Janczura, Joanna and Weron, Rafal (2010): An empirical comparison of alternate regime-switching models for electricity spot prices. Forthcoming in: Energy Economics
Janczura, Joanna and Weron, Rafal (2011): Black swans or dragon kings? A simple test for deviations from the power law. Unpublished.
Burnecki, Krzysztof; Janczura, Joanna and Weron, Rafal (2010): Building Loss Models. Unpublished.
Weron, Rafal and Janczura, Joanna (2010): Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices. Unpublished.
Janczura, Joanna and Weron, Rafal (2010): Goodness-of-fit testing for regime-switching models. Unpublished.
Janczura, Joanna and Weron, Rafal (2012): Goodness-of-fit testing for the marginal distribution of regime-switching models. Unpublished.
Janczura, Joanna and Weron, Rafal (2010): Modeling electricity spot prices: Regime switching models with price-capped spike distributions. Forthcoming in: MEPS'10 Proceedings
Janczura, Joanna and Weron, Rafal (2009): Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. Published in: IEEE Conference Proceedings (2009)
Janczura, Joanna and Wyłomańska, Agnieszka (2009): Subdynamics of financial data from fractional Fokker-Planck equation. Published in: Acta Physica Polonica B , Vol. 40, No. 5 (2009): pp. 1341-1351.
