Tomas Krehlik : Citation Profile

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


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   3 years (2014 - 2017). See details.
   Cites by year: 3
   Journals where Tomas Krehlik has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 0 (0 %)


   Updated: 2017-10-21    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 (6)

Filis, George (2)

Degiannakis, Stavros (2)

Vacha, Lukas (1)

Antonakakis, Nikolaos (1)

Cites to:

Hansen, Peter (5)

Diebold, Francis (5)

Andersen, Torben (4)

Yilmaz, Kamil (4)

Huang, Zhuo (3)

Granger, Clive (3)

Bollerslev, Tim (3)

Barndorff-Nielsen, Ole (3)

Shephard, Neil (2)

Gonzalo, Jesus (2)

Nason, James (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.

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

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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:

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

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