Concepedia

Michael Souček

MS

7

Publications

331

Citations

7

H-Index

2012

Active since

Affiliations

European University Viadrina(Current)

Griffith University

Michael Souček is an author at European University Viadrina specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingVolatility ModelingEconomicsFinancial EconomicsForecastingGlobal FinanceEconomic AnalysisMultivariate Stochastic Volatility

Publications per year

2012–2014

7

Publications

7

Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach

Michael Souček, Neda Todorova · Energy Economics · 2013 · 88 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +9

Realized volatility spillovers in the non-ferrous metal futures market

Neda Todorova, Andrew C. Worthington, Michael Souček · Resources Policy · 2013 · 76 citations · Full text

Volatility Modeling, Financial Economics, Asset Pricing +4

Overnight information flow and realized volatility forecasting

Neda Todorova, Michael Souček · Finance research letters · 2014 · 49 citations

Forecasting Methodology, Volatility Modeling, Volatility Forecasting +4

Crude oil, equity and gold futures open interest co-movements

Michael Souček · Energy Economics · 2013 · 46 citations

Economics, International Finance, Crude Oil +4

Realized volatility transmission: The role of jumps and leverage effects

Michael Souček, Neda Todorova · Economics Letters · 2013 · 30 citations · Full text

Empirical Finance, Economics, Volatility Modeling +7

Rows per page

1–5 of 7