Lukas Vacha

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

SCHOLARLY PAPERS

2

DOWNLOADS

166

CITATIONS

8

Scholarly Papers (2)

1.

Volatility Spillovers Across Petroleum Markets

William Davidson Institute Working Paper No. 1093
Number of pages: 29 Posted: 29 Apr 2015
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Charles University in Prague
Downloads 147 (197,668)
Citation 11

Abstract:

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volatility spillovers, asymmetry, petroleum markets

2.

Time-Frequency Dynamics of Biofuels-Fuels-Food System

Number of pages: 20 Posted: 16 May 2013
Charles University in Prague, Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Institute of Information Theory and Automation, Prague and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 19 (525,235)

Abstract:

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biofuels, prices, correlations, wavelet coherence