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 3 5 8 386
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 1 2 6 133
Black swans or dragon kings? A simple test for deviations from the power law 0 1 1 115 3 6 10 404
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 1 2 4 180
Building Loss Models 0 0 0 319 1 2 5 1,432
Building Loss Models 0 0 0 25 1 1 4 173
Building loss models 0 0 0 7 2 5 6 52
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 371 1 3 7 850
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 0 175 2 5 6 351
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 0 4 245
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 0 0 3 159
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 3 6 10 233
Inference for Markov-regime switching models of electricity spot prices 1 1 1 225 5 6 11 500
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 1 1 3 38
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 2 2 2 201
Modelling energy forward prices 0 0 0 24 0 2 8 85
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 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 3 7 127
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 5 6 9 423
Total Working Papers 1 2 5 2,376 32 60 124 6,604

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 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 2 2 4 14
An empirical comparison of alternate regime-switching models for electricity spot prices 2 2 8 104 3 4 20 305
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 1 1 3 6
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 8 33 2 3 21 74
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 0 64 2 4 5 158
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 7 10 17
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 0 0 2 105
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 2 3 9 484
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 2 3 4 7 16
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 2 3 27
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 3 24 1 3 12 83
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 0 1 1 5 5 7
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 1 2 9 1 3 5 22
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 0 0 1 34
Total Journal Articles 2 3 25 427 21 42 113 1,361

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 4 201 2 3 12 568
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 1 164 1 3 11 615
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 178 1 5 15 738
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 1 1 388 1 3 7 1,214
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 642 4 5 7 1,584
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 2 307 2 2 5 700
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 3 3 5 436 3 4 9 911
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 1 4 6 368 5 9 25 755
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 0 273 1 2 3 685
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 1 257 2 4 7 546
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 1 181 0 1 2 462
Total Software Items 4 8 24 3,630 22 42 106 9,365

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Statistics updated 2025-12-06