Joanna Janczura : Citation Profile


Are you Joanna Janczura?

Politechnika Wrocławska

7

H index

5

i10 index

253

Citations

RESEARCH PRODUCTION:

6

Articles

21

Papers

RESEARCH ACTIVITY:

   6 years (2008 - 2014). See details.
   Cites by year: 42
   Journals where Joanna Janczura has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 17 (6.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja256
   Updated: 2019-10-15    RAS profile: 2018-01-06    
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Relations with other researchers


Works with:

Weron, Rafał (2)

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 (61)

Nowotarski, Jakub (24)

Tomczyk, Jakub (11)

Nan, Fany (10)

Trueck, Stefan (9)

Zator, Michał (9)

Afanasyev, Dmitriy (8)

Fleten, Stein-Erik (7)

Uniejewski, Bartosz (7)

Eichler, Michael (7)

Marcjasz, Grzegorz (6)

Cites to:

Weron, Rafał (87)

Trueck, Stefan (18)

Hamilton, James (16)

Cartea, Álvaro (14)

Kim, Chang-Jin (10)

Misiorek, Adam (10)

Hurn, Stan (7)

Roberts, Michael (7)

Haldrup, Niels (7)

Knittel, Christopher (7)

Nielsen, Morten (7)

Main data


Where Joanna Janczura has published?


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

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 (2018 and 2017)


YearTitle of citing document
2017Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1612.06665.

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

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2017Forecasting the distributions of hourly electricity spot prices. (2017). Pape, Christian ; Weber, Christoph ; Woll, Oliver ; Vogler, Arne . In: EWL Working Papers. RePEc:dui:wpaper:1705.

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2019Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2019). Ferreiro, Javier Ojea. In: Working Paper Series. RePEc:ecb:ecbwps:20192296.

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2018A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients. (2018). Xie, Jiaquan ; Li, Dongyang ; Zhao, Fuqiang ; Gui, Hailian ; Yao, Zhibin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:332:y:2018:i:c:p:197-208.

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2017Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Chen, Yan ; Schlag, N ; Olson, A ; Moore, J ; Ong, A ; Ho, T. In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:531-543.

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2018Anticipating electricity prices for future needs – Implications for liberalised retail markets. (2018). Allan, Tian Sheng ; le Ng, Jia. In: Applied Energy. RePEc:eee:appene:v:212:y:2018:i:c:p:244-264.

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2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

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2018Recurrence statistics for anomalous diffusion regime change detection. (2018). Sikora, Grzegorz ; Krapf, Diego ; Wyomaska, Agnieszka. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:380-394.

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2017How should a local regime-switching model be calibrated?. (2017). He, Xin-Jiang ; Zhu, Song-Ping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:149-163.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2017Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. (2017). Caldana, Ruggero ; Roncoroni, Andrea ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:715-734.

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2017Resource extraction with a carbon tax and regime switching prices: Exercising your options. (2017). Insley, Margaret. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:1-16.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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2017Risk-minimisation in electricity markets: Fixed price, unknown consumption. (2017). Tegner, Martin ; Poulsen, Rolf ; Skajaa, Anders ; Ernstsen, Rune Ramsdal. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:423-439.

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2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Brix, Anne Floor ; Wei, Wei ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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2018Component estimation for electricity market data: Deterministic or stochastic?. (2018). Lisi, Francesco ; Pelagatti, Matteo M. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:13-37.

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2018Equation-by-equation estimation of multivariate periodic electricity price volatility. (2018). Escribano, Alvaro ; Sucarrat, Genaro. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:287-298.

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2019Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. (2019). Wang, Shixuan ; Gözgör, Giray ; Apergis, Nicholas ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:129-142.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2018How renewable production depresses electricity prices: Evidence from the German market. (2018). de Lagarde, Cyril Martin ; Lantz, Frederic. In: Energy Policy. RePEc:eee:enepol:v:117:y:2018:i:c:p:263-277.

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2018Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269.

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2018Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang. In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

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2019Market price behavior of wholesale electricity products: Texas. (2019). Tsai, C H ; Zhu, S ; Woo, C K ; Zarnikau, J. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:418-428.

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2017Nonlinear empirical pricing in electricity markets using fundamental weather factors. (2017). Uribe, Jorge ; Manotas-Duque, Diego Fernando ; Mosquera-Lopez, Stephania. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:594-605.

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2018Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Luo, X ; Liu, Y ; Shiu, A. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:887-902.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2019A characterization of CAT bond performance indices. (2019). Lai, Van Son ; Godin, Frederic ; Trottier, Denis-Alexandre. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:431-437.

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2018The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL: A mixed-methods approach. (2018). Estevo, Joo ; Raposo, Clara . In: Journal of Business Research. RePEc:eee:jbrese:v:89:y:2018:i:c:p:411-417.

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2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

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2018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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2017Fractional Brownian motion time-changed by gamma and inverse gamma process. (2017). Sundar, S ; Wyomaska, A ; Pooczaski, R ; Kumar, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:648-667.

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2017Structural break detection method based on the Adaptive Regression Splines technique. (2017). Kucharczyk, Daniel ; Zimroz, Radosaw ; Wyomaska, Agnieszka. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:499-511.

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2017Bivariate sub-Gaussian model for stock index returns. (2017). Jaboska-Sabuka, Matylda ; Wyomaska, Agnieszka ; Teuerle, Marek . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:628-637.

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2018Modeling of water usage by means of ARFIMA–GARCH processes. (2018). Gajda, Janusz ; Burnecki, Krzysztof ; Bartnicki, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:644-657.

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2019Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215.

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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

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2018Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach. (2018). Uribe, Jorge ; Manotas-Duque, Diego F ; Mosquera-Lopez, Stephania. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:456-467.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2018A looming revolution: Implications of self-generation for the risk exposure of retailers. (2018). Bertsch, Valentin ; Russo, Marianna. In: Papers. RePEc:esr:wpaper:wp597.

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2018Electricity Price Forecasting Using Recurrent Neural Networks. (2018). Ugurlu, Umut ; Tas, Oktay ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1255-:d:146305.

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2018Electricity Price Forecasting with Dynamic Trees: A Benchmark Against the Random Forest Approach. (2018). Portoles, Javier ; Moguerza, Javier M ; Gonzalez, Camino. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1588-:d:153012.

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2018Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models. (2018). Weron, Rafał ; Uniejewski, Bartosz. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2039-:d:162196.

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2018Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting. (2018). Weron, Rafał ; Serafin, Tomasz ; Marcjasz, Grzegorz . In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2364-:d:168385.

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2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

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2018The influence of renewables on electricity price forecasting: a robust approach. (2018). Grossi, Luigi ; Nan, Fany . In: Working Papers. RePEc:ieb:wpaper:doc2018-10.

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2017Price convergence within and between the Italian electricity day-ahead and dispatching services markets. (2017). Fontini, Fulvio ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0215.

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2019Краткосрочное прогнозирование цены электроэнергии на российском рынке с использованием класса моделей SCARX. (2019). **, ; *, . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:1:p:68-84.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

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2017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

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2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

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2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

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2018Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, Rafał ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802.

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2018Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2018). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1805.

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2018Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, Rafał ; Serafin, Tomasz ; Marcjasz, Grzegorz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1806.

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2018Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2018). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1807.

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2018Electricity price forecasting. (2018). Weron, Rafał ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1808.

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2018The Paris Agreement and electricity markets outside the EU. (2018). Lopes, Jose Dias ; Raposo, Clara ; Estevo, Joo. In: Contemporary Economics. RePEc:wyz:journl:id:550.

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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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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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paper2
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
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article83
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: 83
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2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
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article72
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: 72
paper
2011Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description In: Physica A: Statistical Mechanics and its Applications.
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article3
2010Building Loss Models In: SFB 649 Discussion Papers.
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paper15
2010Building Loss Models.(2010) In: MPRA Paper.
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2010Building Loss Models.(2010) In: HSC Research Reports.
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2009Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions In: MPRA Paper.
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paper9
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
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2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
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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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paper6
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
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article30
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: 30
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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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article3
2014Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach In: Mathematical Methods of Operations Research.
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article9
2008Modelling energy forward prices In: HSC Research Reports.
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2011Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description In: HSC Research Reports.
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paper1
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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