Professor of Management Science
Specialization: forecasting, energy market, risk management, computational finance, energy economics
More details on: [Personal webpage]
Rafał Weron is Professor of Management Science, Rector’s Proxy for the Evaluation of the Quality of Scientific Activity, Head of the Management and Quality Studies Council and Head of the Department of Operations Research and Business Intelligence at the Wrocław University of Science and Technology. He is a member of the Statistics and Econometrics Committee of the Polish Academy of Sciences (KSiE PAN), General Chair of the Energy Finance Christmas (EFC) Workshops series and Associate Editor of Computational Statistics, Energies, International Journal of Forecasting, Journal of Energy Engineering, Journal of Energy Markets, National Economy and Operations Research and Decisions. He is the recipient of the Ministry of Science and Higher Education Prize for outstanding academic achievements (2016), the Emerald Citation of Excellence Award (2017), the IIF Tao Hong Award for the best paper on energy forecasting published in the International Journal of Forecasting (2017), the Hugo Steinhaus prize of the Polish Mathematical Society for outstanding achievements in Applied Mathematics (2018) and one of the 30 Creative Minds of Wrocław (2019).
Over the last 20 years Rafał has built an impressive international reputation. With over 5000 Scopus-indexed citations (w/o auto-citations) and an H-index of 40, he is one of the leading world experts on energy forecasting. His other research interests include agent-based modeling and simulation, complex systems, computational economics, computational statistics and machine learning, financial engineering and risk management, 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 100 peer-reviewed book chapters and journal articles (most notably in top-tier Applied Energy, Energy Economics, Energy Policy, IEEE Transactions on Smart Grid, IEEE Transactions on Sustainable Energy, International Journal of Forecasting and Renewable and Sustainable Energy Reviews), including three extensive Review Papers on electricity price forecasting (IJF 2014, RSER 2018, APEN 2021). With a Ph.D. (1999) in Financial Mathematics and a habilitation (2009) and professor title (2015) in Economic Sciences, he is periodically engaged as a consultant to financial, energy and software engineering companies.