Projects funded by the NCN

Probabilistic forecasting of electricity prices and demand for risk management purposes

Call: OPUS 9 , Panel: HS4

Principal investigator: prof. Rafał Weron

Politechnika Wrocławska, Wydział Informatyki i Zarządzania

Modeling and Forecasting Volatility - Usage of Additional Information Contained in Low and High Prices

Call: OPUS 3 , Panel: HS4

Principal investigator: dr hab. Piotr Fiszeder

Uniwersytet Mikołaja Kopernika w Toruniu, Wydział Nauk Ekonomicznych i Zarządzania

Probabilistic predictions as inputs to statistical learning models: Price forecasting and decision support in markets fo...

Call: PRELUDIUM 22 , Panel: HS4

Principal investigator: Bartosz Uniejewski

Politechnika Wrocławska

Bayesian dynamic mixture models: An application to the study of time-varying determinants of commodity prices

Call: OPUS 23 , Panel: HS4

Principal investigator: dr Krzysztof Drachal

Uniwersytet Warszawski, Wydział Nauk Ekonomicznych

PRobabilistic mid- and long-term prIce fORecasting In electriciTY markets

Call: OPUS 22 (LAP) , Panel: HS4

Principal investigator: prof. Rafał Weron

Politechnika Wrocławska

Modelling and Forecasting Prices of Energy Sources in View of Poland's and Europe's Energy Security

Call: OPUS 2 , Panel: HS4

Principal investigator: dr Monika Papież

Uniwersytet Ekonomiczny w Krakowie, Wydział Zarządzania

Short-term forecasting of intraday electricity prices

Call: SONATA BIS 9 , Panel: HS4

Principal investigator: dr Katarzyna Maciejowska

Politechnika Wrocławska

Forecasting commodities prices with the Bayesian symbolic regression

Call: OPUS 16 , Panel: HS4

Principal investigator: dr Krzysztof Drachal

Uniwersytet Warszawski, Wydział Nauk Ekonomicznych

Crossing Frontiers in electricity prIce forecasTing (CrossFIT)

Call: MAESTRO 10 , Panel: HS4

Principal investigator: prof. Rafał Weron

Politechnika Wrocławska

Modelling and forecasting of housing prices

Call: OPUS 14 , Panel: HS4

Principal investigator: dr Radosław Trojanek

Uniwersytet Ekonomiczny w Poznaniu, Instytut Ekonomii

Modelling the dynamics of commodity markets and forecasting their prices with time series models

Call: OPUS 13 , Panel: HS4

Principal investigator: dr hab. Michał Rubaszek

Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych

Jumps and their significance in analysis and forecasting prices on selected commodity markets. Methods for risk manageme...

Call: OPUS 12 , Panel: HS4

Principal investigator: dr hab. Maciej Kostrzewski

Uniwersytet Ekonomiczny w Krakowie, Kolegium Ekonomii, Finansów i Prawa

Investigating Market Microstructure and shOrt-term pRice forecasTing in intrA-day eLectricity markets

Call: BEETHOVEN 2 , Panel: HS4

Principal investigator: prof. Rafał Weron

Politechnika Wrocławska

Multivariate volatility models - the application of low and high prices

Call: OPUS 11 , Panel: HS4

Principal investigator: prof. Piotr Fiszeder

Uniwersytet Mikołaja Kopernika, Wydział Nauk Ekonomicznych i Zarządzania

Modeling and forecasting wholesale electricity prices using regime-switching models

Call: OPUS 1 , Panel: HS4

Principal investigator: dr hab. Rafał Weron

Politechnika Wrocławska, Wydział Informatyki i Zarządzania