Katarzyna Maciejowska's Publications

Publications

Scopus citations
- [21.11.2022: 486 citations (w/o self cites), H-index 10]
Publish or Perish citations
- [21.11.2022: 963 citations, H-index 12]
- Based on Google Scholar Citations [Citations and H-index updated daily]
WoS "Author search" citations
- [21.11.2022: 311 citations (w/o self cites), IF 37.645]
- Note: reflects citations only to items indexed within WoS, not to books or research papers
IDEAS/RePEc ranking of economists in Poland [Updated monthly]

2024 (1), 2023 (1), 2022 (1), 2021 (1), 2020 (2), 2019 (2), 2016 (3), 2015 (1), 2010 (1)

Maciejowska K., T. Serafin, B. Uniejewski (2024) Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading , Electric Power Systems Research 234, 11054, (doi: 10.1016/j.epsr.2024.110541)

Unijewski B., K. Maciejowska, (2023) LASSO principal component averaging: A fully automated approach for point forecast pooling, International Journal of Forecasting, 39 (4), 1839-1852, (doi: 10.1016/j.ijforecast.2022.09.004)

Maciejowska K., (2022) A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets, Operations Research and Decisions (forthcomming)

Maciejowska K., W. Nitka, T. Weron (2021) Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices, Energy Economics 99, 105273, (doi: 10.1016/j.eneco.2021.105273)

Maciejowska K. (2020) Assessing the impact of renewable energy sources on the electricity price level and variability - a quantile regression approach, Energy Economics 85, 104532, (doi: 10.1016/j.eneco.2019.104532)
Maciejowska K. U. Unijewski, T. Serafin(2020) PCA forecast averaging - predicting day-ahead and intraday electricity prices , Energies 13(14), 3530, (doi: 10.3390/en13143530)

Maciejowska K., W. Nitka, T. Weron (2019) Day-ahead vs. intraday - forecasting the price spread to maximize economic benefits, Energies 21(4), 631, (doi: https://doi.org/10.3390/en12040631)
Chodak G., A. Kowalska-Pyzalska, K. Maciejowska, J. Szwabiski(2019) Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging , Acta Physica Polonica. B, Proceedings Supplement 12(1), 49-74, (doi: 10.5506/APhysPolBSupp.12.49)

Maciejowska K. J. Nowotarski, R. Weron (2016) PCA forecast averaging - predicting day-ahead and intraday electricity prices. , International Journal of Forecasting 32(3), 957-965, (doi: 10.1016/j.ijforecast.2014.12.004)
Maciejowska K., J. Nowotarski (2016) A hybrid model for GEFCom2014 probabilistic electricity price forecasting , International Journal of Forecasting 32(3), 1051-1056, (doi: 10.1016/j.ijforecast.2015.11.008)
Maciejowska K. R. Weron (2016) Short- and mid-term forecasting of baseload electricity prices in the U.K : the impact of intra-day price relationships and market fundamentals , IEEE Transactions on Power Systems 31(2), 994-1005, (doi: 10.1109/TPWRS.2015.2416433)

Maciejowska K., R. Weron (2015) Forecasting of daily electricity prices with factor models : utilizing intra-day and inter-zone relationships Computational Statistics 30(3), 805-819, (doi: 10.1007/s00180-014-0531-0)

Lanne M, H.Ltkepohl, K. Maciejowska (2010) Structural vector autoregressions with Markov switching Journal of Economic Dynamics and Control 34(2), 121-131, (doi: 10.1016/j.jedc.2009.08.002)
Maciejowska K. (2010) Estimation methods comparison of SVAR models with a mixture of two normal distributions Central European Journal of Economic Modelling and Econometrics 4, 279-314
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Maciejowska K. (2015) Fundamental and speculative shocks - structural analysis of electricity market . In: Stochastic models, statistics and their applications : Wrocaw, Poland, February 2015 / Ansgar Steland, Ewaryst Rafajowicz, Krzysztof Szajowski (Eds.). Cham [i in.] : Springer, p. 407-414. (Springer Proceedings in Mathematics & Statistics, ISSN 2194-1009; vol. 122)