Borak, Szymon and Weron, Rafal (2008): A semiparametric factor model for electricity forward curve dynamics. Forthcoming in: Journal of Energy Markets No. 1 (3) (2008): pp. 3-16.
Borak, Szymon; Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns. Unpublished.
