regime-switching models or electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:20546.

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40. Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Pinho, Carlos ; Madaleno, Mara.
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41. An empirical comparison of alternate regime-switching models for electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1059-1073.

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42. Risk premia in electricity wholesale spot markets: empirical evidence from Germany. (2009). Pietz, Matthaus .
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    RePEc:zbw:cefswp:200911.

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43. Risk premia in the German electricity futures market. (2009). Pietz, Matthaus .
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    RePEc:zbw:cefswp:200907.

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44. Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafał.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473.

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45. Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. (2009). Weron, Rafał ; Janczura, Joanna.
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    RePEc:pra:mprapa:18784.

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46. Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme. (2009). Markellos, Raphael ; Daskalakis, George ; Psychoyios, Dimitris.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:7:p:1230-1241.

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47. It never rains but it pours: Modelling the persistence of spikes in electricity prices. (2008). Hurn, Stan ; Christensen, T M ; Lindsay, K A.
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    RePEc:qut:auncer:2008-14.

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48. Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam.
    In: MPRA Paper.
    RePEc:pra:mprapa:10428.

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49. Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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50. Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices. (2007). Weron, Rafał ; Trueck, Stefan ; Wolff, Rodney.
    In: MPRA Paper.
    RePEc:pra:mprapa:4711.

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