Selection of calibration windows for day-ahead electricity price forecasting G Marcjasz, T Serafin, R Weron Energies 11 (9), 2364, 2018 | 76 | 2018 |
Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting T Serafin, B Uniejewski, R Weron Energies 12 (13), 2561, 2019 | 45 | 2019 |
PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices K Maciejowska, B Uniejewski, T Serafin Energies 13 (14), 3530, 2020 | 40 | 2020 |
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 | 33 | 2020 |
Trading on short-term path forecasts of intraday electricity prices T Serafin, G Marcjasz, R Weron Energy Economics, 106125, 2022 | 15 | 2022 |
Forecasting electricity prices: Autoregressive hybrid nearest neighbors (ARHNN) method W Nitka, T Serafin, D Sotiros International Conference on Computational Science, 312-325, 2021 | 8 | 2021 |
Averaged-Calibration-Length Prediction for Currency Exchange Rates by a Time-Dependent Vasicek Model T Serafin, A Michalak, Ł Bielak, A Wyłomańska Theoretical Economics Letters 10 (3), 579-599, 2020 | 3 | 2020 |
A Note on Simulation Pricing of π-Options Z Palmowski, T Serafin Risks 8 (3), 90, 2020 | 1 | 2020 |
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 | | 2024 |
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 | | 2024 |