Joanna Janczura : Citation Profile


Are you Joanna Janczura?

Politechnika Wrocławska

8

H index

7

i10 index

324

Citations

RESEARCH PRODUCTION:

8

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 24
   Journals where Joanna Janczura has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 18 (5.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja256
   Updated: 2021-11-28    RAS profile: 2021-08-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Joanna Janczura.

Is cited by:

Weron, Rafał (70)

Nowotarski, Jakub (24)

Trueck, Stefan (16)

Marcjasz, Grzegorz (13)

Uniejewski, Bartosz (12)

Tomczyk, Jakub (11)

Nan, Fany (10)

Afanasyev, Dmitriy (8)

Eichler, Michael (7)

Fleten, Stein-Erik (7)

Zator, Michał (7)

Cites to:

Weron, Rafał (97)

Trueck, Stefan (17)

Hamilton, James (16)

Cartea, Álvaro (13)

Misiorek, Adam (12)

Kim, Chang-Jin (10)

Roberts, Michael (7)

Knittel, Christopher (7)

Hurn, Stan (7)

Huisman, Ronald (6)

Nielsen, Morten (6)

Main data


Where Joanna Janczura has published?


Journals with more than one article published# docs
Energy Economics2
AStA Advances in Statistical Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology8
Papers / arXiv.org3

Recent works citing Joanna Janczura (2021 and 2020)


YearTitle of citing document
2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

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2020Fast calibration of two-factor models for energy option pricing. (2018). de Nicolao, Giuseppe ; Marziali, Andrea ; Fabbiani, Emanuele. In: Papers. RePEc:arx:papers:1809.03941.

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2020Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate. (2020). Magdziarz, Marcin Marcin ; Shokrollahi, Foad . In: Papers. RePEc:arx:papers:2007.12228.

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918.

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2020Automatic frequency restoration reserve market prediction: Methodology and comparison of various approaches. (2020). Sauer, Dirk Uwe ; Schoeneberger, Ilka ; Rucker, Fabian ; Merten, Michael. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304906.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2020Testing of fractional Brownian motion in a noisy environment. (2020). Burnecki, Krzysztof ; Balcerek, Micha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s096007792030494x.

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2020Factor models in the German electricity market: Stylized facts, seasonality, and calibration. (2020). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319301033.

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2020A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021Carbon pass-through rates on spot electricity prices in Australia. (2021). Zhu, Liangxu ; Truck, Stefan ; Nazifi, Fatemeh . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000839.

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2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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2020The effect of a new power cable on energy prices volatility spillovers. (2020). Spagnolo, Nicola ; Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520302354.

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2020The impact of probability of electricity price spike and outside temperature to define total expected cost for air conditioning. (2020). Marwan, Marwan. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301018.

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2020Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556.

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2020The impact of the integration of renewable energy sources in the electricity price formation: is the Merit-Order Effect occurring in Portugal?. (2020). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Utilities Policy. RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300758.

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2020Long-term prediction of the metals’ prices using non-Gaussian time-inhomogeneous stochastic process. (2020). Wyomaska, Agnieszka ; Bielak, Ukasz ; Szarek, Dawid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303228.

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2021No real option for solar in Ireland: A real option valuation of utility scale solar investment in Ireland. (2021). Byrne, Julie ; Assereto, Martina. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:143:y:2021:i:c:s1364032121001866.

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2020Modeling and Managing Joint Price and Volumetric Risk for Volatile Electricity Portfolios. (2020). Ketter, Wolfgang ; Kienscherf, Philipp Artur ; Kaufmann, Johannes. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3578-:d:383220.

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2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression. (2020). Kotsakis, Evangelos ; Pegios, Konstantinos ; Lucas, Alexandre ; Clarke, Dan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5420-:d:430252.

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2020Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case. (2020). Lisi, Francesco ; Bernardi, Mauro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6191-:d:450862.

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2020The Implications of Policy Uncertainty on Solar Photovoltaic Investment. (2020). Byrne, Julie ; Assereto, Martina. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6233-:d:451620.

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2020A Time-Series Treatment Method to Obtain Electrical Consumption Patterns for Anomalies Detection Improvement in Electrical Consumption Profiles. (2020). Clairand, Jean-Michel ; Escriva-Escriva, Guillermo ; Luna-Romero, Santiago ; Serrano-Guerrero, Xavier. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1046-:d:325458.

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2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421.

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2021A Method for Structure Breaking Point Detection in Engine Oil Pressure Data. (2021). Zimroz, Radosaw ; Grzesiek, Aleksandra ; Wyomaska, Agnieszka ; Gomolla, Norbert ; Liwiski, Pawe. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:17:p:5496-:d:628376.

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2021The Impact of Forecasting Jumps on Forecasting Electricity Prices. (2021). Kostrzewska, Jadwiga ; Kostrzewski, Maciej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:336-:d:477466.

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2020High-Resolution Electricity Spot Price Forecast for the Danish Power Market. (2020). Xydis, George ; Enevoldsen, Peter ; Roungkvist, Jannik Schutz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4267-:d:361744.

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2020Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009.

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2020A Characterization of CAT Bond Performance Indices. (2020). Godin, Frederic ; Lai, Van Son ; Trottier, Denis-Alexandre. In: Working Papers. RePEc:ipg:wpaper:2020-008.

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2021Nonparametric estimation of the kernel function of symmetric stable moving average random functions. (2021). Spodarev, Evgeny ; Shevchenko, Georgiy ; Kampf, Jurgen . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:2:d:10.1007_s10463-020-00751-6.

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2021OLS Estimation of Markov switching VAR models: asymptotics and application to energy use. (2021). Cavicchioli, Maddalena. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:3:d:10.1007_s10182-020-00383-4.

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2021Regime switching model estimation: spectral clustering hidden Markov model. (2021). Li, Yuying ; Zheng, Kai ; Xu, Weidong. In: Annals of Operations Research. RePEc:spr:annopr:v:303:y:2021:i:1:d:10.1007_s10479-019-03140-2.

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2020A comparison of modern deep neural network architectures for energy spot price forecasting. (2020). Cordoni, F. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00022-2.

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2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis. (2021). Gilenko, Evgeniy V ; Fedorova, Elena A ; Afanasyev, Dmitriy O. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01825-3.

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2020Stochastic multifactor models in risk management of energy futures. (2020). Guo, Ziyi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:12:p:1918-1934.

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2021Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57.

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Works by Joanna Janczura:


YearTitleTypeCited
2011Black swans or dragon kings? A simple test for deviations from the power law In: Papers.
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paper0
2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: HSC Research Reports.
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This paper has another version. Agregated cites: 0
paper
2012Pricing electricity derivatives within a Markov regime-switching model In: Papers.
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paper1
2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling In: Papers.
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paper0
2021Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach In: Applied Mathematics and Computation.
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article0
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
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article101
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 101
paper
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article104
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 104
paper
2011Subordinated ?-stable Ornstein–Uhlenbeck process as a tool for financial data description In: Physica A: Statistical Mechanics and its Applications.
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article4
2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts In: Energies.
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article1
2010Building Loss Models In: SFB 649 Discussion Papers.
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paper18
2010Building Loss Models.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 18
paper
2010Building Loss Models.(2010) In: HSC Research Reports.
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paper
2009Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper.
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paper10
2010Goodness-of-fit testing for regime-switching models In: MPRA Paper.
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paper3
2011Goodness-of-fit testing for the marginal distribution of regime-switching models.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
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paper1
2010Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices In: MPRA Paper.
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paper13
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices.(2011) In: HSC Research Reports.
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This paper has another version. Agregated cites: 13
paper
2009Subdynamics of financial data from fractional Fokker-Planck equation In: MPRA Paper.
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paper9
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
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article35
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices.(2011) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2013Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices In: AStA Advances in Statistical Analysis.
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article6
2014Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach In: Mathematical Methods of Operations Research.
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article12
2008Modelling energy forward prices In: HSC Research Reports.
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paper0
2011Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description In: HSC Research Reports.
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paper2
2012Inference for Markov-regime switching models of electricity spot prices In: HSC Research Reports.
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paper3
2012A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports.
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paper1

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