Tomas Krehlik

Charles University in Prague

Ph.D. Student

Praha 1

Czech Republic

Academy of Sciences of the Czech Republic

Researcher

Narodni 3, 111 42

Praha 1, 117 20

Czech Republic

SCHOLARLY PAPERS

4

DOWNLOADS

325

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Coupling High-Frequency Data with Nonlinear Models in Multiple-Step-Ahead Forecasting of Energy Markets' Volatility

Number of pages: 34 Posted: 27 Apr 2014
Jozef Baruník and Tomas Krehlik
Charles University in Prague - Department of Economics and Charles University in Prague
Downloads 161 (184,372)
Citation 2

Abstract:

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artificial neural networks, realized volatility, multiple-step-ahead forecasts, energy markets

2.

Modeling and Forecasting Exchange Rate Volatility in Time-Frequency Domain

Number of pages: 33 Posted: 31 May 2012 Last Revised: 04 Feb 2015
Jozef Baruník, Tomas Krehlik and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 125 (226,281)

Abstract:

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wavelet decomposition, jumps, volatility forecasting, Realized GARCH

3.

Cyclical Properties of Supply-Side and Demand-Side Shocks in Oil-Based Commodity Markets

Energy Economics, Vol. 65, 2017
Number of pages: 22 Posted: 23 Mar 2016 Last Revised: 15 Oct 2017
Tomas Krehlik and Jozef Baruník
Charles University in Prague and Charles University in Prague - Department of Economics
Downloads 39 (429,046)

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4.

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk

Journal of Financial Econometrics, Volume 16, Issue 2, 2018
Posted: 08 Jul 2015 Last Revised: 30 Dec 2018
Jozef Baruník and Tomas Krehlik
Charles University in Prague - Department of Economics and Charles University in Prague
Downloads 0 (670,915)

Abstract:

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Connectedness, frequency, spectral analysis, market risk, business cycles