Jozef Barunik
Jozef Barunik
IES FSV Charles University and UTIA AV CR v.v.i. Academy of Sciences of the CR
Verified email at utia.cas.cz - Homepage
Title
Cited by
Cited by
Year
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
L Vacha, J Barunik
Energy Economics 34 (1), 241-247, 2012
3042012
Measuring the frequency dynamics of financial connectedness and systemic risk
J Baruník, T Křehlík
Journal of Financial Econometrics 16 (2), 271-296, 2018
1542018
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
1362016
Gold, oil, and stocks: Dynamic correlations
J Baruník, E Kočenda, L Vácha
International Review of Economics & Finance 42, 186-201, 2016
912016
Asymmetric volatility connectedness on the forex market
J Baruník, E Kočenda, L Vácha
Journal of International Money and Finance 77, 39-56, 2017
882017
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
762009
Forecasting the term structure of crude oil futures prices with neural networks
J Baruník, B Malinska
Applied energy 164, 366-379, 2016
652016
Volatility spillovers across petroleum markets
J Baruník, E Kocenda, L Vácha
The Energy Journal 36 (3), 2015
652015
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
612016
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
612015
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
612015
Semi-parametric conditional quantile models for financial returns and realized volatility
F Žikeš, J Baruník
Journal of Financial Econometrics 14 (1), 185-226, 2015
592015
Contagion among Central and Eastern European stock markets during the financial crisis
J Barunik, L Vacha
arXiv preprint arXiv:1309.0491, 2013
452013
Estimation of financial agent-based models with simulated maximum likelihood
J Kukacka, J Barunik
Journal of Economic Dynamics and Control 85, 21-45, 2017
382017
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
362015
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
J Baruník, L Vácha, L Krištoufek
IES Working Paper, 2011
362011
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
352017
Quantile coherency: A general measure for dependence between cyclical economic variables
J Baruník, T Kley
The Econometrics Journal 22 (2), 131-152, 2019
312019
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
302017
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
302017
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