Tomas Krehlik : Citation Profile


Are you Tomas Krehlik?

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

2

H index

1

i10 index

20

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 6
   Journals where Tomas Krehlik has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (4.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr309
   Updated: 2018-05-19    RAS profile: 2017-10-25    
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Relations with other researchers


Works with:

Baruník, Jozef (8)

Vacha, Lukas (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 (7)

Degiannakis, Stavros (4)

Filis, George (3)

Gehrke, Britta (2)

Yao, Fang (2)

Vacha, Lukas (2)

Tsouknidis, Dimitris (1)

GUPTA, RANGAN (1)

Antonakakis, Nikolaos (1)

Magkonis, Georgios (1)

Apergis, Nicholas (1)

Cites to:

Diebold, Francis (12)

Yilmaz, Kamil (11)

Granger, Clive (8)

Hansen, Peter (5)

Hamilton, James (4)

Gonzalo, Jesus (4)

Andersen, Torben (4)

Barndorff-Nielsen, Ole (4)

Quah, Danny (4)

Engle, Robert (4)

Huang, Zhuo (3)

Main data


Where Tomas Krehlik has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies2
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2

Recent works citing Tomas Krehlik (2018 and 2017)


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

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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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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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2018Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119.

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2018Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index. (2018). Horta, Eduardo ; Ziegelmann, Flavio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:75-88.

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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2017The one-trading-day-ahead forecast errors of intra-day realized volatility. (2017). Degiannakis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1298-1314.

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2017The Asymmetric Effect in the Volatility of the South African Rand. (2017). Itodo, Idoko Ahmed ; Abu, Michael Maju ; Usman, Ojonugwa . In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:3:p:47-53.

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2017Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey.. (2017). Ganbold, Batzorig ; Lubis, Raisal Fahrozi ; Akram, Iqra. In: MPRA Paper. RePEc:pra:mprapa:84447.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). GUPTA, RANGAN ; Wohar, Mark E ; Cunado, Juncal ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201780.

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Works by Tomas Krehlik:


YearTitleTypeCited
2015Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers.
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paper13
2016Modeling and forecasting exchange rate volatility in time-frequency domain.(2016) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 13
article
2016Modeling and forecasting exchange rate volatility in time-frequency domain.(2016) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2017Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers.
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paper3
2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets In: Papers.
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paper1
2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets.(2017) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets volatility In: Working Papers IES.
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paper1
2016Do EU Funds Crowd Out Other Public Expenditures? Evidence on the Additionality Principle from the Detailed Czech Municipalities’ Data In: Working Papers IES.
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paper0
2016Measuring the frequency dynamics of financial and macroeconomic connectedness In: FinMaP-Working Papers.
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paper2

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