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 1 2 2 129
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 1 165 1 2 5 380
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 1 2 177
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 0 1 2 128
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 114 0 1 3 395
Building Loss Models 0 0 0 319 1 1 1 1,428
Building Loss Models 0 0 0 25 0 2 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 1 371 1 4 6 847
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 1 175 0 0 5 345
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 0 3 241
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 1 55 2 2 3 158
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 120 0 0 1 223
Inference for Markov-regime switching models of electricity spot prices 0 0 6 224 1 5 17 494
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 0 2 5 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 2 4 5 81
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 0 1 208
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 0 1 2 287
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 29 1 2 3 122
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 0 145 0 2 4 416
Total Working Papers 0 0 12 2,371 10 32 72 6,512

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 0 0 0 0 1 3
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 1 3 11
An empirical comparison of alternate regime-switching models for electricity spot prices 0 0 6 96 1 2 11 287
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 1 1 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 0 0 4 25 0 1 12 54
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 3 64 0 0 4 153
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 2 3 9
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 1 31 0 1 4 104
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 4 144 1 1 15 476
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 1 1 1 2 10
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 0 0 1 21 0 0 3 71
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 1 7 0 0 2 17
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 1 5 0 0 2 33
Total Journal Articles 0 0 21 401 4 10 64 1,256

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 4 197 2 4 11 560
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 163 1 1 5 605
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 1 1 3 178 1 2 13 725
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 0 1 387 0 2 7 1,209
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 1 1 2 642 2 2 12 1,579
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 1 4 306 1 2 9 697
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 234 0 1 5 585
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 1 1 4 432 1 3 14 905
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 1 1 5 363 1 1 8 731
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 4 273 0 0 8 682
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 2 256 1 1 4 540
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 1 2 181 0 1 4 461
Total Software Items 4 6 33 3,612 10 20 100 9,279

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Statistics updated 2025-03-03