Concepedia

Lukáš Vácha

LV

18

Publications

1.8K

Citations

14

H-Index

2005

Active since

Affiliations

Charles University(Current)

Czech Academy of Sciences, Institute of Information Theory and Automation

Czech Academy of Sciences

Fafo Foundation

Leibniz Institute for East and Southeast European Studies

Lukáš Vácha is an author at Charles University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsVolatility ModelingEngineeringGlobal FinanceFinancial CrisisManagement

Publications per year

2005–2018

18

Publications

18

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Lukáš Vácha, Jozef Baruník · Energy Economics · 2011 · 465 citations · Full text

Energy Consumption, Economics, Engineering +10

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers

Jozef Baruník, Evžen Kočenda, Lukáš Vácha · Journal of Financial Markets · 2015 · 446 citations

Empirical Finance, Economics, Volatility Modeling +11

Asymmetric volatility connectedness on the forex market

Jozef Baruník, Evžen Kočenda, Lukáš Vácha · Journal of International Money and Finance · 2017 · 268 citations

Volatility Modeling, Economics, Financial Economics +4

Volatility Spillovers Across Petroleum Markets

Jozef Barunk, Evžen Kočenda, Lukáš Vácha · The Energy Journal · 2015 · 124 citations

Economics, Volatility Modeling, Financial Economics +11

Time–frequency dynamics of biofuel–fuel–food system

Lukáš Vácha, Karel Janda, Ladislav Krištoufek et al. · Energy Economics · 2013 · 116 citations

Time–frequency Dynamics, Engineering, Bioenergy +4

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