Jozef Baruník - Concepedia

Author

Jozef Baruník

Charles University ORCID

Also Known As

Barunik, Jozef, Baruník Jozef, Baruník, Jozef, J. Barunik, Jozef Barunik, Jozef Baruník, Nikhil Shenai

188

Publications

3.6K

Citations

H-Index

Concepts

All Affiliations

Charles University Czech Academy of Sciences, Institute of Information Theory and Automation Czech Academy of Sciences University of Michigan Davidson College

About

Jozef Baruník is an author at Charles University specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	21	27	2.2K
2	Engineering	10	10	984
3	Management	6	6	1K
4	Accounting	2	2	34
5	Social Sciences	1	1	465

Jozef Baruník

Publications

3.2K

Citations

H-Index

Page 1

	Year	Citations
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* Jozef Baruník, Tomáš Křehlík Journal of Financial Econometrics Empirical FinanceVolatility ModelingFinancial Network AnalysisVariance DecompositionsFinancial System	2018	466
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis Lukáš Vácha, Jozef Baruník Energy Economics Energy ConsumptionEconomicsEngineeringEnergy ExchangeEnergy Trade	2011	465
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers Jozef Baruník, Evžen Kočenda, Lukáš Vácha Journal of Financial Markets Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2015	446
Asymmetric volatility connectedness on the forex market Jozef Baruník, Evžen Kočenda, Lukáš Vácha Journal of International Money and Finance Volatility ModelingEconomicsFinancial EconomicsAsset PricingBusiness	2017	268
On Hurst exponent estimation under heavy-tailed distributions Jozef Baruník, Ladislav Krištoufek Physica A Statistical Mechanics and its Applications Estimation TheoryDensity EstimationEngineeringHurst Exponent EstimationMathematical Statistic	2010	263
Understanding the source of multifractality in financial markets Jozef Baruník, Tomaso Aste, Tiziana Di Matteo, Physica A Statistical Mechanics and its Applications Market MicrostructureEconomicsFinancial EconomicsHigh-frequency TradingBusiness	2012	129
Modeling and forecasting exchange rate volatility in time-frequency domain Jozef Baruník, Tomáš Křehlík, Lukáš Vácha European Journal of Operational Research Volatility ModelingAsset PricingExchange Rate MovementBusinessExchange Rate	2015	106
Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets? Nicholas Apergis, Jozef Baruník, Chi Keung Marco Lau Energy Economics Power MarketEconomicsBad VolatilityGood VolatilityPower Trading	2017	76
Can a stochastic cusp catastrophe model explain stock market crashes? Jozef Baruník, Miloslav Vošvrda Journal of Economic Dynamics and Control EngineeringStochastic ModelingRisk ManagementShock (Economics)Business	2009	71
Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets Jozef Baruník, Evžen Kočenda The Energy Journal Volatility ModelingEconomic FluctuationTime Series EconometricsAsset PricingEnergy Trade	2019	63

Page 1