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 5 132
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 0 1 4 381
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 0 2 178
Black swans or dragon kings? A simple test for deviations from the power law 1 1 1 115 1 3 5 399
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 0 2 5 131
Building Loss Models 0 0 0 25 0 1 3 172
Building Loss Models 0 0 0 319 0 1 3 1,430
Building loss models 0 0 0 7 1 2 2 48
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 371 0 0 4 847
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 0 0 1 346
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 2 4 245
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 0 1 3 159
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 0 1 4 227
Inference for Markov-regime switching models of electricity spot prices 0 0 2 224 0 0 10 494
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 0 0 2 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 2 7 83
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 1 1 3 210
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 0 0 3 288
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 1 1 5 125
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 1 1 5 418
Total Working Papers 1 1 6 2,375 5 19 80 6,549

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 0 0 2 5
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 0 0 2 12
An empirical comparison of alternate regime-switching models for electricity spot prices 0 2 6 102 0 6 18 301
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 1 2 5
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 3 11 33 1 11 24 72
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 64 0 0 2 154
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 0 0 0 0 3 3
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 2 4 11
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 0 1 4 105
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 0 0 10 481
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 2 0 0 3 12
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 1 1 25
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 2 4 24 1 9 12 81
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 0 1 3 3 4 5
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 1 2 3 9 2 3 5 21
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 0 1 1 34
Total Journal Articles 1 9 28 425 8 38 97 1,327

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 5 201 0 2 11 565
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 0 3 9 612
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 178 2 5 15 735
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 0 1 387 0 1 6 1,211
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 642 0 0 5 1,579
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 3 307 0 0 5 698
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 235 1 1 4 587
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 2 433 1 1 7 908
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 1 1 3 365 2 2 20 748
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 0 1 2 683
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 1 257 0 0 3 542
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 1 181 0 0 1 461
Total Software Items 1 2 20 3,623 6 16 88 9,329

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Statistics updated 2025-10-06