| Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis L Vacha, J Barunik Energy Economics 34 (1), 241-247, 2012 | 304 | 2012 |
| Measuring the frequency dynamics of financial connectedness and systemic risk J Baruník, T Křehlík Journal of Financial Econometrics 16 (2), 271-296, 2018 | 154 | 2018 |
| Asymmetric connectedness on the US stock market: Bad and good volatility spillovers J Baruník, E Kočenda, L Vácha Journal of Financial Markets 27, 55-78, 2016 | 136 | 2016 |
| Gold, oil, and stocks: Dynamic correlations J Baruník, E Kočenda, L Vácha International Review of Economics & Finance 42, 186-201, 2016 | 91 | 2016 |
| Asymmetric volatility connectedness on the forex market J Baruník, E Kočenda, L Vácha Journal of International Money and Finance 77, 39-56, 2017 | 88 | 2017 |
| Can a stochastic cusp catastrophe model explain stock market crashes? J Baruník, M Vosvrda Journal of Economic Dynamics and Control 33 (10), 1824-1836, 2009 | 76 | 2009 |
| Forecasting the term structure of crude oil futures prices with neural networks J Baruník, B Malinska Applied energy 164, 366-379, 2016 | 65 | 2016 |
| Volatility spillovers across petroleum markets J Baruník, E Kocenda, L Vácha The Energy Journal 36 (3), 2015 | 65 | 2015 |
| Modeling and forecasting exchange rate volatility in time-frequency domain J Barunik, T Krehlik, L Vacha European Journal of Operational Research 251 (1), 329-340, 2016 | 61 | 2016 |
| Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data K Avdulaj, J Barunik Energy Economics 51, 31-44, 2015 | 61 | 2015 |
| Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data K Avdulaj, J Barunik Energy Economics 51, 31-44, 2015 | 61 | 2015 |
| Semi-parametric conditional quantile models for financial returns and realized volatility F Žikeš, J Baruník Journal of Financial Econometrics 14 (1), 185-226, 2015 | 59 | 2015 |
| Contagion among Central and Eastern European stock markets during the financial crisis J Barunik, L Vacha arXiv preprint arXiv:1309.0491, 2013 | 45 | 2013 |
| Estimation of financial agent-based models with simulated maximum likelihood J Kukacka, J Barunik Journal of Economic Dynamics and Control 85, 21-45, 2017 | 38 | 2017 |
| Realized wavelet-based estimation of integrated variance and jumps in the presence of noise J Barunik, L Vacha Quantitative Finance 15 (8), 1347-1364, 2015 | 36 | 2015 |
| Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data J Baruník, L Vácha, L Krištoufek IES Working Paper, 2011 | 36 | 2011 |
| Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets? N Apergis, J Baruník, MCK Lau Energy Economics 66, 108-115, 2017 | 35 | 2017 |
| Quantile coherency: A general measure for dependence between cyclical economic variables J Baruník, T Kley The Econometrics Journal 22 (2), 131-152, 2019 | 31 | 2019 |
| On the modelling and forecasting of multivariate realized volatility: Generalized heterogeneous autoregressive (GHAR) model F Čech, J Baruník Journal of forecasting 36 (2), 181-206, 2017 | 30 | 2017 |
| On the modelling and forecasting of multivariate realized volatility: Generalized heterogeneous autoregressive (GHAR) model F Čech, J Baruník Journal of forecasting 36 (2), 181-206, 2017 | 30 | 2017 |
Evzen KocendaProfessor of Economics, Charles UniversityVerified email at fsv.cuni.cz
