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Institute of Information Theory and Automation

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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] Download 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] Download 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] Download 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] Download DOI: 10.1016/j.ejor.2015.12.010

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