Lukas Vacha

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

Lukas Vacha, Jozef Barunik, Jozef Baruník, 2012, 1201.4776.

Gold, Oil, and Stocks

Jozef Baruník, Evžen Kočenda, Lukas Vacha, 2013, 1308.0210.

Volatility Spillovers Across Petroleum Markets

Jozef Baruník, Evžen Kočenda, Lukas Vacha, 2015 .

Realized wavelet-based estimation of integrated variance and jumps in the presence of noise

Jozef Baruník, Lukas Vacha, Jozef Baruník, 2012, 1202.1854.

Asymmetric Volatility Connectedness on Forex Markets

Jozef Baruník, Evžen Kočenda, Lukas Vacha, 2016, 1607.08214.

Time-Frequency Dynamics of Biofuels-Fuels-Food System

David Zilberman, Ladislav Kristoufek, Lukas Vacha, 2012, 1209.0900.

Modeling and Forecasting Exchange Rate Volatility in Time-Frequency Domain

Jozef Baruník, Tomas Krehlik, Lukas Vacha, 2015 .