Tomas Krehlik : Citation Profile


Are you Tomas Krehlik?

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

2

H index

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i10 index

8

Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 2
   Journals where Tomas Krehlik has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr309
   Updated: 2017-05-20    RAS profile: 2016-10-07    
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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)

Degiannakis, Stavros (1)

Antonakakis, Nikolaos (1)

Vacha, Lukas (1)

Cites to:

Diebold, Francis (5)

Hansen, Peter (5)

Andersen, Torben (4)

Yilmaz, Kamil (4)

Bollerslev, Tim (3)

Barndorff-Nielsen, Ole (3)

Huang, Zhuo (3)

Granger, Clive (3)

Shephard, Neil (2)

Nason, James (2)

Lunde, Asger (2)

Main data


Where Tomas Krehlik has published?


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

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.

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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.

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

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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.

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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.

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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.

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Works by Tomas Krehlik:


YearTitleTypeCited
2015Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers.
[Full Text][Citation analysis]
paper5
2017Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers.
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paper2
2014Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets volatility In: Working Papers IES.
[Full Text][Citation analysis]
paper1
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]
paper0

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