Publications - Tomáš Křehlík
Journal articles (4)
|
1. * Jozef Baruník, Tomáš Křehlík: Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk. Journal of Financial Econometrics 16:2 (2018), 271-296. Oxford University Press. Download |
|
|
2. * Tomáš Křehlík, Jozef Baruník: Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. Energy Economics 65:1 (2017), 208-218. Elsevier. Download |
|
|
3. * Jozef Baruník, Tomáš Křehlík: Combining high frequency data with non-linear models for forecasting energy market volatility. Expert Systems With Applications 55:1 (2016), 222-242. Elsevier. Download |
|
|
4. * Jozef Baruník, Tomáš Křehlík, Lukáš Vácha: Modeling and forecasting exchange rate volatility in time-frequency domain. European Journal of Operational Research 251:1 (2016), 329-340. Elsevier. Download |