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1. Medium-Term Probabilistic Forecasting of Extremely Low Prices in Electricity Markets: Application to the Spanish Case. (2016). Reneses, Javier ; Muoz, Antonio ; Bello, Antonio.
   In: Energies.
   RePEc:gam:jeners:v:9:y:2016:i:3:p:193-:d:65782.

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2. Are Fundamentals Enough? Explaining Price Variations in the German Day-Ahead and Intraday Power Market. (2015). Weber, Christoph ; Pape, Christian.
   In: EWL Working Papers.
   RePEc:dui:wpaper:1502.

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3. 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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4. 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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5. Electricity prices and generator behaviour in gross pool electricity markets. (2013). O'Mahoney, Amy ; Denny, Eleanor.
   In: Energy Policy.
   RePEc:eee:enepol:v:63:y:2013:i:c:p:628-637.

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6. 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..
   In: Energy Economics.
   RePEc:eee:eneeco:v:38:y:2013:i:c:p:96-110.

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7. 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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8. 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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9. Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets. (2012). Zarraga, Ainhoa ; Ciarreta Antuñano, Aitor ; Antuano, Aitor Ciarreta ; Alonso, Ainhoa Zarraga .
   In: BILTOKI.
   RePEc:ehu:biltok:9184.

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10. Electricity Prices and Generator Behaviour in Gross Pool Electricity Markets. (2011). O'Mahoney, Amy ; Denny, Eleanor.
    In: MPRA Paper.
    RePEc:pra:mprapa:34847.

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11. 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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12. 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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13. 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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14. Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. (2009). Weron, Rafał ; Janczura, Joanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:18784.

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15. Modeling the price dynamics of CO2 emission allowances. (2009). Trueck, Stefan ; Truck, Stefan ; BENZ, EVA .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:4-15.

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16. Modelling electricity prices: from the state of the art to a draft of a new proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
    In: LIUC Papers in Economics.
    RePEc:liu:liucec:210.

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17. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal. (2008). Serati, Massimiliano ; Manera, Matteo ; Plotegher, Michele.
    In: Working Papers.
    RePEc:fem:femwpa:2008.9.

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18. Market price of risk implied by Asian-style electricity options and futures. (2008). Weron, Rafał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:1098-1115.

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19. 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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20. Spot and derivative pricing in the EEX power market. (2007). Rachev, Svetlozar T. ; Truck, Stefan ; Bierbrauer, Michael ; Menn, Christian .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:11:p:3462-3485.

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21. On the impact of weather on German hourly power prices. (2006). Kosater, Peter.
    In: Discussion Papers in Econometrics and Statistics.
    RePEc:zbw:ucdpse:106.

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22. Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. (2006). Weron, Rafal.
    In: HSC Books.
    RePEc:wuu:hsbook:hsbook0601.

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23. Impacts of the European Emission Trade System on Finnish Wholesale Electricity Prices. (2006). Perrels, Adriaan ; Malkonen, Ville ; Honkatukia, Juha.
    In: Discussion Papers.
    RePEc:fer:dpaper:405.

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24. Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, Rafał ; Trueck, Stefan ; Misiorek, Adam.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2.

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25. Market price of risk implied by Asian-style electricity options. (2005). Weron, Rafał.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502003.

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26. Modelling catastrophe claims with left-truncated severity distributions (extended version). (2005). Weron, Rafał ; Trueck, Stefan ; Burnecki, Krzysztof ; Rachev, Svetlozar ; Chernobai, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:10423.

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