Tomas Krehlik : Citation Profile

Are you Tomas Krehlik?

Univerzita Karlova v Praze (50% share)
Akademie věd České Republiky (50% share)


H index


i10 index







   3 years (2014 - 2017). See details.
   Cites by year: 3
   Journals where Tomas Krehlik has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)


   Updated: 2017-08-19    RAS profile: 2016-10-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Baruník, Jozef (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tomas Krehlik.

Is cited by:

Baruník, Jozef (5)

Filis, George (2)

Vacha, Lukas (1)

Degiannakis, Stavros (1)

Antonakakis, Nikolaos (1)

Cites to:

Hansen, Peter (5)

Diebold, Francis (5)

Andersen, Torben (4)

Yilmaz, Kamil (4)

Barndorff-Nielsen, Ole (3)

Granger, Clive (3)

Huang, Zhuo (3)

Bollerslev, Tim (3)

Gonzalo, Jesus (2)

Lunde, Asger (2)

Engle, Robert (2)

Main data

Where Tomas Krehlik has published?

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies2
Papers / arXiv.org2

Recent works citing Tomas Krehlik (2017 and 2016)

YearTitle of citing document
2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1602.05489.

Full description at Econpapers || Download paper

2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Baruník, Jozef ; Krehlik, Tomas . In: Papers. RePEc:arx:papers:1603.07020.

Full description at Econpapers || Download paper

2017Estimation of long memory in volatility using wavelets. (2017). Lucie, Kraicova ; Jozef, Barunik . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:22:n:5.

Full description at Econpapers || Download paper

2016Forecasting the term structure of crude oil futures prices with neural networks. (2016). Baruník, Jozef ; Barunik, Jozef ; Malinska, Barbora . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379.

Full description at Econpapers || Download paper

2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

Full description at Econpapers || Download paper

2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

Full description at Econpapers || Download paper

2016The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros . In: MPRA Paper. RePEc:pra:mprapa:80163.

Full description at Econpapers || Download paper

2016Wavelet decomposition of heterogeneous investment horizon. (2016). Li, H C ; Chen, W D. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:40:y:2016:i:4:d:10.1007_s12197-015-9321-y.

Full description at Econpapers || Download paper

Works by Tomas Krehlik:

2015Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers.
[Full Text][Citation analysis]
2017Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers.
[Full Text][Citation analysis]
2014Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets volatility In: Working Papers IES.
[Full Text][Citation analysis]
2016Do EU Funds Crowd Out Other Public Expenditures? Evidence on the Additionality Principle from the Detailed Czech Municipalities’ Data In: Working Papers IES.
[Full Text][Citation analysis]

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team