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 0 4 132
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 2 7 10 388
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 2 4 180
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 0 2 5 133
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 115 3 8 12 407
Building Loss Models 0 0 0 319 3 5 8 1,435
Building Loss Models 0 0 0 25 3 4 6 176
Building loss models 0 0 0 7 0 4 6 52
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 371 6 9 12 856
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 3 8 9 354
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 0 4 245
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 1 1 4 160
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 0 6 10 233
Inference for Markov-regime switching models of electricity spot prices 0 1 1 225 1 7 8 501
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 1 2 3 39
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 3 5 5 204
Modelling energy forward prices 0 0 0 24 1 3 8 86
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 1 3 5 213
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 0 0 2 288
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 0 2 7 127
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 1 6 8 424
Total Working Papers 0 1 5 2,376 29 84 140 6,633

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 0 0 1 1 3 4 6 9
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 3 4 15
An empirical comparison of alternate regime-switching models for electricity spot prices 0 2 8 104 3 7 23 308
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 2 3 5 8
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 0 0 8 33 4 6 25 78
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 64 1 5 6 159
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 0 0 2 2 5 5
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 3 9 11 20
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 2 2 4 107
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 1 4 10 485
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 2 3 7 10 19
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 2 4 5 29
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 3 24 1 3 13 84
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 1 1 1 2 1 3 6 8
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 1 2 6 23
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 0 0 1 34
Total Journal Articles 1 3 26 428 30 64 140 1,391

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' 0 0 4 201 8 11 19 576
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 1 4 12 616
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 178 1 4 15 739
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 1 1 388 0 3 7 1,214
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 642 0 5 7 1,584
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 2 307 1 3 6 701
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 235 2 2 5 589
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 1 4 6 437 1 4 9 912
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 1 4 7 369 4 11 29 759
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 3 5 6 688
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 1 257 1 5 8 547
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 1 181 4 5 6 466
Total Software Items 2 9 26 3,632 26 62 129 9,391

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Statistics updated 2026-01-09