Joanna Janczura : Citation Profile


Are you Joanna Janczura?

Politechnika Wrocławska

7

H index

7

i10 index

308

Citations

RESEARCH PRODUCTION:

8

Articles

21

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 23
   Journals where Joanna Janczura has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 18 (5.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja256
   Updated: 2021-03-01    RAS profile: 2021-01-26    
   Missing citations? Add them    Incorrect content? Let us know

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 (69)

Nowotarski, Jakub (24)

Trueck, Stefan (13)

Tomczyk, Jakub (11)

Marcjasz, Grzegorz (11)

Uniejewski, Bartosz (10)

Nan, Fany (10)

Zator, Michał (9)

Afanasyev, Dmitriy (8)

Fleten, Stein-Erik (7)

Eichler, Michael (7)

Cites to:

Weron, Rafał (96)

Trueck, Stefan (17)

Hamilton, James (16)

Cartea, Álvaro (14)

Misiorek, Adam (12)

Kim, Chang-Jin (10)

Roberts, Michael (7)

Haldrup, Niels (7)

Hurn, Stan (7)

Nielsen, Morten (7)

Knittel, Christopher (7)

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.org2

Recent works citing Joanna Janczura (2021 and 2020)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Deep 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.

Full description at Econpapers || Download paper

2020Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum–Saunders mixture model. (2020). Jamalizadeh, Ahad ; Bekker, Andriette ; Hashemi, Farzane ; Naderi, Mehrdad. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300783.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum–Saunders mixture model. (2020). Jamalizadeh, Ahad ; Bekker, Andriette ; Hashemi, Farzane ; Naderi, Mehrdad. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300783.

Full description at Econpapers || Download paper

Works by Joanna Janczura:


YearTitleTypeCited
2011Black swans or dragon kings? A simple test for deviations from the power law In: Papers.
[Full Text][Citation analysis]
paper0
2011Black swans or dragon kings? A simple test for deviations from the power law.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Pricing electricity derivatives within a Markov regime-switching model In: Papers.
[Full Text][Citation analysis]
paper2
2021Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach In: Applied Mathematics and Computation.
[Full Text][Citation analysis]
article0
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]
article97
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97
paper
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]
article98
2012Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2011Subordinated ?-stable Ornstein–Uhlenbeck process as a tool for financial data description In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts In: Energies.
[Full Text][Citation analysis]
article1
2010Building Loss Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper19
2010Building Loss Models.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2010Building Loss Models.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2009Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper.
[Full Text][Citation analysis]
paper10
2010Goodness-of-fit testing for regime-switching models In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2011Goodness-of-fit testing for the marginal distribution of regime-switching models.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2010Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices In: MPRA Paper.
[Full Text][Citation analysis]
paper13
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: 13
paper
2009Subdynamics of financial data from fractional Fokker-Planck equation In: MPRA Paper.
[Full Text][Citation analysis]
paper7
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article32
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: 32
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.
[Full Text][Citation analysis]
article3
2014Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
article13
2008Modelling energy forward prices In: HSC Research Reports.
[Full Text][Citation analysis]
paper0
2011Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description In: HSC Research Reports.
[Full Text][Citation analysis]
paper1
2012Inference for Markov-regime switching models of electricity spot prices In: HSC Research Reports.
[Full Text][Citation analysis]
paper3
2012A new method for automated noise cancellation in electromagnetic field measurement In: HSC Research Reports.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team