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 2 3 5 383
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 1 1 3 179
Black swans or dragon kings? A simple test for deviations from the power law 0 1 1 115 2 5 7 401
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 1 2 5 132
Building Loss Models 0 0 0 25 0 1 3 172
Building Loss Models 0 0 0 319 1 2 4 1,431
Building loss models 0 0 0 7 2 4 4 50
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 371 2 2 6 849
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 3 3 4 349
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 3 4 7 230
Inference for Markov-regime switching models of electricity spot prices 0 0 2 224 1 1 10 495
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 2 4 9 85
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 2 3 4 212
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 0 0 2 288
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 1 2 6 126
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 0 1 4 418
Total Working Papers 0 1 6 2,375 23 41 97 6,572

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 1 3 6
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 1 6 102 1 2 18 302
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 1 9 33 0 8 21 72
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 64 2 2 4 156
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 3 4 7 14
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 3 105
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 1 1 8 482
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 2 1 1 4 13
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 2 2 3 27
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 4 24 1 8 13 82
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 0 1 1 4 4 6
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 2 2 9 0 3 4 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 0 4 25 425 13 39 100 1,340

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 5 201 1 1 11 566
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 2 4 10 614
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 178 2 6 17 737
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 1 1 2 388 2 2 7 1,213
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 642 1 1 3 1,580
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 2 307 0 0 3 698
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 0 1 235 0 1 3 587
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 2 433 0 1 6 908
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 2 3 5 367 2 4 21 750
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 1 2 2 684
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 1 257 2 2 5 544
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 1 181 1 1 2 462
Total Software Items 3 4 22 3,626 14 25 90 9,343

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Statistics updated 2025-11-08