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 1 165 1 1 5 381
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 1 2 5 131
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 1 2 178
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 114 2 2 4 398
Building Loss Models 0 0 0 25 1 1 3 172
Building Loss Models 0 0 0 319 1 1 3 1,430
Building loss models 0 0 0 7 1 1 1 47
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 1 3 346
Goodness-of-fit testing for regime-switching models 0 0 0 140 2 2 4 245
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 1 1 3 159
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 1 1 121 1 2 4 227
Inference for Markov-regime switching models of electricity spot prices 0 0 2 224 0 0 13 494
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 0 0 3 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 2 7 83
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 0 2 209
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 0 0 4 124
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 0 0 4 417
Total Working Papers 0 1 6 2,374 13 17 82 6,544

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 1 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 1 2 7 102 1 7 19 301
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 1 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 1 4 11 33 7 13 24 71
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 1 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 0 1 4 10
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 4 105
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 2 2 146 0 4 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 6 8 11 80
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 0 1 0 0 1 2
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 1 1 2 8 1 1 3 19
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 1 5 1 1 2 34
Total Journal Articles 3 11 29 424 18 40 93 1,319

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 2 5 201 0 3 12 565
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 2 5 10 612
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 2 178 2 5 15 733
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 0 1 387 0 1 7 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 9 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 6 698
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 1 1 235 0 1 4 586
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 1 2 433 0 1 7 907
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 1 2 364 0 1 19 746
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 1 1 3 683
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 1 1 257 0 1 4 542
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 1 181 0 0 2 461
Total Software Items 0 6 20 3,622 5 19 98 9,323

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05