Jozef Baruník - Publications, H-index & Citations | Canyam

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Jozef Baruník

Czech Academy of Sciences

26H-index

192Paper Count

3.6KCitation Count

Published Papers 21

Publication Date

Deep learning, predictability, and optimal portfolio returns

Journal of Empirical Finance

IF2.4

2026-02-01

0

PREAI

Babiak, Mykola; Barunik, Jozef

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Learning the probability distributions of day-ahead electricity prices

Energy Economics

IF14.2

2025-10-15

0

PREAI

Luboš Hanus; Jozef Baruník

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Predicting the volatility of major energy commodity prices: The dynamic persistence model

ENERGY ECONOMICS

IF14.2

2024-12-01

0

OAAI

Barunik, Jozef; Vacha, Lukas

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Taming Data-Driven Probability Distributions

JOURNAL OF FORECASTING

IF2.7

2024-11-19

0

PREAI

Barunik, Jozef; Hanus, Lubos

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Risks of heterogeneously persistent higher moments

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-11-01

0

PREAI

Barunik, Jozef; Kurka, Josef

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Persistence in financial connectedness and systemic risk

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2024-04-01

12

OAAI

Barunik, Jozef; Ellington, Michael

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Fan charts in era of big data and learning

FINANCE RESEARCH LETTERS

IF6.9

2024-03-01

0

PREAI

Barunik, Jozef; Hanus, Lubos

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Asymmetric Network Connectedness of Fears

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2022-11-14

23

OAAI

Barunik, Jozef; Bevilacqua, Mattia; Tunaru, Radu

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Forecasting dynamic return distributions based on ordered binary choice

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2019-07-01

5

OAAI

Anatolyev, Stanislav; Barunik, Jozef

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Quantile coherency: A general measure for dependence between cyclical economic variables

ECONOMETRICS JOURNAL

IF7

2019-01-29

150

OAAI

Barunik, Jozef; Kley, Tobias

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Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?

ENERGY ECONOMICS

IF14.2

2017-08-01

60

OAAI

Apergis, Nicholas; Barunik, Jozef; Lau, Marco Chi Keung

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Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets

ENERGY ECONOMICS

IF14.2

2017-06-01

53

OAAI

Krehlik, Tomas; Barunik, Jozef

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Combining high frequency data with non-linear models for forecasting energy market volatility

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2016-08-01

33

PREAI

Barunik, Jozef; Krehlik, Tomas

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On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model

JOURNAL OF FORECASTING

IF2.7

2016-05-09

27

PREAI

Cech, Frantisek; Barunik, Jozef

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Modeling and forecasting exchange rate volatility in time-frequency domain

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2016-05-01

77

OAAI

Barunik, Jozef; Krehlik, Tomas; Vacha, Lukas

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Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression

ECONOMIC MODELLING

IF4.7

2016-04-01

9

PREAI

Barunik, Jozef; Hlinkova, Michaela

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Forecasting the term structure of crude oil futures prices with neural networks

IF11

2016-02-01

70

OAAI

Barunik, Jozef; Malinska, Barbora

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Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data

ENERGY ECONOMICS

IF14.2

2015-09-01

67

OAAI

Avdulaj, Krenar; Barunik, Jozef

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An empirical model of fractionally cointegrated daily high and low stock market prices

ECONOMIC MODELLING

IF4.7

2015-02-01

26

PREAI

Barunik, Jozef; Dvorakova, Sylvie

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How do skilled traders change the structure of the market

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2012-06-01

6

PREAI

Vacha, Lukas; Barunik, Jozef; Vosvrda, Miloslav

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