Joanna Janczura : Citation Profile

Are you Joanna Janczura?

Politechnika Wrocławska

9

H index

9

i10 index

391

Citations

RESEARCH PRODUCTION:

13

Articles

23

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 26
   Journals where Joanna Janczura has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 23 (5.56 %)

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   Permalink: http://citec.repec.org/pja256
   Updated: 2024-12-03    RAS profile: 2023-09-27    
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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 (80)

Nowotarski, Jakub (24)

Uniejewski, Bartosz (16)

Trueck, Stefan (16)

Marcjasz, Grzegorz (15)

Tomczyk, Jakub (11)

Nan, Fany (10)

Zator, Michał (9)

Afanasyev, Dmitriy (9)

Zarnikau, Jay (8)

Grossi, Luigi (7)

Cites to:

Weron, Rafał (150)

Trueck, Stefan (20)

Cartea, Álvaro (18)

Hamilton, James (16)

Misiorek, Adam (15)

Marcjasz, Grzegorz (13)

Burnecki, Krzysztof (12)

Kim, Chang-Jin (10)

Nowotarski, Jakub (9)

Maciejowska, Katarzyna (8)

Härdle, Wolfgang (8)

Main data

Where Joanna Janczura has published?

Journals with more than one article published# docs
Energy Economics3
Energies2
AStA Advances in Statistical Analysis2
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 (2024 and 2023)

YearTitle of citing document
2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443.

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

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

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2023Foreseeing the worst: Forecasting electricity DART spikes. (2023). Godin, Frederic ; Gauthier, Genevieve ; Galarneau-Vincent, Remi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000191.

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2023Assessing the impact of battery storage on Australian electricity markets. (2023). Truck, Stefan ; Foley, Sean ; Rangarajan, Arvind. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000993.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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

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2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

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2023Deferring real options with solar renewable energy certificates. (2023). Byrne, Julie ; Assereto, Martina ; Zhang, Hanyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000977.

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2023Deviations from commitments: Markov decision process formulations for the role of energy storage. (2023). Nadar, Emre ; Kocaman, Ayse Selin ; Avci, Harun ; Karakoyun, Ece Cigdem. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s0925527322002936.

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2023.

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2023Edge-Based Short-Term Energy Demand Prediction. (2023). Papageorgiou, Elpiniki I ; Lekidis, Alexios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5435-:d:1196042.

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2023A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes. (2023). Quashie, Mike ; Zareipour, Hamidreza ; Lopez, Manuel Zamudio ; Jaimes, Daniel Manfre. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:3:p:28-521:d:1197273.

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2023.

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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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2023Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes. (2023). Noorani, Idin ; Mehrdoust, Farshid. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10232-4.

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

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2023Identifying Risk Factors and Their Premia: A Study on Electricity Prices*. (2023). Lunde, Asger ; Wei, Wei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1647-1679..

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2023Oil Shock Impact Upon Energy Companies Investment Portfolios. Trends and Evolutions in the Energy Consumption Sector. (2023). Marius, Boi ; Cornel, Dumiter Florin. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:1:p:1-27:n:3.

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2023Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511.

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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.
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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.
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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]		paper0
2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling.(2021) In: Resources Policy.
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This paper has nother version. Agregated cites: 0		article
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]		article0
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]		article8
2010An empirical comparison of alternate regime-switching models for electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]		article115
2010An empirical comparison of alternate regime-switching models or electricity spot prices.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 115		paper
2013Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling In: Energy Economics.
[Full Text][Citation analysis]		article125
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 nother version. Agregated cites: 125		paper
2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts In: Energies.
[Full Text][Citation analysis]		article2
2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation In: Energies.
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In: .
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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.
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2010Building Loss Models.(2010) In: HSC Research Reports.
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.() In: .
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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]		paper11
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article39
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: 39		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]		article7
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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