Details about Bartosz Uniejewski

Access statistics for papers by Bartosz Uniejewski.

Last updated 2024-10-23. Update your information in the RePEc Author Service.

Short-id: pun47

Working Papers

2024

1. Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology
2. Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
   Papers, arXiv.org
3. Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
   Papers, arXiv.org
4. Regularization for electricity price forecasting
   Papers, arXiv.org
5. Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
   Papers, arXiv.org View citations (4)

2022

6. Forecasting Electricity Prices
   Papers, arXiv.org View citations (2)
7. LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
   Papers, arXiv.org View citations (3)
   See also Journal Article LASSO principal component averaging: A fully automated approach for point forecast pooling, International Journal of Forecasting, Elsevier (2023) View citations (2) (2023)

2020

8. Beating the naive: Combining LASSO with naive intraday electricity price forecasts
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (5)
   See also Journal Article Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts, Energies, MDPI (2020) View citations (14) (2020)
9. PCA forecast averaging - predicting day-ahead and intraday electricity prices
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (17)
   See also Journal Article PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices, Energies, MDPI (2020) View citations (14) (2020)

2019

10. Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting
    WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (29)
    See also Journal Article Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting, Energies, MDPI (2019) View citations (29) (2019)
11. Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
    See also Journal Article Regularized quantile regression averaging for probabilistic electricity price forecasting, Energy Economics, Elsevier (2021) View citations (31) (2021)

2018

12. Efficient forecasting of electricity spot prices with expert and LASSO models
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (40)
    See also Journal Article Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models, Energies, MDPI (2018) View citations (39) (2018)
13. Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (4)
    See also Journal Article Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?, International Journal of Forecasting, Elsevier (2020) View citations (30) (2020)
14. Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (5)
    See also Journal Article Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO, International Journal of Forecasting, Elsevier (2019) View citations (56) (2019)

2017

15. Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (11)
16. On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (16)
    See also Journal Article On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting, Energy Economics, Elsevier (2019) View citations (38) (2019)
17. Variance stabilizing transformations for electricity spot price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (39)

2016

18. Automated variable selection and shrinkage for day-ahead electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (75)
    See also Journal Article Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting, Energies, MDPI (2016) View citations (72) (2016)

Journal Articles

2023

1. LASSO principal component averaging: A fully automated approach for point forecast pooling
   International Journal of Forecasting, 2023, 39, (4), 1839-1852 View citations (2)
   See also Working Paper LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling, Papers (2022) View citations (3) (2022)

2021

2. Regularized quantile regression averaging for probabilistic electricity price forecasting
   Energy Economics, 2021, 95, (C) View citations (31)
   See also Working Paper Regularized Quantile Regression Averaging for probabilistic electricity price forecasting, HSC Research Reports (2019) (2019)

2020

3. Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts
   Energies, 2020, 13, (7), 1-16 View citations (14)
   See also Working Paper Beating the naive: Combining LASSO with naive intraday electricity price forecasts, WORking papers in Management Science (WORMS) (2020) View citations (5) (2020)
4. PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
   Energies, 2020, 13, (14), 1-19 View citations (14)
   See also Working Paper PCA forecast averaging - predicting day-ahead and intraday electricity prices, WORking papers in Management Science (WORMS) (2020) View citations (17) (2020)
5. Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?
   International Journal of Forecasting, 2020, 36, (2), 466-479 View citations (30)
   See also Working Paper Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?, HSC Research Reports (2018) View citations (4) (2018)

2019

6. Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting
   Energies, 2019, 12, (13), 1-12 View citations (29)
   See also Working Paper Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting, WORking papers in Management Science (WORMS) (2019) View citations (29) (2019)
7. On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
   International Journal of Forecasting, 2019, 35, (4), 1520-1532 View citations (43)
8. On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting
   Energy Economics, 2019, 79, (C), 171-182 View citations (38)
   See also Working Paper On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting, HSC Research Reports (2017) View citations (16) (2017)
9. Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO
   International Journal of Forecasting, 2019, 35, (4), 1533-1547 View citations (56)
   See also Working Paper Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO, HSC Research Reports (2018) View citations (5) (2018)

2018

10. Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models
    Energies, 2018, 11, (8), 1-26 View citations (39)
    See also Working Paper Efficient forecasting of electricity spot prices with expert and LASSO models, HSC Research Reports (2018) View citations (40) (2018)

2016

11. Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting
    Energies, 2016, 9, (8), 1-22 View citations (72)
    See also Working Paper Automated variable selection and shrinkage for day-ahead electricity price forecasting, HSC Research Reports (2016) View citations (75) (2016)

Software Items

2018

1. ENERGIES_9_621_CODES: MATLAB codes for computing electricity spot price forecasts from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology
2. ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
   HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology