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 6 10 142
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 165 1 2 16 396
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 69 0 1 8 186
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 1 3 15 144
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 115 0 2 15 411
Building Loss Models 0 0 0 319 2 3 12 1,441
Building Loss Models 0 0 0 25 0 2 9 180
Building loss models 0 0 0 7 0 1 11 57
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 372 0 2 20 867
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 0 1 176 0 3 19 365
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 2 8 251
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 0 0 55 1 4 12 170
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 121 0 2 14 240
Inference for Markov-regime switching models of electricity spot prices 0 0 1 225 3 12 26 520
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 0 8 0 3 11 48
Modeling electricity spot prices: Regime switching models with price-capped spike distributions 0 0 0 106 1 3 12 211
Modelling energy forward prices 0 0 0 24 1 6 16 97
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 3 11 220
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 1 1 3 121 1 5 17 305
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 0 30 0 9 19 143
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 0 146 0 2 22 439
Total Working Papers 1 1 7 2,381 11 76 303 6,833

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 2 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 1 7 16 28
An empirical comparison of alternate regime-switching models for electricity spot prices 1 3 9 109 9 20 44 339
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 2 8 12
Corrected Support Vector Regression for intraday point forecasting of prices in the continuous power market 0 0 0 0 1 1 1 1
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 3 33 1 5 30 91
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 0 1 65 0 1 16 170
Expectile regression averaging method for probabilistic forecasting of electricity prices 0 0 1 1 1 5 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 1 3 18 27
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 0 0 31 0 5 10 114
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 1 1 147 1 11 24 505
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 2 2 4 0 8 23 35
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 5 13 37
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 2 24 0 8 29 101
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors 0 0 1 2 2 5 12 14
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 1 4 13 31
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 0 2 9 42
Total Journal Articles 1 6 22 438 18 94 287 1,576

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 1 7 7
Total Chapters 0 0 0 0 0 1 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 2 202 1 2 18 581
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 0 0 0 164 0 4 15 624
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 0 1 179 0 8 28 758
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 1 1 5 392 2 6 23 1,233
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 0 1 643 0 2 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 1 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 1 10 596
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 7 440 0 1 20 927
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 0 5 369 0 1 17 763
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 0 1 274 0 5 14 696
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 0 1 258 0 1 10 552
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 0 3 184 0 2 13 474
Total Software Items 1 1 26 3,647 3 34 191 9,504

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Statistics updated 2026-07-10