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dr hab. Monika Papież, prof. UEK

Publikacje w bazie „Dorobek” »

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Bazy publikacji:

Grants

Principal Investigator:

Key Investigator:

  1. PROFESSIONAL EXPERIENCE
  2. EDUCATION
  3. FIELDS OF INTEREST
  4. ACTIVITIES AND MEMBERSHIPS
  5. PUBLICATION
  6. RESEARCH PROJECTS – GRANTS
  7. MINISTERS AND RECTORS AWARDS

1. PROFESSIONAL EXPERIENCE

Cracow University of Economics, Department of Statistics, 1997-present:

  • Associate Professor of Economics, 2018-present
  • Assistant Professor, 2005-2018
  • Assistant Lecturer, 1997-2005

2. EDUCATION

  • April 2016 – Habilitated doctor in Economics, Cracow University of Economics, the series of publications on Modelling and forecasting prices of energy sources in the context of energy security in the EU;
  • June 2005 – PhD in Economics, Cracow University of Economics, Faculty of Management; PhD dissertation: Statystyczne metody oceny ryzyka ubezpieczeniowego planów emerytalnych/ Statistical methods of assessing insurance risk of pension plans, (PhD supervisor Prof. Aleksander Zeliaś);
  • June 1997 – MA degree in Mathematics, the Faculty of Mathematics and Physics, the Jagiellonian University in Cracow, Master thesis: Mathematical models in insurance, (MA supervisor dr hab. Antoni Dawidowicz);
  • June 1996 – A diploma of a two-semester course in management and business organized by the Institute of Applied Economics in the Faculty of Law and Administration at the Jagiellonian University in Cracow.

3. FIELDS OF INTEREST

Energy economics, environmental economics, energy finance and the application of mathematical and statistical techniques, such as time series analysis and modelling to markets for energy commodities environmental and climate problems.

4. ACTIVITIES AND MEMBERSHIPS

5. PUBLICATION

  • Śmiech, S., Papież, M., Rubaszek, M., and Snarska, M. (2021). The role of oil price uncertainty shocks on oil-exporting countries. Energy Economics, 93, 105028. https://doi.org/10.1016/j.eneco.2020.105028
  • Dąbrowski, M. A., Papież, M., and Śmiech, S. (2020). Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach. Journal of International Trade and Economic Development, 29(7), 821–849. https://doi.org/10.1080/09638199.2020.1748692
  • Frodyma, K., Papież, M., and Śmiech, S. (2020). Decoupling Economic Growth from Fossil Fuel Use—Evidence from 141 Countries in the 25-Year Perspective. Energies, 13(24), 6671. https://doi.org/10.3390/en13246671
  • Śmiech, S., Papież, M., and Shahzad, S. J. H. (2020). Spillover among financial, industrial and consumer uncertainties. The case of EU member states. International Review of Financial Analysis, 70. https://doi.org/10.1016/j.irfa.2020.101497
  • Dąbrowski, M. A., Papież, M., and Śmiech, S. (2019). Monetary Independence of Central and Eastern European Economies with Flexible Exchange Rate Regimes. Eastern European Economics, 57(4), 295–316. https://doi.org/10.1080/00128775.2019.1610897
  • Papież, M., Śmiech, S., and Frodyma, K. (2019). Effects of renewable energy sector development on electricity consumption – Growth nexus in the European Union. Renewable and Sustainable Energy Reviews, 113(10), 109276. https://doi.org/10.1016/j.rser.2019.109276
  • Papież, M., Śmiech, S., and Frodyma, K. (2019). Factors affecting the efficiency of wind power in the European Union countries. Energy Policy, 132, 965–977. https://doi.org/10.1016/j.enpol.2019.06.036
  • Śmiech, S., Papież, M., Fijorek, K., and Dąbrowski, M. A. (2019). What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. Economics, 13. https://doi.org/10.5018/economics-ejournal.ja.2019-14
  • Śmiech, S., Papież, M., and Dąbrowski, M. A. (2019). How important are different aspects of uncertainty in driving industrial production in the CEE countries? Research in International Business and Finance, 50, 252–266. https://doi.org/10.1016/j.ribaf.2019.05.008
  • Wanat, S., Papież, M., and Śmiech, S. (2019). Insurance market development and economic growth in transition countries: some new evidence based on the bootstrap panel granger causality test. Argumenta Oeconomica, 1(42), 213–233. https://doi.org/10.15611/aoe.2019.1.09
  • Papież, M., Śmiech, S., and Frodyma, K. (2018). Determinants of renewable energy development in the EU countries. A 20-year perspective. Renewable and Sustainable Energy Reviews, 91, 918–934. https://doi.org/10.1016/j.rser.2018.04.075
  • Dąbrowski, M. A., Papież, M., and Śmiech, S. (2018). Uncovering the link between a flexible exchange rate and fundamentals: the case of Central and Eastern European economies. Applied Economics, 50(20), 2273–2296. https://doi.org/10.1080/00036846.2017.1394974
  • Frodyma, K., Papież, M., and Śmiech, S. (2018). The efficiency of investing in wind energy in EU countries. Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 507, 63–74. https://doi.org/10.15611/pn.2018.507.06
  • Dąbrowski, M. A., Papież, M., and Śmiech, S. (2018). Is there a trade-off between monetary independence and exchange rate stability in Central and Eastern European economies? In M. Papież and S. Śmiech (Eds.), The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding (pp. 100–109). Foundation of the Cracow University of Economics, Cracow. https://doi.org/10.14659/SEMF.2018.01.10
  • Frodyma, K., Papież, M., and Śmiech, S. (2018). Efficiency of investments in solar power in the EU countries. In M. Papież and S. Śmiech (Eds.), The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding (pp. 140–149). Foundation of the Cracow University of Economics. https://doi.org/10.14659/SEMF.2018.01.14
  • Papież, M., Śmiech, S., and Frodyma, K. (2018). Is development of the renewable energy sector crucial for the electricity consumption-growth nexus in the EU countries? In M. Papież and S. Śmiech (Eds.), The 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding (pp. 355–364). Foundation of the Cracow University of Economics, Cracow. https://doi.org/10.14659/SEMF.2018.01.36
  • Śmiech, S., and Papież, M. (2017). In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. Finance Research Letters, 20, 238–244. https://doi.org/10.1016/j.frl.2016.10.006
  • Dabrowski, M. A., Papież, M., and Śmiech, S. (2017). A statistically-based classification of de facto exchange rate regimes. In M. Papież and S. Śmiech (Eds.), The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding (pp. 47–56). Foundation of the Cracow University of Economics, Cracow.
  • Papież, M., Śmiech, S., and Frodyma, K. (2017). The impact of development of the renewable energy sector in the EU on the energy – growth nexus. In M. Papież and S. Śmiech (Eds.), The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding (pp. 280–289). Foundation of the Cracow University of Economics, Cracow.
  • Śmiech, S., Papież, M., and Fijorek, K. (2017). Volatility spillovers between food, energy, US dollar, and equity markets. Evidence from Diebold-Yilmaz’s approach. In M. Papież and S. Śmiech (Eds.), The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding. Foundation of the Cracow University of Economics, Cracow.
  • Papież, M., Śmiech, S., and Dąbrowski, M. A. (2016). The Impact of the Euro Area Macroeconomy on Global Commodity Prices. Argumenta Oeconomica Cracoviensia, 14, 59–77. https://doi.org/10.15678/aoc.2016.1403
  • Śmiech, S., and Papież, M. (2016). It is possible to use gold and WTI to protect portfolio loses? The 10th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Conference Proceeding. (pp. 179–188). Foundation of the Cracow University of Economics, Cracow.
  • Śmiech, S., Papież, M., and Fijorek, K. (2016). Causality on the steam coal market. Energy Sources, Part B: Economics, Planning and Policy, 11(4), 328–334. https://doi.org/10.1080/15567249.2011.627909
  • Wanat, S., Śmiech, S., and Papież, M. (2016). In search of hedges and safe havens in global financial markets. Statistics in Transition, 17(3), 557–574. https://doi.org/10.21307/stattrans-2016-038
  • Papież, M., Śmiech, S. (2015). Modelowanie i prognozowanie cen surowców energetycznych. Wydawnictwo C.H. Beck, Warszawa.
  • Dąbrowski, M. A., Papież, M., and Śmiech, S. (2015). Causal relations between nominal exchange rates and monetary fundamentals in Central and Eastern European countries. Economics of Transition, 23(1), 45–73. https://doi.org/10.1111/ecot.12055
  • Dabrowski, M. A., Śmiech, S., and Papież, M. (2015). Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies. Journal of International Money and Finance, 51, 409–431. https://doi.org/10.1016/j.jimonfin.2014.12.006
  • Papież, M., and Śmiech, S. (2015). Dynamic steam coal market integration: Evidence from rolling cointegration analysis. Energy Economics, 51, 510–520. https://doi.org/10.1016/j.eneco.2015.08.006
  • Papież, M. (2015). The Application of a Rolling Causality Test for Analysing Dependencies between the Prices of Corn, Crude Oil and Ethanol. Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 4(940), 101–116. https://doi.org/10.15678/znuek.2015.0940.0408
  • Śmiech, S., Papież, M., and Dabrowski, M. A. (2015). Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. International Review of Economics and Finance, 39, 485–503. https://doi.org/10.1016/j.iref.2015.07.012
  • Wanat, S., Papież, M., and Śmiech, S. (2015). Causality in distribution between European stock markets and commodity prices: using independence test based on the empirical copula. Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 381. https://doi.org/10.15611/pn.2015.381.32
  • Wanat, S., Papież, M., and Śmiech, S. (2015). The Conditional Dependence Structure between Precious Metals: A Copula-GARCH Approach. Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 4(940), 19–33. https://doi.org/10.15678/znuek.2015.0940.0402
  • Papież, M., (2015). Is it possible to successfully forecast the real price of crude oil at short horizons? In: Papież,  M.,  Śmiech, S., (eds.), Proceedings of  the 9 th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Cracow: Foundation of the Cracow University of Economics, 154-163. http://pliki.konferencjazakopianska.pl/proceedings_2015/proceedings.html
  • Dabrowski, M. A., Papież, M., and Śmiech, S. (2014). Exchange rates and monetary fundamentals in CEE countries: Evidence from a panel approach. Journal of Macroeconomics, 41, 148–159. https://doi.org/10.1016/j.jmacro.2014.05.005
  • Śmiech, S., and Papież, M. (2014). Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU. International Conference on the European Energy Market, EEM. https://doi.org/10.1109/EEM.2014.6861217
  • Śmiech, S., and Papież, M. (2014). Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach. Energy Policy, 71, 118–129. https://doi.org/10.1016/j.enpol.2014.04.005
  • Kostrzewski, M., Śmiech, S., Papież, M., Dąbrowski, M.A. (2014). Commodity prices and real and financial processes in the Euro area: a Bayesian SVAR approach, in: Talašová, J., Stoklasa, J., Talášek, T., (eds.) Proceedings of 32nd International Conference Mathematical Methods in Economics. Faculty of Science Palacký University, Olomouc, Olomouc, Czech Republic, 471-476. PDF http://www.mme2014.upol.cz/downloads/MME_2014_Proceedings.pdf
  • Papież, M. (2014). A dynamic analysis of causality between prices of corn, crude oil and ethanol, in: Talašová, J., Stoklasa, J., Talášek, T., (eds.) Proceedings of 32nd International Conference Mathematical Methods in Economics. Faculty of Science Palacký University, Olomouc, Olomouc, Czech Republic, 754 -759. PDF http://www.mme2014.upol.cz/downloads/MME_2014_Proceedings.pdf
  • Śmiech, S. (2014).  Dissimilarity of commodity prices – the results of time series clustering, in: Talašová, J., Stoklasa, J., Talášek, T., (eds.) Proceedings of 32nd International Conference Mathematical Methods in Economics. Faculty of Science Palacký University, Olomouc, Olomouc, Czech Republic, 920-925. PDF  http://www.mme2014.upol.cz/downloads/MME_2014_Proceedings.pdf
  • Wanat, S., Papież, M., Śmiech, S. (2014).  The conditional dependence structure among precious metals: a copula-GARCH approach, in: Talašová, J., Stoklasa, J., Talášek, T., (eds.) Proceedings of 32nd International Conference Mathematical Methods in Economics. Faculty of Science Palacký University, Olomouc, Olomouc, Czech Republic, 1096 -1101. PDF http://www.mme2014.upol.cz/downloads/MME_2014_Proceedings.pdf
  • Śmiech, S., Papież, M., Dąbrowski, M.A. (2014). Energy and non-energy commodity prices and the Eurozone macroeconomy: a SVAR approach. In: Papież,  M.,  Śmiech, S., (eds.), Proceedings of  the 8 th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Cracow: Foundation of the Cracow University of Economics, 165-174. http://www.pliki.konferencjazakopianska.pl/proceedings_2014/pdf/Śmiech_Papież_Dabrowski.pdf
  • Papież, M., and Śmiech, S. (2013). Wzrost gospodarczy i zużycie energii w krajach postkomunistycznych – bootstrapowa panelowa analiza przyczynowości. Dynamic Econometric Models, 13, 51. https://doi.org/10.12775/dem.2013.003
  • Papież, M., and Śmiech, S. (2013). Causality-in-mean and causality-in-variance within the international steam coal market. Energy Economics, 36, 594–604. https://doi.org/10.1016/j.eneco.2012.11.004
  • Śmiech, S., and Papież, M. (2013). Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market. Economics Letters, 118(1), 199–202. https://doi.org/10.1016/j.econlet.2012.10.010
  • Śmiech, S., Papież, M. (2013). Exploratory data analysis of energy security in the EU member countries in the period 2000 – 2010, in: Muggeo, V., Capursi, V., Boscaino, G., Lovison, G., (eds.), Proceedings of the 28th International Workshop on Statistical Modelling, Universita di Palermo, Palermo, 779-782.
  • Papież, M. (2013). Convergence of energy security level in the EU member countries. In: Papież,  M.,  Śmiech, S., (eds.), Proceedings of  the 7 th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Cracow: Foundation of the Cracow University of Economics, 107-114.http://www.pliki.konferencjazakopianska.pl/proceedings_2013/pdf/Papież.pdf
  • Papież M.(2013). CO 2 emissions, energy consumption and economic growth in the Visegrad Group countries: a panel data analysis, in: Vojáčková, H., (ed.) Proceedings of 31th International Conference Mathematical Methods in Economics. College of Polytechnics Jihlava, Jihlava, Czech Republic, 696 -701.  pdf https://mme2013.vspj.cz/about-conference/conference-proceedings
  • Śmiech, S., Papież, M. (2013). Energy Consumption and Economic Growth in Central and Eastern European Countries: a Panel Data Analysis in: Löster, T., Pavelka, T., (eds.), Proceedings of 7th International Days of Statistics and Economics. Prague: Melandrium, 1288-1294. http://msed.vse.cz/files/2013/53-Śmiech-Slawomir-paper.pdf
  • Papież, M. (2012). Wpływ cen surowców energetycznych na ceny spot energii elektrycznej na wybranych giełdach energii w Europie. Ekonometria, 38, 57–68.
  • Papież, M., and Śmiech, S. (2012). Wykorzystanie modelu SVECM do badania zależności pomiędzy cenami surowców a cenami stali na rynku europejskim w latach 2003-2011. Przegląd Statystyczny, 59(4), 504–524.
  • Papież, M., and Wanat, S. (2012). Modele autoregresji i wektorowej autoregresji w prognozowaniu podstawowych zmiennych charakteryzujących rynek ubezpieczeń działu II. Prace Naukowe Uniwersytetu Ekonomicznego We Wrocławiu, 254, 199–208.
  • Śmiech, S., and Papież, M. (2012). Short-term predictions of import prices of steam coal in Poland. Rynek Energii, 99(2), 148–153.
  • Śmiech, S., and Papież, M. (2012). Analiza przyczynowości pomiędzy cenami węgla koksowego, koksu i stali w latach 2003–2010. Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 878(02), 57–71.
  • Papież, M. (2011). Analiza przyczynowości na rynku ubezpieczeń życiowych w latach 2003–2010. Prace Naukowe Uniwersytetu Ekonomicznego We Wrocławiu, 228, 383–393.
  • Papież, M., and Śmiech, S. (2011). The analysis of relations between primary fuel prices on the European market in the period 2001-2011. Rynek Energii, 96(5), 139–144.
  • Śmiech, S., and Papież, M. (2011). The analysis and forecasting of coke prices. Ekonometria, 32, 205–213.
  • Denkowska, S., and Papież, M. (2010). The Analysis of Mortality Changes in Selected European Countries in the Period 1960-2006. Statistics in Transition New Series, 11(3), 136–157.
  • Papież, M., and Śmiech, S. (2010). Klasyfikacja modeli zmienności typu GARCH dla stóp zwrotu OFE. Finanse : Czasopismo Komitetu Nauk o Finansach PAN, nr 2(3), 97–117

6. RESEARCH PROJECTS – GRANTS

2020-2023 – Principal Investigator – The National Science Centre – 2019/35/B/HS4/0118  – Determinants of CO2 emissions and the potential to reduce CO2 emissions while maintaining economic growth in countries at different levels of development (Key Investigator: dr hab. Sławomir Śmiech, dr Katarzyna Frodyma).

2017 – 2020 – Key Investigator – The National Science Centre – 2017/25/B/HS4/01058 – The impact  of commodity markets uncertainty on real and financial process in countries at different level of economic development ( Principal Investigator: dr hab. Śmiech Sławomir).

2016-2019 – Principal Investigator – The National Science Centre – 2015/17/B/HS4/02685 – The impact of European Union’s energy policy on the economic growth in its member states (Key Investigator: dr hab. Śmiech Sławomir, dr Katarzyna Frodyma).

2016 – 2019 – Key Investigator – The National Science Centre – 2015/17/B/HS4/02681 – A reliable de facto exchange-rate-regime classification: construction and application to evaluation of a link between exchange rate elasticity and output volatility ( Principal Investigator: dr hab. Dąbrowski Marek).

2014 – 2015 – Key Investigator – The National Science Centre – 2013/11/B/HS4/00489 – Causal relations between nominal exchange rates and their fundamentals in European emerging economies – an approach based on the class of present-value models ( Principal Investigator: dr Dąbrowski Marek).

2013-2016 – Key Investigator – The National Science Centre – 2012/07/B/HS4/00700 – Causal relations between commodity prices and macroeconomic and financial indicators in the context of
structural breaks in the international commodity markets (Principial Investigator: dr Śmiech Sławomir).

2012-2015 – Principial Investigator – The National Science Centre – 2011/03/B/HS4/01134 – Modelling and Forecasting Prices of Energy Sources in View of Poland’s and Europe’s Energy Security (Key Investigator: dr Śmiech Sławomir).

2005 – 2006 – Contractor of the project (grant promotorski) KBN Grant 1 H02B 003 28, No 0201/H02/2005/28 – Statystyczne metody oceny ryzyka ubezpieczeniowego planów emerytalnych
(Project manager: Prof. dr hab. Aleksander Zeliaś).

2004 – 2007 – Contractor of the project – KBN Grant 1 H02B 015 26, No 0672/H02/2004/26 – Analiza przestrzenno – czasowa rynku pracy w Polsce i w krajach Unii Europejskiej, (Project manager: dr hab. Anna Malina).

2000 -2003 – Contractor of the project – KBN Grant 1 H02B 004 19, No 0785/H02/2000/19 – Analiza porównawcza poziomu życia ludności w Polsce i krajach Unii Europejskiej w latach 1990–2000, (Project manager: Prof. dr hab. Aleksander Zeliaś).

1998 – 2000 – Contractor of the project – KBN Grant 1 H02B 001 13 – Taksonomiczna analiza przestrzennego zróżnicowania poziomu i jakości życia w Polsce w ujęciu dynamicznym, (Project manager: Prof. dr hab. Aleksander Zeliaś).

7. MINISTERS AND RECTORS AWARDS

Minister’s Award

  • 2005 – Team Award of the Minister of National Education and Sport for the book, „The standard of
    living in Poland and the European Union”, (co-author), Warsaw, October 2005.

Rector’s Awards

  • 2019 – Individual Award of the Rector of Cracow University of Economics of third degree for achievements in science in 2019 (Cracow, October 2020)
  • 2018 – Individual Award of the Rector of Cracow University of Economics of second degree for achievements in science in 2018 (Cracow, October 2019)
  • 2017 – Individual Award of the Rector of Cracow University of Economics of third degree for achievements in science in 2017 (Cracow, October 2018)
  • 2016 -Individual Award of the Rector of Cracow University of Economics for special achievements in science in 2016 (Cracow, October 2017)
  • 2015 – Individual Award of the Rector of Cracow University of Economics of first degree for achievements in science in 2015 (Cracow, October 2016)
  • 2014 – Individual Award of the Rector of Cracow University of Economics of third degree for achievements in science in 2014 (Cracow, October 2015)
  • 2013 – Individual Award of the Rector of Cracow University of Economics of first degree for achievements in science in 2013 (Cracow, October 2014)
  • 2012 – Individual Award of the Rector of Cracow University of Economics of third degree for achievements in science in 2012 (Cracow, October 2013)
  • 2011 – Individual Award of the Rector of Cracow University of Economics of first degree for achievements in science in 2011 (Cracow, October 2012)
  • 2010 – Individual Award of the Rector of Cracow University of Economics of second degree for achievements in science in 2010 (Cracow, October 2011)
  • 2008 – Individual Award of the Rector of Cracow University of Economics of second degree for achievements in science in 2008 (Cracow, October 2009)
  • 2008 – Team Award of the Rector of Cracow University of Economics of first degree for achievements in science in 2008 (Cracow, October 2009)
  • 2005 – Individual Award of the Rector of Cracow University of Economics of second degree for achievements in science in 2005 (Cracow, October 2006)
  • 2000 – Team Award of the Rector of Cracow University of Economics of first degree for achievements in science in 2000 (Cracow, October 2001).