{"id":"https://openalex.org/W345019032","doi":"https://doi.org/10.1007/978-3-319-11310-4_68","title":"Modelling Spot Prices on the Polish Energy Market","display_name":"Modelling Spot Prices on the Polish Energy Market","publication_year":2014,"publication_date":"2014-09-20","ids":{"openalex":"https://openalex.org/W345019032","doi":"https://doi.org/10.1007/978-3-319-11310-4_68","mag":"345019032"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-11310-4_68","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-11310-4_68","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054565048","display_name":"Michal E. Pawlowski","orcid":"https://orcid.org/0000-0002-1129-8741"},"institutions":[{"id":"https://openalex.org/I4210087266","display_name":"Institute of Computer Science","ror":"https://ror.org/003fvp964","country_code":"PL","type":"facility","lineage":["https://openalex.org/I4210087266","https://openalex.org/I99542240"]},{"id":"https://openalex.org/I99542240","display_name":"Polish Academy of Sciences","ror":"https://ror.org/01dr6c206","country_code":"PL","type":"funder","lineage":["https://openalex.org/I99542240"]}],"countries":["PL"],"is_corresponding":true,"raw_author_name":"Micha\u0142 Paw\u0142owski","raw_affiliation_strings":["Institute of Computer Science Polish Academy of Sciences, Jana Kazimierza 5, Warsaw, Poland"],"affiliations":[{"raw_affiliation_string":"Institute of Computer Science Polish Academy of Sciences, Jana Kazimierza 5, Warsaw, Poland","institution_ids":["https://openalex.org/I99542240","https://openalex.org/I4210087266"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027801521","display_name":"Piotr Nowak","orcid":"https://orcid.org/0000-0002-9325-4493"},"institutions":[{"id":"https://openalex.org/I99542240","display_name":"Polish Academy of Sciences","ror":"https://ror.org/01dr6c206","country_code":"PL","type":"funder","lineage":["https://openalex.org/I99542240"]},{"id":"https://openalex.org/I66083562","display_name":"Systems Research Institute","ror":"https://ror.org/0111cp837","country_code":"PL","type":"facility","lineage":["https://openalex.org/I66083562","https://openalex.org/I99542240"]}],"countries":["PL"],"is_corresponding":false,"raw_author_name":"Piotr Nowak","raw_affiliation_strings":["Systems Research Institute Polish Academy of Sciences, Newelska 6, Warsaw, Poland"],"affiliations":[{"raw_affiliation_string":"Systems Research Institute Polish Academy of Sciences, Newelska 6, Warsaw, Poland","institution_ids":["https://openalex.org/I66083562","https://openalex.org/I99542240"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5054565048"],"corresponding_institution_ids":["https://openalex.org/I4210087266","https://openalex.org/I99542240"],"apc_list":null,"apc_paid":null,"fwci":1.9156,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.85617052,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"781","last_page":"792"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12271","display_name":"Renewable energy and sustainable power systems","score":0.9836999773979187,"subfield":{"id":"https://openalex.org/subfields/2105","display_name":"Renewable Energy, Sustainability and the Environment"},"field":{"id":"https://openalex.org/fields/21","display_name":"Energy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9688000082969666,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/spot-contract","display_name":"Spot contract","score":0.8454436659812927},{"id":"https://openalex.org/keywords/mean-reversion","display_name":"Mean reversion","score":0.6902983784675598},{"id":"https://openalex.org/keywords/energy-exchange","display_name":"Energy exchange","score":0.6404645442962646},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.6174218654632568},{"id":"https://openalex.org/keywords/spot-market","display_name":"Spot market","score":0.5930818319320679},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5246603488922119},{"id":"https://openalex.org/keywords/hot-spot","display_name":"Hot spot (computer programming)","score":0.508745014667511},{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.5054483413696289},{"id":"https://openalex.org/keywords/electricity","display_name":"Electricity","score":0.4812347888946533},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.43444302678108215},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.42281532287597656},{"id":"https://openalex.org/keywords/power-market","display_name":"Power market","score":0.42063865065574646},{"id":"https://openalex.org/keywords/power","display_name":"Power (physics)","score":0.3607102632522583},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3313918709754944},{"id":"https://openalex.org/keywords/electric-power-system","display_name":"Electric power system","score":0.25817254185676575},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2533615231513977},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.13853290677070618},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.126834899187088},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1256011724472046},{"id":"https://openalex.org/keywords/electrical-engineering","display_name":"Electrical engineering","score":0.0845300555229187},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.07600250840187073}],"concepts":[{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.8454436659812927},{"id":"https://openalex.org/C135205223","wikidata":"https://www.wikidata.org/wiki/Q367137","display_name":"Mean reversion","level":2,"score":0.6902983784675598},{"id":"https://openalex.org/C2986766689","wikidata":"https://www.wikidata.org/wiki/Q676081","display_name":"Energy exchange","level":2,"score":0.6404645442962646},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.6174218654632568},{"id":"https://openalex.org/C2776789725","wikidata":"https://www.wikidata.org/wiki/Q1572221","display_name":"Spot market","level":3,"score":0.5930818319320679},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5246603488922119},{"id":"https://openalex.org/C199672914","wikidata":"https://www.wikidata.org/wiki/Q4241353","display_name":"Hot spot (computer programming)","level":2,"score":0.508745014667511},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.5054483413696289},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.4812347888946533},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.43444302678108215},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42281532287597656},{"id":"https://openalex.org/C2989491980","wikidata":"https://www.wikidata.org/wiki/Q676081","display_name":"Power market","level":4,"score":0.42063865065574646},{"id":"https://openalex.org/C163258240","wikidata":"https://www.wikidata.org/wiki/Q25342","display_name":"Power (physics)","level":2,"score":0.3607102632522583},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3313918709754944},{"id":"https://openalex.org/C89227174","wikidata":"https://www.wikidata.org/wiki/Q2388981","display_name":"Electric power system","level":3,"score":0.25817254185676575},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2533615231513977},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.13853290677070618},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.126834899187088},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1256011724472046},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0845300555229187},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.07600250840187073},{"id":"https://openalex.org/C91586092","wikidata":"https://www.wikidata.org/wiki/Q757520","display_name":"Atmospheric sciences","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-11310-4_68","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-11310-4_68","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7","score":0.7699999809265137}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1535185083","https://openalex.org/W1973658242","https://openalex.org/W1980519218","https://openalex.org/W2020041898","https://openalex.org/W2076512801","https://openalex.org/W2090789457","https://openalex.org/W2136029666","https://openalex.org/W2148688139","https://openalex.org/W2151065060","https://openalex.org/W2166151355","https://openalex.org/W2763543592","https://openalex.org/W3023939952","https://openalex.org/W3122167020","https://openalex.org/W3122855307","https://openalex.org/W3124397939","https://openalex.org/W3125656118","https://openalex.org/W4255989838"],"related_works":["https://openalex.org/W4389113423","https://openalex.org/W2110470401","https://openalex.org/W2069190899","https://openalex.org/W3012711711","https://openalex.org/W3123863193","https://openalex.org/W2602617046","https://openalex.org/W2006039952","https://openalex.org/W150998326","https://openalex.org/W2487389926","https://openalex.org/W2968760047"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
