Access Statistics for Joanna Janczura

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new method for automated noise cancellation in electromagnetic field measurement 0 0 0 21 0 3 5 132
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 1 165 0 0 5 380
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 114 1 1 2 396
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 0 2 177
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 0 1 3 129
Building Loss Models 0 0 0 319 0 1 2 1,429
Building Loss Models 0 0 0 25 0 0 2 171
Building loss models 0 0 0 7 0 0 0 46
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 371 0 0 5 847
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 0 0 4 345
Goodness-of-fit testing for regime-switching models 0 0 0 140 2 2 2 243
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 0 0 2 158
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 120 1 2 2 225
Inference for Markov-regime switching models of electricity spot prices 0 0 4 224 0 0 15 494
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 0 0 3 37
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 0 0 0 199
Modelling energy forward prices 0 0 0 24 0 0 5 81
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 1 2 209
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 0 1 3 288
Subdynamics of financial data from fractional Fokker-Planck equation 1 1 2 30 1 2 5 124
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 1 1 1 146 1 1 5 417
Total Working Papers 2 2 8 2,373 6 15 74 6,527

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment 1 1 1 1 1 1 1 4
ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation 0 0 0 2 1 1 4 12
An empirical comparison of alternate regime-switching models for electricity spot prices 2 4 6 100 3 7 13 294
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 1 4
Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study 1 4 7 29 1 4 13 58
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 64 1 1 3 154
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 0 0 2 2 2 2
From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case 0 0 0 2 0 0 3 9
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 0 0 3 104
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 144 1 1 12 477
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 1 1 2 0 2 3 12
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 0 1 24
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 1 1 2 22 1 1 3 72
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 1 1 0 0 2 2
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 1 7 0 1 3 18
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 1 5 0 0 2 33
Total Journal Articles 5 11 23 413 11 21 69 1,279

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CI_POWERTAIL: MATLAB function to test for 'dragon kings' vs. 'black swans' 1 2 6 199 1 2 12 562
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 1 1 2 164 1 2 7 607
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 2 178 1 3 11 728
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 0 1 387 0 1 6 1,210
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 642 0 0 10 1,579
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 1 3 307 0 1 6 698
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 0 234 0 0 4 585
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 1 432 0 1 7 906
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 2 363 0 14 19 745
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 0 0 3 682
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 0 256 1 1 3 541
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 1 181 0 0 2 461
Total Software Items 2 4 19 3,616 4 25 90 9,304

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Statistics updated 2025-06-06