5
H index
4
i10 index
119
Citations
Politechnika Wrocławska | 5 H index 4 i10 index 119 Citations RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tomasz Serafin. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Energies | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| WORking papers in Management Science (WORMS) / Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology | 4 |
| HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper |
| 2025 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). BarunÃk, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper |
| 2024 | Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968. Full description at Econpapers || Download paper |
| 2024 | From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326. Full description at Econpapers || Download paper |
| 2024 | Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795. Full description at Econpapers || Download paper |
| 2025 | OrderFusion: Encoding Orderbook for Probabilistic Intraday Price Prediction. (2025). Yu, Runyao ; Leimgruber, Fabian ; Tao, Yuchen ; Cremer, Jochen L ; Esterl, Tara. In: Papers. RePEc:arx:papers:2502.06830. Full description at Econpapers || Download paper |
| 2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518. Full description at Econpapers || Download paper |
| 2025 | Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books. (2025). Hornek, Timoth'Ee ; Pavi, Ivan ; Menci, Sergio Potenciano. In: Papers. RePEc:arx:papers:2509.04452. Full description at Econpapers || Download paper |
| 2025 | The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets. (2025). O'Connor, Ciaran ; Bahloul, Mohamed ; Visentin, Andrea ; Prestwich, Steven. In: Papers. RePEc:arx:papers:2511.05523. Full description at Econpapers || Download paper |
| 2025 | Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE. (2025). Lipiecki, Arkadiusz ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2511.13616. Full description at Econpapers || Download paper |
| 2025 | Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043. Full description at Econpapers || Download paper |
| 2025 | Bayesian hierarchical probabilistic forecasting of intraday electricity prices. (2025). Mller, Gernot ; Nickelsen, Daniel. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023596. Full description at Econpapers || Download paper |
| 2025 | Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x. Full description at Econpapers || Download paper |
| 2024 | Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399. Full description at Econpapers || Download paper |
| 2025 | Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163. Full description at Econpapers || Download paper |
| 2025 | Optimal participation of wind power producers in a hybrid intraday market: A multi-stage stochastic approach. (2025). Oggioni, Giorgia ; Domnguez, Ruth ; Carrin, Miguel. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001264. Full description at Econpapers || Download paper |
| 2024 | A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market. (2024). Dinh, Nam Trong ; Cornell, Cameron ; Pourmousavi, Ali S. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1421-1437. Full description at Econpapers || Download paper |
| 2024 | Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices. (2024). Berrisch, Jonathan ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1568-1586. Full description at Econpapers || Download paper |
| 2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680. Full description at Econpapers || Download paper |
| 2024 | Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511. Full description at Econpapers || Download paper |
| 2025 | From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570. Full description at Econpapers || Download paper |
| 2024 | Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001. Full description at Econpapers || Download paper |
| 2025 | Expectile regression averaging method for probabilistic forecasting of electricity prices. (2025). Janczura, Joanna. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01508-y. Full description at Econpapers || Download paper |
| 2024 | Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:3:p:267-286:id:14. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 35 |
| 2019 | Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting.(2019) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2020 | PCA forecast averaging - predicting day-ahead and intraday electricity prices In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 22 |
| 2020 | PCA Forecast AveragingâPredicting Day-Ahead and Intraday Electricity Prices.(2020) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2020 | Trading on short-term path forecasts of intraday electricity prices In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 8 |
| 2021 | Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method In: WORking papers in Management Science (WORMS). [Full Text][Citation analysis] | paper | 4 |
| 2020 | Note on simulation pricing of $\pi$-options In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting In: Energies. [Full Text][Citation analysis] | article | 39 |
| 2018 | Selection of calibration windows for day-ahead electricity price forecasting.(2018) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2020 | Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader In: Energies. [Full Text][Citation analysis] | article | 11 |
| 2020 | A Note on Simulation Pricing of Ï -Options In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2019 | Balancing RES generation: Profitability of an energy trader In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
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