17
H index
26
i10 index
1581
Citations
Univerzita Karlova v Praze (50% share) | 17 H index 26 i10 index 1581 Citations RESEARCH PRODUCTION: 45 Articles 76 Papers 1 Books 1 Chapters RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba685 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jozef BarunÃk. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper | |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
2023 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2023 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper | |
2023 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2023 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Klieber, Karin ; Frenette, Mikael ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper | |
2023 | Macroeconomics with a Thick Pen. (2023). Jin, Xin ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10430. Full description at Econpapers || Download paper | |
2023 | Volatility Connectedness on the Central European Forex Markets. (2023). KoÄenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper | |
2023 | A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers || Download paper | |
2023 | Energy Price and Stock Return: Evidence of Energy Sector Companies in Indonesia. (2023). Karyatun, Subur ; Ferranti, Putri Andari ; Minanari, Minanari ; Endri, Endri ; Rheynaldi, Pande Ketut. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-5. Full description at Econpapers || Download paper | |
2023 | Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14. Full description at Econpapers || Download paper | |
2023 | Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734. Full description at Econpapers || Download paper | |
2023 | Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883. Full description at Econpapers || Download paper | |
2023 | Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers || Download paper | |
2023 | A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008. Full description at Econpapers || Download paper | |
2023 | Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580. Full description at Econpapers || Download paper | |
2023 | Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281. Full description at Econpapers || Download paper | |
2023 | Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481. Full description at Econpapers || Download paper | |
2023 | Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper | |
2023 | Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443. Full description at Econpapers || Download paper | |
2023 | Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342. Full description at Econpapers || Download paper | |
2023 | Total factor productivity in East Asia under ambiguity. (2023). Viale, Ariel M ; Lee, Velma. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000445. Full description at Econpapers || Download paper | |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper | |
2023 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper | |
2023 | Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive timeâfrequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2023 | Time-varying risk spillovers in Chinese stock market â New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
2023 | The risk spillover between Chinaâs economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper | |
2023 | Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359. Full description at Econpapers || Download paper | |
2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper | |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper | |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper | |
2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | |
2023 | Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079. Full description at Econpapers || Download paper | |
2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper | |
2023 | Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634. Full description at Econpapers || Download paper | |
2023 | Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713. Full description at Econpapers || Download paper | |
2023 | Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper | |
2023 | Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach. (2023). Abakah, Emmanuel ; Ghosh, Sudeshna ; Doan, Buhari ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001044. Full description at Econpapers || Download paper | |
2023 | Modelling 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. Full description at Econpapers || Download paper | |
2023 | The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x. Full description at Econpapers || Download paper | |
2023 | Research on tail risk contagion in international energy marketsâThe quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244. Full description at Econpapers || Download paper | |
2023 | Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256. Full description at Econpapers || Download paper | |
2023 | Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x. Full description at Econpapers || Download paper | |
2023 | Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper | |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Connectedness and spillovers in the innovation network of green transportation. (2023). Tzeremes, Panayiotis ; Nel, J ; Dogan, Eyup ; Inglesi-Lotz, R. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s0301421523002719. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731. Full description at Econpapers || Download paper | |
2023 | The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788. Full description at Econpapers || Download paper | |
2023 | How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China. (2023). Liu, Xinyi ; Dong, Lingfei ; Jiang, Wei. In: Energy. RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017450. Full description at Econpapers || Download paper | |
2023 | Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | Co-movement between commodity and equity markets revisitedâAn application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis. (2023). Zhang, Dayong ; Bu, Lin ; Zhao, Hang ; Jin, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001138. Full description at Econpapers || Download paper | |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
2023 | Speculation or currency? Multi-scale analysis of cryptocurrenciesâThe case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168. Full description at Econpapers || Download paper | |
2023 | Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302. Full description at Econpapers || Download paper | |
2023 | The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x. Full description at Econpapers || Download paper | |
2023 | Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703. Full description at Econpapers || Download paper | |
2023 | Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058. Full description at Econpapers || Download paper | |
2023 | Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535. Full description at Econpapers || Download paper | |
2023 | Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426. Full description at Econpapers || Download paper | |
2023 | Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089. Full description at Econpapers || Download paper | |
2023 | Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19. (2023). Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000648. Full description at Econpapers || Download paper | |
2023 | Spillover connectedness between oil and Chinas industry stock markets: A perspective of carbon emissions. (2023). Xu, Shaojun ; Zhang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001095. Full description at Econpapers || Download paper | |
2023 | Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770. Full description at Econpapers || Download paper | |
2023 | Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689. Full description at Econpapers || Download paper | |
2023 | Asymmetric and time-frequency based networks of currency markets. (2023). Caporin, Massimiliano ; Hasan, Mudassar ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003690. Full description at Econpapers || Download paper | |
2023 | Sectoral spillovers and systemic risks: Evidence from China. (2023). Liu, Xutang ; Yue, Dianmin ; Goodell, John W ; Chen, Shoudong. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003902. Full description at Econpapers || Download paper | |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper | |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper | |
2023 | What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Hammoudeh, Shawkat ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965. Full description at Econpapers || Download paper | |
2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper | |
2023 | European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688. Full description at Econpapers || Download paper | |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper | |
2023 | Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525. Full description at Econpapers || Download paper | |
2023 | The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers || Download paper | |
2023 | Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277. Full description at Econpapers || Download paper | |
2023 | Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2015 | Volatility Spillovers Across Petroleum Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 63 |
2014 | How does bad and good volatility spill over across petroleum markets?.(2014) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2015 | Volatility spillovers across petroleum markets.(2015) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2012 | Understanding the source of multifractality in financial markets In: Papers. [Full Text][Citation analysis] | paper | 67 |
2012 | Understanding the source of multifractality in financial markets.(2012) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
2012 | Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis In: Papers. [Full Text][Citation analysis] | paper | 222 |
2012 | Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 222 | article | |
2012 | Monte Carlo-based tail exponent estimator In: Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Monte Carlo-based tail exponent estimator.(2010) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | Monte Carlo-Based Tail Exponent Estimator.(2010) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | On Hurst exponent estimation under heavy-tailed distributions In: Papers. [Full Text][Citation analysis] | paper | 118 |
2010 | On Hurst exponent estimation under heavy-tailed distributions.(2010) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | article | |
2013 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise In: Papers. [Full Text][Citation analysis] | paper | 18 |
2015 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2015 | Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers. [Full Text][Citation analysis] | paper | 38 |
2016 | Modeling and forecasting exchange rate volatility in time-frequency domain.(2016) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
2016 | Modeling and forecasting exchange rate volatility in time-frequency domain.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2013 | Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment In: Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2013 | Modeling and Forecasting Persistent Financial Durations In: Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Modeling and forecasting persistent financial durations.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2015 | Modeling and forecasting persistent financial durations.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2013 | Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression In: Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2014 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2015 | Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data In: Papers. [Full Text][Citation analysis] | paper | 43 |
2015 | Are benefits from oilâstocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2014 | Gold, Oil, and Stocks In: Papers. [Full Text][Citation analysis] | paper | 84 |
2015 | Gold, Oil, and Stocks: Dynamic Correlations.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2016 | Gold, oil, and stocks: Dynamic correlations.(2016) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
2014 | Gold, Oil, and Stocks.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? In: Papers. [Full Text][Citation analysis] | paper | 147 |
2015 | Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2016 | Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers.(2016) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | article | |
2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2013 | Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility In: Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility.(2016) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2014 | Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2013 | Can we still benefit from international diversification? The case of the Czech and German stock markets In: Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2013 | Contagion among Central and Eastern European stock markets during the financial crisis In: Papers. [Full Text][Citation analysis] | paper | 17 |
2013 | Contagion among Central and Eastern European Stock Markets during the Financial Crisis.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2015 | Forecasting the term structure of crude oil futures prices with neural networks In: Papers. [Full Text][Citation analysis] | paper | 16 |
2016 | Forecasting the term structure of crude oil futures prices with neural networks.(2016) In: Applied Energy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2015 | Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks.(2015) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2017 | Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 218 |
2018 | Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk.(2018) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 218 | article | |
2018 | Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables In: Papers. [Full Text][Citation analysis] | paper | 73 |
2019 | Quantile coherency: A general measure for dependence between cyclical economic variables.(2019) In: The Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
2017 | Do co-jumps impact correlations in currency markets? In: Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Do co-jumps impact correlations in currency markets?.(2018) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets In: Papers. [Full Text][Citation analysis] | paper | 19 |
2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2016 | Asymmetric volatility connectedness on forex markets In: Papers. [Full Text][Citation analysis] | paper | 96 |
2017 | Asymmetric volatility connectedness on the forex market.(2017) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
2017 | Asymmetric volatility connectedness on the forex market.(2017) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2017 | Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns In: Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns.(2017) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Forecasting dynamic return distributions based on ordered binary choice In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Forecasting dynamic return distributions based on ordered binary choice.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2019 | Total, asymmetric and frequency connectedness between oil and forex markets In: Papers. [Full Text][Citation analysis] | paper | 33 |
2019 | Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
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2018 | Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Panel quantile regressions for estimating and predicting the value?at?risk of commodities.(2019) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | Asymmetric Network Connectedness of Fears In: Papers. [Full Text][Citation analysis] | paper | 12 |
2022 | Asymmetric network connectedness of fears.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Asymmetric Network Connectedness of Fears.(2022) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2019 | Co-jumping of Treasury Yield Curve Rates In: Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamic Network Risk In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Investment Disputes and Abnormal Volatility of Stocks In: Papers. [Full Text][Citation analysis] | paper | 1 |
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2020 | Deep Learning, Predictability, and Optimal Portfolio Returns.(2020) In: CERGE-EI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Dynamic industry uncertainty networks and the business cycle In: Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Currency Network Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Frequency-Dependent Higher Moment Risks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Frequency-Dependent Higher Moment Risks.(2021) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Learning Probability Distributions in Macroeconomics and Finance In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Common Idiosyncratic Quantile Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The Dynamic Persistence of Economic Shocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options In: Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A semiparametric nonlinear quantile regression model for financial returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2017 | Estimation of long memory in volatility using wavelets In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2014 | Estimation of Long Memory in Volatility Using Wavelets.(2014) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Estimation of long memory in volatility using wavelets.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Uncertainty Network Risk and Currency Returns In: CERGE-EI Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Macroeconomic Forecasting: Methods, Accuracy and Coordination In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2011 | Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Neural Networks as Semiparametric Option Pricing Tool In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 2 |
2009 | Can a stochastic cusp catastrophe model explain stock market crashes? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2017 | Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 56 |
2016 | Estimation of financial agent-based models with simulated maximum likelihood.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2015 | An empirical model of fractionally cointegrated daily high and low stock market prices In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2016 | Revisiting the long memory dynamics of the impliedârealized volatility relationship: New evidence from the wavelet regression In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2017 | Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets? In: Energy Economics. [Full Text][Citation analysis] | article | 44 |
2012 | How do skilled traders change the structure of the market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2021 | Measurement of common risks in tails: A panel quantile regression model for financial returns In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
2010 | Tail Behavior of the Central European Stock Markets during the Financial Crisis In: Czech Economic Review. [Full Text][Citation analysis] | article | 1 |
2010 | Tail Behavior of the Central European Stock Markets during the Financial Crisis.(2010) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | How Do Neural Networks Enhance the Predictability of Central European Stock Returns? In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
2013 | Editorial to the Special Issue on Financial Markets in Central Europe In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
2009 | Wavelet Analysis of Central European Stock Market Behaviour During the Crisis In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2011 | Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES. [Full Text][Citation analysis] | paper | 15 |
2014 | On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model In: Working Papers IES. [Full Text][Citation analysis] | paper | 15 |
2017 | On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2014 | Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets volatility In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2016 | Simulated ML Estimation of Financial Agent-Based Models In: Working Papers IES. [Full Text][Citation analysis] | paper | 5 |
2017 | Common Cycles in Volatility and Cross Section of Stock Returns In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2018 | Volatility Term Structure Modeling Using Nelson-Siegel Model In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2014 | Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 27 |
2013 | Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition? In: ACTA VSFS. [Full Text][Citation analysis] | article | 0 |
2009 | Smart Agents and Sentiment in the Heterogeneous Agent Model In: Prague Economic Papers. [Full Text][Citation analysis] | article | 0 |
2008 | Modelovánà krach? na kapitálových trzÃch: aplikace teorie stochastických katastrof In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2010 | Vplyv rôznych foriem vlastnÃctva na efektivitu ?eských a slovenských bánk: prÃstup analýzy stochastických hranÃc In: Politická ekonomie. [Full Text][Citation analysis] | article | 2 |
2014 | Wavelet-Based Correlation Analysis of the Key Traded Assets In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2009 | Smart predictors in the heterogeneous agent model In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
2015 | Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Measuring the frequency dynamics of financial and macroeconomic connectedness In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team