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 3 3 7 135
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 3 8 12 391
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 4 5 9 137
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 4 5 7 184
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 115 2 8 14 409
Building Loss Models 0 0 0 25 2 6 7 178
Building Loss Models 0 0 0 319 3 7 11 1,438
Building loss models 0 0 0 7 4 6 10 56
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 1 1 1 372 6 13 16 862
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 6 11 15 360
Goodness-of-fit testing for regime-switching models 0 0 0 140 2 2 6 247
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 5 6 9 165
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 4 7 14 237
Inference for Markov-regime switching models of electricity spot prices 0 1 1 225 5 11 13 506
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 3 5 5 42
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 3 8 8 207
Modelling energy forward prices 0 0 0 24 2 3 9 88
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 1 2 6 214
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 5 5 6 293
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 6 7 12 133
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 5 11 13 429
Total Working Papers 1 2 6 2,377 78 139 209 6,711

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 1 4 7 10
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 4 7 8 19
An empirical comparison of alternate regime-switching models for electricity spot prices 1 3 9 105 4 10 26 312
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 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 2 8 26 80
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 1 1 1 65 8 11 14 167
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 0 0 2 4 7 7
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 1 7 12 21
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 1 3 4 108
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 5 8 15 490
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 2 4 10 14 23
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 3 5 8 32
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 3 24 6 8 19 90
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 1 1 2 0 2 6 8
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 3 5 9 26
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 3 3 4 37
Total Journal Articles 2 5 28 430 47 98 184 1,438

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 0 10 18 576
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 2 4 14 618
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 178 6 8 21 745
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 1 1 2 389 8 9 13 1,222
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 642 2 6 9 1,586
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 307 1 4 6 702
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 235 3 5 7 592
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 4 6 437 8 12 16 920
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 2 7 369 3 12 32 762
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 0 4 6 688
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 1 1 2 258 2 5 10 549
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 0 181 1 5 6 467
Total Software Items 2 8 26 3,634 36 84 158 9,427

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Statistics updated 2026-02-12