Tomáš Křehlík
Baruník Jozef
,
Křehlík Tomáš
:
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk
,
Journal of Financial Econometrics vol.16, 2 (2018), p. 271-296
[2018]
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DOI:
10.1093/jjfinec/nby001
Křehlík Tomáš
,
Baruník Jozef
:
Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets
,
Energy Economics vol.65, 1 (2017), p. 208-218
[2017]
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DOI:
10.1016/j.eneco.2017.05.003
Baruník Jozef
,
Křehlík Tomáš
:
Combining high frequency data with non-linear models for forecasting energy market volatility
,
Expert Systems With Applications vol.55, 1 (2016), p. 222-242
[2016]
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DOI:
10.1016/j.eswa.2016.02.008
Baruník Jozef
,
Křehlík Tomáš
,
Vácha Lukáš
:
Modeling and forecasting exchange rate volatility in time-frequency domain
,
European Journal of Operational Research vol.251, 1 (2016), p. 329-340
[2016]
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DOI:
10.1016/j.ejor.2015.12.010