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 1 127
An empirical comparison of alternate regime-switching models or electricity spot prices 0 0 0 164 0 0 0 375
Black swans or dragon kings? A simple test for deviations from the power law 0 0 0 42 0 0 0 126
Black swans or dragon kings? A simple test for deviations from the power law 0 0 1 69 1 1 3 176
Black swans or dragon kings? A simple test for deviations from the power law 0 1 1 114 0 2 9 394
Building Loss Models 0 0 0 25 0 0 1 169
Building Loss Models 0 0 0 7 0 0 0 46
Building Loss Models 0 0 0 319 0 0 0 1,427
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 1 2 371 0 1 15 842
Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices 0 1 1 175 1 2 4 342
Goodness-of-fit testing for regime-switching models 0 0 0 140 0 3 4 241
Goodness-of-fit testing for the marginal distribution of regime-switching models 0 1 2 55 0 1 2 156
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 0 120 0 1 1 223
Inference for Markov-regime switching models of electricity spot prices 0 2 2 220 0 2 7 479
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 8 0 2 4 34
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 1 24 0 0 2 76
Pricing electricity derivatives within a Markov regime-switching model 0 0 0 94 0 0 0 207
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions 0 0 0 118 0 0 1 285
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 0 28 0 0 0 119
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 145 1 1 6 413
Total Working Papers 0 6 12 2,365 3 16 60 6,456


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 0 0 0 2 3
ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation 0 0 2 2 1 1 6 9
An empirical comparison of alternate regime-switching models for electricity spot prices 1 4 9 95 1 5 12 282
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 0 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 1 7 22 1 3 20 46
Efficient estimation of Markov regime-switching models: An application to electricity spot prices 0 1 2 63 0 1 5 151
From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case 0 0 1 2 0 0 2 6
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices 0 1 1 31 0 1 2 101
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 1 3 7 143 3 7 22 468
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling 0 0 1 1 0 1 2 9
Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts 0 0 0 2 0 0 0 23
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach 0 0 0 20 0 1 2 69
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 0 6 0 0 1 15
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 1 4 0 0 1 31
Total Journal Articles 2 10 31 392 6 20 77 1,216


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' 1 1 6 194 1 2 12 551
CI_WEIBULLTAIL: MATLAB function to test for 'dragon kings' in Weibull-type tails 1 1 4 163 1 1 11 601
E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter 0 1 4 176 0 3 12 717
HMM_EST: MATLAB function to estimate parameters of a 2-state Hidden Markov Model (HMM) 0 0 0 386 0 1 12 1,204
MRS2IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 2 independent regimes 0 1 1 641 0 2 19 1,569
MRS2IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 2 independent regimes 0 2 2 304 0 3 8 692
MRS2_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 2 regimes 0 1 2 234 1 2 8 582
MRS3IR_EST: MATLAB function to estimate parameters of a Markov regime-switching (MRS) model with 3 independent regimes 0 3 15 431 1 7 50 900
MRS3IR_SIM: MATLAB function to simulate trajectories of a Markov regime-switching (MRS) model with 3 independent regimes 0 3 10 361 0 3 15 726
MRS3_PLOT: MATLAB function to plot calibration results for a Markov regime-switching (MRS) model with 3 regimes 0 4 5 273 1 6 13 680
PS2R_EST: MATLAB function to estimate parameters of a 2-regime parameter switching (PS) model 0 1 4 256 0 1 8 538
PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model 0 1 2 180 0 1 6 459
Total Software Items 2 19 55 3,599 5 32 174 9,219


Statistics updated 2024-07-03