Articles in journals with impact factor
2021 The Effect of Financial Leverage on Operating Performance: Evidence from the Czech Republic, Prague Economic Papers 30(4), pp. 381-401
2021 The Performance Determinants of Trading Companies: A Stakeholder Perspective, Journal of Competitiveness 13(2), pp. 152-170
2021 Time-Varying Pricing of Risk in Sovereign Bond Futures Returns, Accepted in Finance Research Letters
2016 Forecasting the term structure of crude oil futures prices with neural networks, Applied Energy 164, pp.366–379, preprint PDF
IES Working Papers
2021 Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model, IES Working Papers 19/2021
2020 Time-Varying Pricing of Risk in Sovereign Bond Futures Returns, IES Working Papers 7/2020
2019 Realized Moments and Bond Pricing, IES Working Papers 11/2019
2018 Volatility Term Structure Modeling Using Nelson-Siegel Model, IES Working Papers 17/2018
2015 Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks, IES Working Papers 25/2015
