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.
Janczura, Joanna and Weron, Rafal (2010): An empirical comparison of alternate regime-switching models for electricity spot prices. Forthcoming in: Energy Economics
Weron, Rafal (2008): Bezpieczeństwo elektroenergetyczne: Ryzyko > Zarządzanie ryzykiem > Bezpieczeństwo. Published in: Materiały II Ogólnopolskiej Konferencji "Polska Elektroenergetyka - Realia, Problemy, Dylematy" (2008)
Janczura, Joanna and Weron, Rafal (2011): Black swans or dragon kings? A simple test for deviations from the power law. Unpublished.
Burnecki, Krzysztof; Janczura, Joanna and Weron, Rafal (2010): Building Loss Models. Unpublished.
Weron, Rafal (1996): Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables". Unpublished.
Weron, Rafal and Janczura, Joanna (2010): Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices. Unpublished.
Weron, Rafal and Misiorek, Adam (2008): Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. Forthcoming in: International Journal of Forecasting
Weron, Rafal (2009): Forecasting wholesale electricity prices: A review of time series models. Published in: Financial Markets: Principles of Modelling, Forecasting and Decision-Making , Vol. FindEcon Monograph Series, WUŁ, Łódź, (2009): pp. 71-82.
Janek, Agnieszka; Kluge, Tino; Weron, Rafal and Wystup, Uwe (2010): FX Smile in the Heston Model. Unpublished.
Janczura, Joanna and Weron, Rafal (2010): Goodness-of-fit testing for regime-switching models. Unpublished.
Janczura, Joanna and Weron, Rafal (2012): Goodness-of-fit testing for the marginal distribution of regime-switching models. Unpublished.
Weron, Rafal and Misiorek, Adam (2007): Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? Published in: Prace Naukowe Akademii Ekonomicznej we Wroclawiu , Vol. 1076, (2007): pp. 472-480.
Weron, Rafal (2008): Heavy-tails and regime-switching in electricity prices. Forthcoming in: Mathematical Methods of Operations Research
Burnecki, Krzysztof; Misiorek, Adam and Weron, Rafal (2010): Loss Distributions. Unpublished.
Janczura, Joanna and Weron, Rafal (2010): Modeling electricity spot prices: Regime switching models with price-capped spike distributions. Forthcoming in: MEPS'10 Proceedings
Chernobai, Anna; Burnecki, Krzysztof; Rachev, Svetlozar; Trueck, Stefan and Weron, Rafal (2005): Modelling catastrophe claims with left-truncated severity distributions (extended version). Unpublished.
Borak, Szymon; Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns. Unpublished.
Mercik, Szymon and Weron, Rafal (2002): Origins of scaling in FX markets. Unpublished.
Sznajd-Weron, Katarzyna; Weron, Rafal and Wloszczowska, Maja (2008): Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland. Unpublished.
Trueck, Stefan; Weron, Rafal and Wolff, Rodney (2007): Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices. Unpublished.
Weron, Rafal and Misiorek, Adam (2006): Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market. Published in: Proceedings of the Modern Electric Power Systems MEPS'06 International Symposium, September 6-8, 2006, Wrocław, Poland (2006): pp. 34-38.
Janczura, Joanna and Weron, Rafal (2009): Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. Published in: IEEE Conference Proceedings (2009)
Burnecki, Krzysztof and Weron, Rafal (2010): Simulation of Risk Processes. Unpublished.
Simonsen, Ingve; Weron, Rafal and Mo, Birger (2004): Structure and stylized facts of a deregulated power market. Unpublished.
