10
H index
10
i10 index
818
Citations
Univerzita Karlova v Praze (50% share) | 10 H index 10 i10 index 818 Citations RESEARCH PRODUCTION: 25 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pva419 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lukas Vacha. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Prague Economic Papers | 4 |
Acta Oeconomica Pragensia | 2 |
Energy Economics | 2 |
Journal of Financial Markets | 2 |
Czech Economic Review | 2 |
International Review of Economics & Finance | 2 |
Bulletin of the Czech Econometric Society | 2 |
Year | Title of citing document |
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2023 | Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707. Full description at Econpapers || Download paper |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper |
2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper |
2023 | Volatility Connectedness on the Central European Forex Markets. (2023). KoÄenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper |
2023 | Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14. Full description at Econpapers || Download paper |
2023 | A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008. Full description at Econpapers || Download paper |
2023 | Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481. Full description at Econpapers || Download paper |
2023 | Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443. Full description at Econpapers || Download paper |
2023 | Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342. Full description at Econpapers || Download paper |
2023 | Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814. Full description at Econpapers || Download paper |
2023 | Time-varying risk spillovers in Chinese stock market â New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper |
2023 | Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852. Full description at Econpapers || Download paper |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper |
2023 | Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212. Full description at Econpapers || Download paper |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper |
2023 | Co-movement between commodity and equity markets revisitedâAn application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper |
2023 | Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535. Full description at Econpapers || Download paper |
2023 | Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770. Full description at Econpapers || Download paper |
2023 | Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689. Full description at Econpapers || Download paper |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper |
2023 | Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277. Full description at Econpapers || Download paper |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
2023 | Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. (2023). Dar, Arif ; Shah, Adil Ahmad ; Bhanja, Niyati. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005888. Full description at Econpapers || Download paper |
2023 | Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043. Full description at Econpapers || Download paper |
2023 | Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x. Full description at Econpapers || Download paper |
2023 | Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390. Full description at Econpapers || Download paper |
2023 | Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420. Full description at Econpapers || Download paper |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper |
2023 | Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952. Full description at Econpapers || Download paper |
2023 | Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x. Full description at Econpapers || Download paper |
2023 | Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x. Full description at Econpapers || Download paper |
2023 | Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic. (2023). Wang, LI ; Qu, Fang ; Ma, Xueke ; Xu, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004026. Full description at Econpapers || Download paper |
2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers || Download paper |
2023 | Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300421x. Full description at Econpapers || Download paper |
2023 | Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753. Full description at Econpapers || Download paper |
2023 | The role of solar energy usage in environmental sustainability: Fresh evidence through time-frequency analyses. (2023). Bilgili, Faik ; Togu, Nurhan ; Hoque, Mohammad Enamul ; Khan, Kamran ; Mualolu, Erhan ; Kukaya, Sevda. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:858-871. Full description at Econpapers || Download paper |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
2023 | Do green financial markets offset the risk of cryptocurrencies and carbon markets?. (2023). Nobanee, Haitham ; Siddique, Md Abubakar ; Naz, Farah ; Karim, Sitara. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:822-833. Full description at Econpapers || Download paper |
2023 | Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286. Full description at Econpapers || Download paper |
2023 | Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100. Full description at Econpapers || Download paper |
2023 | Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Dynamic Spillovers between Carbon Price and Power Sector Returns in China: A Network-Based Analysis before and after Launching National Carbon Emissions Trading Market. (2023). Pan, Huanxue ; Liu, Cheng ; Zhang, Yun ; Zheng, Yujie ; Deng, Jing. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5578-:d:1201058. Full description at Econpapers || Download paper |
2023 | Using Time-Series Generative Adversarial Networks to Synthesize Sensing Data for Pest Incidence Forecasting on Sustainable Agriculture. (2023). Huang, Yueh-Min ; Wang, Wun-Jhe ; Tai, Chen-Yu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7834-:d:1143858. Full description at Econpapers || Download paper |
2023 | The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126. Full description at Econpapers || Download paper |
2023 | Investigating Causal Spillovers among International Stock Markets. (2023). Magdalini, Charda ; Konstantina, Pendaraki. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2023:i:01:id:515. Full description at Econpapers || Download paper |
2023 | Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8. Full description at Econpapers || Download paper |
2023 | MultiâScale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in TimeâFrequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6. Full description at Econpapers || Download paper |
2023 | Labor mobility and business cycle synchronization in Southern Africa. (2023). Nzimande, Ntokozo Patrick ; Beck, Krzysztof. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09416-1. Full description at Econpapers || Download paper |
2023 | The Transmission Mechanism of Stress in the International Banking System. (2023). Muchimba, Lilian ; Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2023-03. Full description at Econpapers || Download paper |
2023 | Volatilidad dinamica en el sector bancario en Mexico: evidencia DCC-GARCH vs Copula-GARCH. (2023). Reyes-Zarate, Francisco ; Sosa-Castro, Miriam ; Bucio-Pacheco, Christian. In: EconoQuantum, Revista de Economia y Finanzas. RePEc:qua:journl:v:20:y:2023:i:2:p:69-93. Full description at Econpapers || Download paper |
2023 | Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6. Full description at Econpapers || Download paper |
2023 | Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1. Full description at Econpapers || Download paper |
2023 | Portfolio diversification benefits before and during the times of COVID-19: evidence from USA. (2023). Awad, Ebtehal Orabi ; Elrawas, Ahmed Said ; Aly, Sharihan Mohamed ; Attia, Eman F. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00205-4. Full description at Econpapers || Download paper |
2023 | Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00292-3. Full description at Econpapers || Download paper |
2023 | On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and RussiaâUkraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w. Full description at Econpapers || Download paper |
2023 | Analyzing the connectedness between crude oil and petroleum products: Evidence from USA. (2023). Tiwari, Aviral ; Shahbaz, Muhammad ; Ullah, Subhan ; Suleman, Muhammad Tahir. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2278-2347. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510. Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Volatility Spillovers Across Petroleum Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 65 |
2014 | How does bad and good volatility spill over across petroleum markets?.(2014) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2015 | Volatility spillovers across petroleum markets.(2015) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2012 | Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis In: Papers. [Full Text][Citation analysis] | paper | 218 |
2012 | Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 218 | article | |
2012 | Monte Carlo-based tail exponent estimator In: Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Monte Carlo-based tail exponent estimator.(2010) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2010 | Monte Carlo-Based Tail Exponent Estimator.(2010) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise In: Papers. [Full Text][Citation analysis] | paper | 23 |
2015 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2015 | Modeling and forecasting exchange rate volatility in time-frequency domain In: Papers. [Full Text][Citation analysis] | paper | 42 |
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 nother version. Agregated cites: 42 | article | |
2016 | Modeling and forecasting exchange rate volatility in time-frequency domain.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2012 | Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers. [Full Text][Citation analysis] | paper | 59 |
2013 | Timeâfrequency dynamics of biofuelâfuelâfood system.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2013 | Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2014 | Gold, Oil, and Stocks In: Papers. [Full Text][Citation analysis] | paper | 84 |
2015 | Gold, Oil, and Stocks: Dynamic Correlations.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2016 | Gold, oil, and stocks: Dynamic correlations.(2016) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
2014 | Gold, Oil, and Stocks.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? In: Papers. [Full Text][Citation analysis] | paper | 148 |
2015 | Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
2016 | Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers.(2016) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | article | |
2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
2013 | Contagion among Central and Eastern European stock markets during the financial crisis In: Papers. [Full Text][Citation analysis] | paper | 17 |
2013 | Contagion among Central and Eastern European Stock Markets during the Financial Crisis.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2016 | Business cycle synchronization within the European Union: A wavelet cohesion approach In: Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Time-scale analysis of co-movement in EU sovereign bond markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Do co-jumps impact correlations in currency markets? In: Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Do co-jumps impact correlations in currency markets?.(2018) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2016 | Asymmetric volatility connectedness on forex markets In: Papers. [Full Text][Citation analysis] | paper | 96 |
2017 | Asymmetric volatility connectedness on the forex market.(2017) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
2017 | Asymmetric volatility connectedness on the forex market.(2017) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2023 | The Dynamic Persistence of Economic Shocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Wavelets and Sentiment in the Heterogeneous Agents Model In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 1 |
2002 | Heterogeneous Agent Model And Numerical Analysis Of Learning In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
2012 | How do skilled traders change the structure of the market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2019 | Comovement and disintegration of EU sovereign bond markets during the crisis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2007 | Heterogeneous Agents Model with the Worst Out Algorithm In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
2005 | Heterogeneous Agents Model with the Worst Out Algorithm.(2005) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Tail Behavior of the Central European Stock Markets during the Financial Crisis In: Czech Economic Review. [Full Text][Citation analysis] | article | 1 |
2010 | Tail Behavior of the Central European Stock Markets during the Financial Crisis.(2010) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2006 | Wavelet Applications to Heterogeneous Agents Model In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2009 | Wavelet Analysis of Central European Stock Market Behaviour During the Crisis In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2011 | Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES. [Full Text][Citation analysis] | paper | 15 |
2015 | Business cycle synchronization of the Visegrad Four and the European Union In: Working Papers IES. [Full Text][Citation analysis] | paper | 6 |
2015 | Business cycle synchronization of the Visegrad Four and the European Union.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2018 | Time-Frequency Response Analysis of Monetary Policy Transmission In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2005 | Local Stability and Bifurcations in Kaldor Model In: Acta Oeconomica Pragensia. [Full Text][Citation analysis] | article | 0 |
2007 | Fractal Properties of the Financial Market In: Acta Oeconomica Pragensia. [Full Text][Citation analysis] | article | 0 |
2003 | Heterogeneous agent model with memory and asset price behaviour In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
2005 | Dynamical Agents Strategies and the Fractal Market Hypothesis In: Prague Economic Papers. [Full Text][Citation analysis] | article | 4 |
2007 | Wavelet Decomposition of the Financial Market In: Prague Economic Papers. [Full Text][Citation analysis] | article | 0 |
2009 | Smart Agents and Sentiment in the Heterogeneous Agent Model In: Prague Economic Papers. [Full Text][Citation analysis] | article | 2 |
2014 | Wavelet-Based Correlation Analysis of the Key Traded Assets In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
2020 | Growth cycle synchronization of the Visegrad Four and the European Union In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
2009 | Smart predictors in the heterogeneous agent model In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 7 |
2015 | Time-scale analysis of sovereign bonds market co-movement in the EU In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 0 |
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