Rafał Weron - Publications#

CITATION STATISTICS:

Scopus citations: 5000+ citations (w/o self cites), H-index = 40
Web of Science "Author search" citations: 4000+ citations (w/o self cites), H-index = 38
Publish or Perish / Google Scholar citations: 13000+ citations, H-index = 56

Arguably, the most important achievement is a "series" of three review articles on electricity price forecasting (EPF) published in top-tier forecasting and energy journals, summarizing the mainstream of scientific activity over the last two decades, promoting rigorous use of methods, measures and tests, and paving way for new discoveries in this fascinating area. These three articles alone have attracted 1000+ citations to date (w/o self cites) on Scopus:

[1] R. Weron (2014) Electricity price forecasting: A review of the state-of-the-art with a look into the future, International Journal of Forecasting 30(4), 1030-1081 - A review and a personal outlook on the future of EPF, introducing Quantile Regression Averaging (QRA) later used by the top two winning teams in the Global Energy Forecasting Competition (GEFCom2014). A Hot Paper (2015-2016) and a Highly Cited Paper (2017-2022) in WoS.

[2] J. Nowotarski and R. Weron (2018) Recent advances in electricity price forecasting: A review of probabilistic forecasting, Renewable and Sustainable Energy Reviews 81(1), 1548-1568 - A tutorial review of probabilistic EPF, presenting much needed guidelines for the rigorous use of methods, measures and tests, in line with the paradigm of "maximizing sharpness subject to reliability". Since 2018 a Highly Cited Paper in WoS.

[3] J. Lago, G. Marcjasz, B. De Schutter, R. Weron (2021) Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark, Applied Energy 293, 116983 - A set of best practices, particularly relevant for recent machine learning (ML) and hybrid EPF publications, and two well performing benchmarks (with open-access Python codes) - a LASSO-based and deep learing one.

Other notable publications include:

[4] B. Liu, J. Nowotarski, T. Hong, R. Weron (2017) Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts, IEEE Transactions on Smart Grid 8(2), 730-737 - A Highly Cited Paper in WoS since 2017.

[5] F. Ziel, R. Weron (2018) Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks, Energy Economics 70, 396-420 - A Highly Cited Paper in WoS 2018-2020.

Full list of publications