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Tomasz Serafin
Tomasz Serafin
Verified email at student.pwr.edu.pl
Title
Cited by
Cited by
Year
Selection of calibration windows for day-ahead electricity price forecasting
G Marcjasz, T Serafin, R Weron
Energies 11 (9), 2364, 2018
812018
Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting
T Serafin, B Uniejewski, R Weron
Energies 12 (13), 2561, 2019
452019
PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
K Maciejowska, B Uniejewski, T Serafin
Energies 13 (14), 3530, 2020
412020
Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader
C Kath, W Nitka, T Serafin, T Weron, P Zaleski, R Weron
Energies 13 (1), 205, 2020
342020
Trading on short-term path forecasts of intraday electricity prices
T Serafin, G Marcjasz, R Weron
Energy Economics, 106125, 2022
162022
Forecasting electricity prices: Autoregressive hybrid nearest neighbors (ARHNN) method
W Nitka, T Serafin, D Sotiros
International Conference on Computational Science, 312-325, 2021
82021
Averaged-Calibration-Length Prediction for Currency Exchange Rates by a Time-Dependent Vasicek Model
T Serafin, A Michalak, £ Bielak, A Wy³omańska
Theoretical Economics Letters 10 (3), 579-599, 2020
32020
Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
K Maciejowska, T Serafin, B Uniejewski
Electric Power Systems Research 234, 110541, 2024
22024
Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading
T Serafin, R Weron
WORking papers in Management Science (WORMS), 2024
12024
A Note on Simulation Pricing of π-Options
Z Palmowski, T Serafin
Risks 8 (3), 90, 2020
12020
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