1. A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets. (2022). Maciejowska, Katarzyna.
   In: Papers.
   RePEc:arx:papers:2205.00975.

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2. .

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3. Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression. (2020). Kotsakis, Evangelos ; Pegios, Konstantinos ; Lucas, Alexandre ; Clarke, Dan.
   In: Energies.
   RePEc:gam:jeners:v:13:y:2020:i:20:p:5420-:d:430252.

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4. Cross-border effects in interconnected electricity markets - an analysis of the Swiss electricity prices. (2020). Hack, Felix ; Panos, Evangelos ; Densing, Martin ; Dehler-Holland, Joris ; Keles, Dogan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301420.

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5. Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang.
   In: Energy Policy.
   RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

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6. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian.
   In: Energy Economics.
   RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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7. Wind, storage, interconnection and the cost of electricity generation. (2018). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria.
   In: Energy Economics.
   RePEc:eee:eneeco:v:69:y:2018:i:c:p:1-18.

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8. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian.
   In: Papers.
   RePEc:arx:papers:1805.06649.

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9. Wind, Storage, Interconnection and the Cost of Electricity Generation. (2017). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria.
   In: Working Papers.
   RePEc:fem:femwpa:2017.10.

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10. Wind, Storage, Interconnection and the Cost of Electricity Generation. (2017). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria.
    In: ESP: Energy Scenarios and Policy.
    RePEc:ags:feemes:253733.

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11. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1608.

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12. Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1606.

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13. Wind, storage, interconnection and the cost of electricity. (2016). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria.
    In: Working Papers.
    RePEc:ieb:wpaper:doc2016-30.

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14. Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub.
    In: Energies.
    RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423.

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15. Dynamic analysis of the German day-ahead electricity spot market. (2016). Paschen, Marius.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:118-128.

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16. On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235.

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17. 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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18. Dynamic Analysis of the German Day-Ahead Electricity Spot Market. (2014). Paschen, Marius.
    In: Working Papers.
    RePEc:old:dpaper:368.

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19. 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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20. Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2014). Zator, Michał ; Weron, Rafał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:178-190.

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1. A. Eydeland and K. Wolyniec, Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging. 2nd ed. John Wiley & Sons, Hoboken, NJ, 2013.
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2. ——, “Structural interactions of european carbon trading and energy prices,” Journal of Energy Markets, vol. 4, pp. 53–69, 2009.
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3. C. Fezzi and D. Bunn, “Structural analysis of electricity demand and supply interactions,” Qxford Bulletin of Economics and Statistics, vol. 72, pp. 827–856, 2010.

4. C. Harris, Electricity Markets: Pricing, Structures and Economics. John Wiley & Sons, Chichester, 2006.
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8. G. Zachmann and C. von Hrischhausen, “First evidence of asymmetric cost pass-through of eu emission allowances: Examining wholesale electricity prices in germany,” Economics Letters, vol. 99, pp. 465–469, 2008. HSC Research Report Series 2014 For a complete list please visit http://ideas.repec.org/s/wuu/wpaper.html 01 Diffusion and adoption of dynamic electricity tariffs: An agent-based modeling approach by Anna Kowalska-Pyzalska, Katarzyna Maciejowska, Katarzyna Sznajd-Weron and Rafał Weron 02 A review of electricity price forecasting: The past, the present and the future by Rafał Weron 03 Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices by Jakub Nowotarski and Rafał Weron 04 A note on using the Hodrick-Prescott filter in electricity markets by Rafał Weron and Michał Zator 05 Fundamental and speculative shocks, what drives electricity prices? by Katarzyna Maciejowska

9. H. L utkepohl, New Introduction to Multiple Time Series Analysis. Springer-Verlag, Berlin, 2005.
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10. H. Mohammadi, “Electricity prices and fuel costs: Long-run relations and short-run dynamics,” Energy Economics, vol. 31, pp. 503–509, 2009.

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12. J. Nowotarski and R. Weron, “Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of nord pool spot prices,” in IEEE Conference Proceedings, 11th International Conference on the European Energy Market (EEM14), 2014, a working paper version is available from RePEc: http://ideas.repec.org/p/wuu/wpaper/hsc1403.html.

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15. R. Weron and A. Misiorek, “Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models,” International Journal of Forecasting, vol. 24, pp. 744–763, 2008.

16. R. Weron, Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. John Wiley & Sons, Chichester, 2006.

1. Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco.
   In: Working Papers.
   RePEc:fem:femwpa:2023.23.

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2. Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks. (2023). Ravazzolo, Francesco ; Fezzi, Carlo ; Behmiri, Niaz Bashiri.
   In: Energy.
   RePEc:eee:energy:v:278:y:2023:i:c:s0360544223012252.

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3. Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide.
   In: Energy Economics.
   RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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4. Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco.
   In: FEEM Working Papers.
   RePEc:ags:feemwp:338790.

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5. Impacts of COVID-19 on Energy Expenditures of Local Self-Government Units in Poland. (2022). Badach, Elbieta ; Chwastek, Micha Stanisaw ; Strojny, Jacek Artur ; Kacorzyk, Piotr ; Lisek, Sawomir Jacek.
   In: Energies.
   RePEc:gam:jeners:v:15:y:2022:i:4:p:1583-:d:754687.

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6. Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe. (2021). Fanghella, Valeria ; Fezzi, Carlo.
   In: European Economic Review.
   RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121002178.

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7. Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data. (2020). Fanghella, Valeria ; Fezzi, Carlo.
   In: DEM Working Papers.
   RePEc:trn:utwprg:2020/8.

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8. Real-Time Estimation of the Short-Run Impact of COVID-19 on Economic Activity Using Electricity Market Data. (2020). Fanghella, Valeria ; Fezzi, Carlo.
   In: Environmental & Resource Economics.
   RePEc:kap:enreec:v:76:y:2020:i:4:d:10.1007_s10640-020-00467-4.

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9. Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data. (2020). Fanghella, Valeria ; Fezzi, Carlo.
   In: Papers.
   RePEc:arx:papers:2007.03477.

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10. Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Mosetti, Luca ; Fezzi, Carlo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2018/10.

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11. Energy demand elasticities and weather worldwide. (2018). Bollino, Carlo Andrea ; Bigerna, Simona ; Atalla, Tarek.
    In: Economia Politica: Journal of Analytical and Institutional Economics.
    RePEc:spr:epolit:v:35:y:2018:i:1:d:10.1007_s40888-017-0074-2.

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12. Adopt or Innovate: Understanding Technological Responses to Cap-and-Trade. (2018). Calel, Raphael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6847.

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13. Integration and Efficiency of European Electricity Markets: Evidence from Spot Prices. (2016). Liebensteiner, Mario ; Haxhimusa, Adhurim ; Gugler, Klaus.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:5070.

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14. Integration and Efficiency of European Electricity Markets: Evidence from Spot Prices. (2016). Liebensteiner, Mario ; Gugler, Klaus ; Haxhimusa, Adhurim .
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp226.

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15. An econometric analysis of electricity demand response to price changes at the intra-day horizon: The case of manufacturing industry in West Denmark. (2015). Møller, Niels ; Andersen, Frits Moller.
    In: MPRA Paper.
    RePEc:pra:mprapa:66178.

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16. Does Energy Consumption Respond to Price Shocks? Evidence from a Regression-Discontinuity Design. (2015). Scartascini, Carlos ; Cristia, Julian ; Bastos, Paulo ; Castro, Lucio.
    In: Journal of Industrial Economics.
    RePEc:bla:jindec:v:63:y:2015:i:2:p:249-278.

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17. A System Of Hourly Demand in the Italian Electricity Market. (2015). Bollino, Carlo Andrea ; Bigerna, Simona.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-4-bollino.

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18. Fundamental and speculative shocks, what drives electricity prices?. (2014). Maciejowska, Katarzyna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1405.

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19. Does energy consumption respond to price shocks ? evidence from a regression-discontinuity design. (2014). Scartascini, Carlos ; Cristia, Julian ; Castro, Lucio ; Bastos, Paulo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6785.

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20. Who gains from hourly time-of-use retail prices on electricity? An analysis of consumption profiles for categories of Danish electricity customers. (2014). Kitzing, Lena ; Andersen, F. M. ; Morthorst, P. E. ; Larsen, H. V..
    In: Wiley Interdisciplinary Reviews: Energy and Environment.
    RePEc:bla:wireae:v:3:y:2014:i:6:p:582-593.

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21. Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011. (2014). Thoenes, Stefan .
    In: The Energy Journal.
    RePEc:aen:journl:ej35-4-03.

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22. Electricity Demand in Wholesale Italian Market. (2014). Bollino, Carlo Andrea ; Bigerna, Simona.
    In: The Energy Journal.
    RePEc:aen:journl:ej35-3-02.

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23. Hourly Electricity Demand in Italian Market. (2013). Bollino, Carlo Andrea ; Bigerna, Simona.
    In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
    RePEc:pia:wpaper:121/2013.

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24. Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011. (2011). Thoenes, Stefan.
    In: EWI Working Papers.
    RePEc:ris:ewikln:2011_006.

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