Publikacje

  • M. Rubaszek, J. Beckmann, M. Ca'Zorzi, M. Kwas, Boosting Carry with Equilibrium Exchange Rate Estimates, Open Economies Review, 2024
  • M. Kwas, J. Beckmann, M. Rubaszek, Are consensus FX forecasts valuable for investors?, International Journal of Forecasting, 2024
  • M. Kwas, A. Paccagnini, M. Rubaszek, Common factors and the dynamics of cereal prices. A forecasting perspective, Journal of Commodity Markets, 2022
  • M. Kwas, A. Paccagnini, M. Rubaszek, Common factors and the dynamics of industrial metal prices. A forecasting perspective, Resources Policy, 2021
  • M. Kwas, M. Rubaszek, Forecasting commodity prices: Looking for a benchmark, Forecasting, 2021
  • M. Rubaszek, Z. Karolak, M. Kwas, G. S. Uddin, The role of the threshold effect for the dynamics of futures and spot prices of energy commodities, Studies in Nonlinear Dynamics & Econometrics, 2020
  • K. Szafranek, M. Kwas, G. Szafrański, Z. Wośko, Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach, Energies, 2020
  • M Rubaszek, M. Kwas, A note on interactions between European and US natural gas prices; Proceedings of the 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, red. M. Papież i S. Śmiech, 2020
  • M. Rubaszek, Z. Karolak, M. Kwas, Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. Resources Policy, 2020
  • M. Kwas, M Rubaszek, A note on the accuracy of commodity prices forecasts based on futures contracts; Proceedings of the 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, red. M. Papież i S. Śmiech, 2019
  • M. Kozakiewicz, M. Kwas, M. Sołtysik, K. Mucha-Kuś, Zastosowanie ekonometrycznych modeli prognostycznych w transakcjach proprietary trading, Monografia Politechniki Lubelskiej, Rynek Energii, 74-84, 2015
  • M. Kozakiewicz, M. Kwas, Efficient algorithm for short-term predicting electricity prices on balancing market, w Mathematical, Econometrical and Computer Methods in Finance and Insurance, red. A. S. Barczak, T. Węgrzyn, 2012
  • M. Kwas, Zastosowanie metod ekonometrycznych na konkurencyjnych rynkach energii elektrycznej, Metody Ilościowe w Badaniach Ekonomicznych, XI/2, 2010
  • M. Kozakiewicz, M. Kwas, Prognozowanie cen energii elektrycznej na rynku bilansującym z wykorzystaniem modeli SARIMA, Roczniki KAE SGH, 22, 2010
  • M. Kwas, An optimal Monte-Carlo algorithm for multivariate Feynman-Kac path integration, J. Math. Physics, 46, 103511, 2005,
  • M. Kwas, H. Wozniakowski, Sharp Error Bounds on Quantum Boolean Summation in Various Settings, J. Complexity, 20, 669-698, 2004
  • S. Heinrich, M. Kwas, H. Wozniakowski, Quantum Boolean summation with repetitions in the worst-average setting, in International Conference on Monte Carlo and Quasi-Monte Carlo Methods 2002, ed. H. Niederreiter, pp. 243-258, Springer Verlag 2004
  • M. Kwas, Y. Li, Worst case complexity of multivariate Feynman-Kac path integration, J. Complexity, 19, 730-743, 2003

Working papers

  • M. Rubaszek, J. Beckmann, M. Ca’Zorzi, M. Kwas, Boosting carry with equilibrium exchange rate estimates, ECB Working Paper, 2022

Konferencje (z wystąpieniami)

  • 11th Summer Workshop on Macroeconomics and Finance, Warszawa 2023
  • Warsaw International Economic Meeting, Warszawa 2023
  • 15th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane 2022
  • VII Wrocław Conference in Finance, Wrocław (online) 2021
  • Emerging Topics in Financial Economics, Linkoping (online) 2021
  • 5th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paryż (online) 2021
  • 14th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Kraków (online) 2021
  • NBP Workshop on Forecasting, Warszawa 2019
  • 39th International Symposium on Forecasting, Saloniki 2019
  • 3rd Workshop on Financial Econometrics and Empirical Modeling of Financial Markets, Greifswald 2019
  • 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane 2019
  • NBP Workshop on Forecasting, Warszawa 2018
  • 3rd International Workshop on Financial Markets and Nonlinear Dynamics FMND17, Paryż 2017
  • VII Konferencja Naukowa Modelowanie i prognozowanie gospodarki narodowej, Sopot 2017
  • II Wrocław Conference in Finance WROFIN, Wrocław 2016
  • XXI Konferencja Rynek Energii Elektrycznej, Kazimierz Dolny, 2015
  • Innowacje w finansach i ubezpieczeniach. Metody matematyczne, ekonometryczne i komputerowe, Ustroń 2010
  • Metody Ilościowe w Badaniach Ekonomicznych, Warszawa 2010
  • Algorithms and Complexity for Continuous Problems, Dagstuhl 2004
  • Modern Computational Methods in Applied Mathematics (MCM), Będlewo 2004
  • 6th International Conference on Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing (MCQMC), Juan-les-Pins 2004
  • Algorithms and Complexity for Continuous Problems, Dagstuhl 2002
  • Foundations of Computational Mathematics, Minneapolis 2002

Preprinty; (jeszcze) nieopublikowane