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Wave scattering in chaotic systems with a uniform energy loss (absorption) is considered. Within the random matrix approach we calculate exactly the energy correlation functions of different matrix elements of impedance or scattering matrices for systems with preserved or broken time-reversal symmetry. The obtained results are valid at any number of arbitrary open scattering channels and arbitrary absorption. Elastic enhancement factors (defined through the ratio of the corresponding variance in reflection to that in transmission) are also discussed.