Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

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

16

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 5
   Journals where Tomas Krehlik has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr309
   Updated: 2017-12-16    RAS profile: 2017-10-25    
   Missing citations? Add them    Incorrect content? Let us know

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 (6)

Degiannakis, Stavros (3)

Gehrke, Britta (2)

Filis, George (2)

Antonakakis, Nikolaos (1)

Magkonis, Georgios (1)

Vacha, Lukas (1)

Apergis, Nicholas (1)

Tsouknidis, Dimitris (1)

Cites to:

Diebold, Francis (12)

Yilmaz, Kamil (11)

Granger, Clive (8)

Hansen, Peter (5)

Andersen, Torben (4)

Hamilton, James (4)

Engle, Robert (4)

Gonzalo, Jesus (4)

Barndorff-Nielsen, Ole (4)

Quah, Danny (4)

Pesaran, M (3)

Main data


Where Tomas Krehlik has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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:


YearTitleTypeCited
2015Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers.
[Full Text][Citation analysis]
paper10
2016Modeling and forecasting exchange rate volatility in time-frequency domain.(2016) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
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: 10
paper
2017Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers.
[Full Text][Citation analysis]
paper2
2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets In: Papers.
[Full Text][Citation analysis]
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.
[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
2016Measuring the frequency dynamics of financial and macroeconomic connectedness In: FinMaP-Working Papers.
[Full Text][Citation analysis]
paper2

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