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 4 5 8 140
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 0 3 14 394
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 115 2 2 16 411
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 1 2 9 186
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 1 5 13 142
Building Loss Models 0 0 0 319 1 1 10 1,439
Building Loss Models 0 0 0 25 2 2 9 180
Building loss models 0 0 0 7 1 1 11 57
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 372 2 5 20 867
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 1 1 176 3 5 20 365
Goodness-of-fit testing for regime-switching models 0 0 0 140 2 4 10 251
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 3 4 11 169
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 2 3 16 240
Inference for Markov-regime switching models of electricity spot prices 0 0 1 225 9 11 23 517
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 3 6 11 48
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 2 3 11 210
Modelling energy forward prices 0 0 0 24 5 8 15 96
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 3 6 11 220
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 2 2 120 2 9 14 302
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 6 7 17 140
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 2 10 23 439
Total Working Papers 0 3 9 2,380 56 102 292 6,813

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 2 3 10 13
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 6 8 16 27
An empirical comparison of alternate regime-switching models for electricity spot prices 0 1 8 106 8 15 36 327
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 1 3 7 11
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 5 33 3 9 32 89
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 65 0 2 16 169
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 1 1 1 2 6 13 13
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 2 5 17 26
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 4 5 9 113
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 7 11 25 501
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 2 5 9 20 32
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 5 5 13 37
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 3 24 7 10 29 100
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 1 2 3 4 10 12
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 3 4 12 30
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 1 4 8 41
Total Journal Articles 0 2 24 432 59 103 273 1,541

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Building loss models 0 0 0 0 1 4 7 7
Total Chapters 0 0 0 0 1 4 7 7

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 1 4 202 1 4 19 580
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 2 4 16 622
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 1 1 179 7 12 30 757
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 2 4 391 3 8 20 1,230
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 1 1 643 2 6 13 1,592
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 0 307 1 6 10 708
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 235 1 4 11 596
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 3 8 440 1 7 21 927
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 6 369 1 1 18 763
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 1 1 274 3 6 12 694
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 2 258 1 3 12 552
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 3 3 184 1 6 12 473
Total Software Items 0 12 32 3,646 24 67 194 9,494

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Statistics updated 2026-05-06