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Tomasz Serafin

Wrocław University of Science and Technology (from arXiv:2411.17743, 2024) · ORCID · OpenAlex

10 papers in scope · 9 published · 1 on the econ.EM arXiv · 190 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Christopher Kath
  2. Eduardo Horta
  3. Florian Ziel
  4. Emmanuel Guerre
  5. Marcelo Fernandes
  6. Simon Hirsch
  7. Rick Steinert
  8. Sven Husmann
  9. Bartosz Uniejewski
  10. Eduardo Schirmer Finn
  11. Fabian Kächele
  12. Rafał Weron
  13. Michał Narajewski
  14. Oliver Grothe
  15. Fabian Krüger
  16. David M. Kaplan
  17. Xin Liu
  18. Paul Ghelasi
  19. Fotios Petropoulos
  20. Feng Li

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 10)

Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading
published2025 · Energy Economics · 4 citations
with RafałWeron
Energy Economics
Ranking probabilistic forecasting models with different loss functions
working paper2024 · arXiv
with Bartosz Uniejewski
Paper profile arXiv arXiv:2411.17743
Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
published2024 · Electric Power Systems Research · 6 citations · first circulated 2023
with Katarzyna Maciejowska, Bartosz Uniejewski
Electric Power Systems Research
Trading on short-term path forecasts of intraday electricity prices
published2022 · Energy Economics · 20 citations
with Grzegorz Marcjasz, Rafał Weron
Energy Economics
A Note on Simulation Pricing of π-Options
published2020 · Risks
with Zbigniew Palmowski
Risks
PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
published2020 · Energies · 38 citations
with Katarzyna Maciejowska, Bartosz Uniejewski
Energies
Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader
published2020 · Energies · 28 citations
with Christopher Kath, Weronika Nitka, Tomasz Weron, Przemysław Zaleski, Rafał Weron
Energies
Averaged-Calibration-Length Prediction for Currency Exchange Rates by a Time-Dependent Vasicek Model
published2020 · Theoretical Economics Letters · 4 citations
with Anna Michalak, Łukasz Bielak, Agnieszka Wyłomańska
Theoretical Economics Letters
Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting
published2019 · Energies · 38 citations
with Bartosz Uniejewski, Rafał Weron
Energies
Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting
published2018 · Energies · 52 citations
with Grzegorz Marcjasz, Rafał Weron
Energies

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.