Details about Tomasz Serafin

Access statistics for papers by Tomasz Serafin.

Last updated 2021-04-20. Update your information in the RePEc Author Service.

Short-id: pse644

Working Papers

2021

1. Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (4)

2020

2. Note on simulation pricing of $\pi$-options
   Papers, arXiv.org
3. PCA forecast averaging - predicting day-ahead and intraday electricity prices
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (17)
   See also Journal Article PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices, Energies, MDPI (2020) View citations (14) (2020)
4. Trading on short-term path forecasts of intraday electricity prices
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology

2019

5. Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting
   WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology View citations (28)
   See also Journal Article Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting, Energies, MDPI (2019) View citations (28) (2019)
6. Balancing RES generation: Profitability of an energy trader
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology

2018

7. Selection of calibration windows for day-ahead electricity price forecasting
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (39)
   See also Journal Article Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting, Energies, MDPI (2018) View citations (39) (2018)

Journal Articles

2020

1. A Note on Simulation Pricing of π -Options
   Risks, 2020, 8, (3), 1-19
2. Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader
   Energies, 2020, 13, (1), 1-15 View citations (12)
3. PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
   Energies, 2020, 13, (14), 1-19 View citations (14)
   See also Working Paper PCA forecast averaging - predicting day-ahead and intraday electricity prices, WORking papers in Management Science (WORMS) (2020) View citations (17) (2020)

2019

4. Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting
   Energies, 2019, 12, (13), 1-12 View citations (28)
   See also Working Paper Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting, WORking papers in Management Science (WORMS) (2019) View citations (28) (2019)

2018

5. Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting
   Energies, 2018, 11, (9), 1-20 View citations (39)
   See also Working Paper Selection of calibration windows for day-ahead electricity price forecasting, HSC Research Reports (2018) View citations (39) (2018)