Articles in journals with impact factor
2018 Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk, Journal of Financial Econometrics, 16 (2), pp. 271–296, available here PDF + available package in R
2017 Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets, Energy Economics, 65, pp.208-218, preprint PDF + available package in R
2016 Combining high frequency data with non-linear models for forecasting energy market volatility, Expert Systems with Applications, 55, pp. 222-242 PDF
2016 Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data, European Planning Studies
2016 Modeling and forecasting exchange rate volatility in time-frequency domain, European Journal of Operational Research 251 (1), pp. 329–340, preprint here PDF
IES Working Papers
2016 Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data, IES Working Papers 18/2016
2014 Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility, IES Working Papers 30/2014
