2
H index
0
i10 index
10
Citations
Tomas Krehlik : Citation Profile
Univerzita Karlova v Praze (50% share) | RESEARCH PRODUCTION: 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2014 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tomas Krehlik. | Is cited by:
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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 Studies | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Tomas Krehlik (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2017 | Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; BarunÃÂk, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1602.05489. Full description at Econpapers || Download paper |
| 2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). BarunÃÂk, Jozef ; Krehlik, Tomas . In: Papers. RePEc:arx:papers:1603.07020. Full description at Econpapers || Download paper |
| 2017 | Estimation 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 |
| 2016 | Forecasting the term structure of crude oil futures prices with neural networks. (2016). BarunÃÂk, 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 |
| 2016 | Revisiting the long memory dynamics of the impliedârealized volatility relationship: New evidence from the wavelet regression. (2016). BarunÃÂk, 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 |
| 2017 | Oil 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 |
| 2016 | The 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 |
| 2016 | Wavelet 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | 1 |
| 2016 | Do EU Funds Crowd Out Other Public Expenditures? Evidence on the Additionality Principle from the Detailed Czech Municipalitiesâ Data In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team