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 10 142
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 0 2 16 397
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 0 1 13 144
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 115 0 0 13 411
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 0 8 186
Building Loss Models 0 0 0 319 0 2 11 1,441
Building Loss Models 0 0 0 25 0 0 8 180
Building loss models 0 0 0 7 1 1 11 58
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 372 1 3 23 870
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 1 2 177 1 2 21 367
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 0 6 251
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 1 2 12 171
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 121 0 0 13 240
Inference for Markov-regime switching models of electricity spot prices 0 1 2 226 0 5 28 522
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 2 2 13 50
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 0 3 14 213
Modelling energy forward prices 0 0 0 24 0 2 15 98
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 1 12 221
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 1 3 121 0 1 17 305
Subdynamics of financial data from fractional Fokker-Planck equation 1 1 1 31 3 3 22 146
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 0 146 1 1 23 440
Total Working Papers 1 4 10 2,384 10 31 309 6,853

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 1 0 0 8 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 0 1 16 28
An empirical comparison of alternate regime-switching models for electricity spot prices 2 3 9 111 7 19 48 349
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 7 12
Corrected Support Vector Regression for intraday point forecasting of prices in the continuous power market 0 0 0 0 1 3 3 3
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 0 33 0 1 20 91
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 65 1 5 21 175
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 1 1 0 1 13 16
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 1 17 27
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 1 1 10 115
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 147 4 9 32 513
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 2 4 0 0 23 35
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 2 14 39
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 0 24 0 0 21 101
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 1 2 0 2 12 14
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 1 9 1 2 13 32
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 1 1 1 6 1 2 10 44
Total Journal Articles 3 4 17 441 16 49 288 1,607

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 0 0 7 7
Total Chapters 0 0 0 0 0 0 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 0 1 202 0 1 16 581
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 0 164 0 0 12 624
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 179 0 0 25 758
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 1 5 392 0 3 23 1,234
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 643 0 0 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 0 0 10 708
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 0 235 0 0 10 596
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 7 440 56 56 76 983
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 5 369 0 0 17 763
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 1 274 1 1 14 697
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 1 258 1 1 11 553
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 3 184 1 1 14 475
Total Software Items 0 1 25 3,647 59 63 241 9,564

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Statistics updated 2026-09-10