Details about Tomas Krehlik

Access statistics for papers by Tomas Krehlik.

Last updated 2018-08-06. Update your information in the RePEc Author Service.

Short-id: pkr309

Working Papers

2017

1. Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets
   Papers, arXiv.org View citations (22)
   See also Journal Article Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets, Energy Economics, Elsevier (2017) View citations (21) (2017)
2. Measuring the frequency dynamics of financial connectedness and systemic risk
   Papers, arXiv.org View citations (10)
   See also Journal Article Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk, Journal of Financial Econometrics, Oxford University Press (2018) View citations (443) (2018)

2016

3. Do EU Funds Crowd Out Other Public Expenditures? Evidence on the Additionality Principle from the Detailed Czech Municipalities’ Data
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data, European Planning Studies, Taylor & Francis Journals (2016) (2016)
4. Measuring the frequency dynamics of financial and macroeconomic connectedness
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (15)
5. Modeling and forecasting exchange rate volatility in time-frequency domain
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (51)
   Also in Papers, arXiv.org (2015) View citations (6)
   See also Journal Article Modeling and forecasting exchange rate volatility in time-frequency domain, European Journal of Operational Research, Elsevier (2016) View citations (51) (2016)

2014

6. Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)

Journal Articles

2018

1. Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk
   Journal of Financial Econometrics, 2018, 16, (2), 271-296 View citations (443)
   See also Working Paper Measuring the frequency dynamics of financial connectedness and systemic risk, Papers (2017) View citations (10) (2017)

2017

2. Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets
   Energy Economics, 2017, 65, (C), 208-218 View citations (21)
   See also Working Paper Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets, Papers (2017) View citations (22) (2017)

2016

3. Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data
   European Planning Studies, 2016, 24, (11), 2076-2095
   See also Working Paper Do EU Funds Crowd Out Other Public Expenditures? Evidence on the Additionality Principle from the Detailed Czech Municipalities’ Data, Working Papers IES (2016) (2016)
4. Modeling and forecasting exchange rate volatility in time-frequency domain
   European Journal of Operational Research, 2016, 251, (1), 329-340 View citations (51)
   See also Working Paper Modeling and forecasting exchange rate volatility in time-frequency domain, FinMaP-Working Papers (2016) View citations (51) (2016)