velikost textu
Výsledky projektu Rozlišování permanentních a tranzitorních spilloverů.
Výsledky
  Typ výsledku
Autor celku
Název celku(Celkem 7 zázn.)
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| Baruník, Jozef and Křehlík, Tomáš. Combining high frequency data with non-linear models for forecasting energy market volatility. Expert Systems With Applications, 2016, sv. 55, s. 222–242. ISSN 0957-4174. IF 2.981. [Článek v časopise] |
| Baruník, Jozef and Křehlík, Tomáš, The paper Measuring the frequency dynamics of financial connectedness and systemic risk has gone through peer review process in the Journal of Financial Econometrics and we are currently revising it for resubmission during the and of March. Based on the reviews we believe there is a strong chance of the paper being published. The current version is attached. [Jiný výsledek] |
| Baruník, Jozef and Křehlík, Tomáš, Paper Cyclical properties of supply-side and demand-side shocks in oil- based commodity markets has been resubmitted into Energy Economics and we believe it has a strong chance of being published. The revised version is attached. [Jiný výsledek] |
| Baruník, Jozef; Křehlík, Tomáš, Paper Measuring the frequency dynamics of financial and macroeconomic connectedness is currently due for revision and resubmission. [Jiný výsledek] |
| Baruník, Jozef; Křehlík, Tomáš, Paper Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility is currently submitted and due for review in Expert Systems with Applications. [Jiný výsledek] |
| Hanus, Luboš; Vácha, Lukáš, Paper "Business cycle synchronization of the Visegrad Four and the European Union" was published within IES WP and is currently in resubmission process. [Jiný výsledek] |
| Baruník, Jozef; Křehlík, Tomáš, Paper Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility published in the Institute of Economic Studies Working Paper series and is currently submitted in Europen Journal of Operational Research. [Jiný výsledek] |