Joanna Janczura : Citation Profile

Politechnika Wrocławska

10

H index

10

i10 index

431

Citations

RESEARCH PRODUCTION:

16

Articles

23

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 25
   Journals where Joanna Janczura has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 24 (5.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja256
   Updated: 2026-01-17    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Weron, Aleksander (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 (84)

Nowotarski, Jakub (24)

Uniejewski, Bartosz (17)

Trueck, Stefan (16)

Marcjasz, Grzegorz (15)

Tomczyk, Jakub (11)

Nan, Fany (10)

Afanasyev, Dmitriy (9)

Zator, Michał (9)

Zarnikau, Jay (8)

Fleten, Stein-Erik (7)

Cites to:

Weron, Rafał (165)

Trueck, Stefan (21)

Cartea, Álvaro (18)

Misiorek, Adam (18)

Marcjasz, Grzegorz (16)

Hamilton, James (16)

Burnecki, Krzysztof (14)

Maciejowska, Katarzyna (10)

Nowotarski, Jakub (10)

Kim, Chang-Jin (10)

Härdle, Wolfgang (9)

Main data

Where Joanna Janczura has published?

Journals with more than one article published# docs
Energy Economics3
AStA Advances in Statistical Analysis2
Energies2
Applied Mathematics and Computation2

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 Science and Technology8
Papers / arXiv.org3

Recent works citing Joanna Janczura (2025 and 2024)

YearTitle of citing document
2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Statistical applications of the 20/60/20 rule in risk management and portfolio optimization. (2025). Wyloma, Agnieszka ; Pitera, Marcin ; Pkaczek, Kewin ; Jelito, Damian. In: Papers. RePEc:arx:papers:2504.02840.

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2025The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets. (2025). O'Connor, Ciaran ; Bahloul, Mohamed ; Visentin, Andrea ; Prestwich, Steven. In: Papers. RePEc:arx:papers:2511.05523.

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2025Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE. (2025). Lipiecki, Arkadiusz ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2511.13616.

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2024Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Pineau, Pierre-Olivier ; Charlin, Laurent ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2024Assessing the value and risk of renewable PPAs. (2024). Ras-Barrosa, Oliver ; Pombo-Romero, Julio ; Vzquez, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005693.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case. (2025). Thomaidis, Nikolaos S ; Paschalidou, Eleftheria G. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008119.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, Rafał ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207.

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2024A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market. (2024). Dinh, Nam Trong ; Cornell, Cameron ; Pourmousavi, Ali S. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1421-1437.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049.

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2024Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2024Linear combinations of i.i.d. strictly stable variables with random coefficients and their application to anomalous diffusion processes. (2024). Hottovy, Scott ; Pagnini, Gianni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124004217.

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2025Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure. (2025). Xu, Siyan ; Zhao, Huiyan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000720.

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2025Probabilistic electricity price forecasting by integrating interpretable model. (2025). Jiang, HE ; Wang, Jianzhou ; Dong, Yao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006449.

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2024Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model. (2024). Kania, Krzysztof ; Pilot, Karol ; Ganczarek-Gamrot, Alicja. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4436-:d:1471177.

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2025Reinforcement Learning in Energy Finance: A Comprehensive Review. (2025). Giannelos, Spyros. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2712-:d:1662884.

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2025Forecasting Electricity Prices Three Days in Advance: Comparison Between Multilayer Perceptron and Support Vector Machine Networks. (2025). Borkowski, Dariusz ; Jakiewicz, Micha. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4744-:d:1743246.

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2025Modeling the Duration of Electricity Price Spikes Using Survival Analysis. (2025). Lpez, Manuel Zamudio ; Zareipour, Hamidreza. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:19:p:5255-:d:1764374.

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2025Artificial Intelligence in Energy Economics Research: A Bibliometric Review. (2025). Zhang, Chenrui ; Jiao, Zhilun ; Li, Wenwen. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:2:p:434-:d:1570956.

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2025Hierarchical Vector Mixtures for Electricity Day-Ahead Market Prices Scenario Generation. (2025). Mari, Carlo ; Lucheroni, Carlo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2852-:d:1741787.

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2024Quantifying the Impact of Risk on Market Volatility and Price: Evidence from the Wholesale Electricity Market in Portugal. (2024). Fuinhas, José Alberto ; Entezari, Negin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2691-:d:1363486.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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2024Estimating the Likelihood of Financial Behaviours Using Nearest Neighbors. (2024). Mendes-Neves, Tiago ; Sousa, Ricardo ; Mendes-Moreira, Joo ; Seca, Diogo ; Ribeiro, Claudia. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10370-x.

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2025Quantitative evaluation of methods to analyze motion changes in single-particle experiments. (2025). Conejero, Alberto J ; Ni, Ran ; Pineda, Jess ; Volpe, Giovanni ; Escoto, Marc ; Park, Junwoo ; Midtvedt, Benjamin ; Manzo, Carlo ; Feng, Xiaochen ; Qu, Xiang ; Fernndez-Fernndez, Gabriel ; Haidari, Rasched ; Saavedra, Lucas A ; Requena, Borja ; Hatzakis, Nikos S ; Sha, Hao ; Ahsini, Yusef ; Huang, Zihan ; Sokolovska, Nataliya ; Izeddin, Ignacio ; Zhang, Yongbing ; Barrantes, Francisco J ; Jeong, Hawoong ; Bae, Jaeyong ; Jiang, Yuan ; Lewenstein, Maciej ; Asghar, Solomon ; Kstel-Hansen, Jacob ; Muoz-Gil, Gorka ; Metzler, Ralf ; Cabriel, Clment ; Min-Hattab, Judith ; Bachimanchi, Harshith ; Krapf, Diego. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-61949-x.

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2024Penalized Convex Estimation in Dynamic Location-Scale models. (2024). Chentoufi, Reda Alami. In: MPRA Paper. RePEc:pra:mprapa:123283.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:3:p:267-286:id:14.

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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.
[Full Text][Citation analysis]		paper2
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 nother version. Agregated cites: 2		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 nother version. Agregated cites: 2		paper
2012Pricing electricity derivatives within a Markov regime-switching model In: Papers.
[Full Text][Citation analysis]		paper2
2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling In: Papers.
[Full Text][Citation analysis]		paper2
2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling.(2021) In: Resources Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article0
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
2023A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment In: Applied Mathematics and Computation.
[Full Text][Citation analysis]		article0
2022Classification of random trajectories based on the fractional Lévy stable motion In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2022Dynamic 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 In: Energy Economics.
[Full Text][Citation analysis]		article16
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article120
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		paper
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article133
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 nother version. Agregated cites: 133		paper
2011Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts In: Energies.
[Full Text][Citation analysis]		article3
2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation In: Energies.
[Full Text][Citation analysis]		article2
2022From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case In: Mathematics.
[Full Text][Citation analysis]		article0
2010Building Loss Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper12
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]		paper2
2011Goodness-of-fit testing for the marginal distribution of regime-switching models.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2010Modeling electricity spot prices: Regime switching models with price-capped spike distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2010Building Loss Models In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2010Building Loss Models.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2010Building loss models.(2010) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2010Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices In: MPRA Paper.
[Full Text][Citation analysis]		paper12
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 nother version. Agregated cites: 12		paper
2009Subdynamics of financial data from fractional Fokker-Planck equation In: MPRA Paper.
[Full Text][Citation analysis]		paper12
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article44
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 nother version. Agregated cites: 44		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]		article8
2025Expectile regression averaging method for probabilistic forecasting of electricity prices In: Computational Statistics.
[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]		article16
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]		paper3
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

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