2
H index
1
i10 index
20
Citations
Tomas Krehlik : Citation Profile
Univerzita Karlova v Praze (50% share) | RESEARCH PRODUCTION: 2 Articles 7 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?
Recent works citing Tomas Krehlik (2018 and 2017)
| 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 | Estimation of long memory in volatility using wavelets. (2017). BarunÃÂk, 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 |
| 2018 | Forecasting 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. Full description at Econpapers || Download paper |
| 2017 | Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). BarunÃÂk, 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 |
| 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 |
| 2017 | Dynamic 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 |
| 2018 | Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; BarunÃÂk, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119. Full description at Econpapers || Download paper |
| 2018 | Dynamics 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 |
| 2017 | Are 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. Full description at Econpapers || Download paper |
| 2017 | The 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 |
| 2017 | The 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 |
| 2017 | Exchange 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. Full description at Econpapers || Download paper |
| 2017 | Volatility 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. 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 | 13 |
| 2016 | Modeling 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: 13 | article | |
| 2016 | Modeling 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 | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Cyclical 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 | |
| 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 |
| 2016 | Measuring the frequency dynamics of financial and macroeconomic connectedness In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 2th 2018. Contact: CitEc Team