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Rafał Weron
Professor of Economics

Specialization: energy economics, risk management, forecasting, computational economics


Associate Editor of Computational Statistics, Journal of Energy Engineering, Journal of Energy Markets, and Operations Research and Decisions. His research focuses on developing risk management and forecasting tools for the energy industry and computational statistics as applied to finance and insurance. His other interests include agent-based modeling, computational economics, derivatives pricing, financial engineering, stochastic modeling and time series analysis. He is the author of the widely acclaimed Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley, 2006) and co-author of four other books. He has also published over 80 peer-reviewed book chapters and journal articles (most notably in top-tier Energy Economics, Energy Policy, IEEE Transactions on Power Systems, IEEE Transactions on Smart Grid and International Journal of Forecasting), including a 52-page long Invited Review Paper on electricity price forecasting. With a Ph.D. in Financial Mathematics and a habilitation ('higher doctorate') in Economics, he is periodically engaged as a consultant to financial, energy and software engineering companies.

Contact details:
Economic Modeling Group (K4/Z2)
Department of Operations Research (K4)
Wrocław University of Technology
Wybrzeże Wyspiańskiego 27
50-370 Wrocław, Poland


 (+48)(71) 320-4525 (+48)(71) 320-3432 Rafal.Weron \at\ pwr.edu.pl

Last modified on 2015-06-22