Details about Joanna Górka

Access statistics for papers by Joanna Górka.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: pgo445

Journal Articles

2024

1. Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach
   Energies, 2024, 17, (23), 1-29
2. Uncertainty and cryptocurrency returns: A lesson from turbulent times
   International Review of Financial Analysis, 2024, 94, (C) View citations (1)

2023

3. Dependence Analysis for the Energy Sector Based on Energy ETFs
   Energies, 2023, 16, (3), 1-30 View citations (2)

2022

4. The lithium and oil markets – dependencies and volatility spillovers
   Resources Policy, 2022, 78, (C) View citations (4)
5. Volatility Modeling and Dependence Structure of ESG and Conventional Investments
   Risks, 2022, 10, (1), 1-25 View citations (5)

2021

6. A Model on the Decision to Conduct Independent Verification of CSR Data: The Case of Poland
   European Research Studies Journal, 2021, XXIV, (2 - Part 2), 189-212
7. Employees’ Trust in Artificial Intelligence in Companies: The Case of Energy and Chemical Industries in Poland
   Energies, 2021, 14, (7), 1-20 View citations (3)

2020

8. Capabilities of Corporate Volunteering in Strengthening Social Capital
   Sustainability, 2020, 12, (18), 1-11

2014

9. Option Pricing under Sign RCA-GARCH Models
   Dynamic Econometric Models, 2014, 14, 145-160

2012

10. The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes
    Dynamic Econometric Models, 2012, 12, 105-110

2010

11. The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures
    Dynamic Econometric Models, 2010, 10, 61-80

2009

12. Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures
    Dynamic Econometric Models, 2009, 9, 39-50
13. Forecast properties of family rca models
    Acta Universitatis Nicolai Copernici, Ekonomia, 2009, 40, 75-86

2008

14. Description of the Kurtosis of Distributions by Selected Models with Sign Function
    Dynamic Econometric Models, 2008, 8, 119-128

2006

15. Identification of Non-linearity in Economic Time Series
    Dynamic Econometric Models, 2006, 7, 83-92

2004

16. Heteroskedastic Cointegration
    Dynamic Econometric Models, 2004, 6, 213-220

Chapters

2020

1. Financial Services Companies’ Abilities to Collaborative Technology Absorption Versus Their Innovativeness
   Springer