| Measuring the frequency dynamics of financial connectedness and systemic risk J Baruník, T Křehlík Journal of Financial Econometrics 16 (2), 271-296, 2018 | 1043 | 2018 |
| Modeling and forecasting exchange rate volatility in time-frequency domain J Barunik, T Krehlik, L Vacha European Journal of Operational Research, 2016 | 115 | 2016 |
| Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets T Křehlík, J Baruník Energy Economics 65, 208-218, 2017 | 63 | 2017 |
| Combining high frequency data with non-linear models for forecasting energy market volatility J Baruník, T Křehlík Expert Systems with Applications 55, 222-242, 2016 | 44 | 2016 |
| Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data P Janský, T Křehlík, J Skuhrovec European Planning Studies 24 (11), 2076-2095, 2016 | 11 | 2016 |
| Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility J Baruník, T Krehlik Available at SSRN 2429487, 2014 | 2 | 2014 |
| Does wavelet decomposition and neural networks help to improve predictability of realized volatility? T Křehlík Univerzita Karlova, Fakulta sociálních věd, 2013 | 1 | 2013 |
| Applications of modern spectral tools in financial econometrics T Křehlík Univerzita Karlova, Fakulta sociálních věd, 2017 | | 2017 |
| Frequency decomposition of connectedness measures T Křehlík The R User Conference, useR! 2017 July 4-7 2017 Brussels, Belgium, 306, 2017 | | 2017 |
| Unorthodox measures of economic performance T Křehlík Univerzita Karlova, Fakulta sociálních věd, 2011 | | 2011 |
