Jozef Barunk

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jozef Barunk trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis X. Diebold
  2. Lutz Kilian
  3. A. Créti
  4. Ke Tang
  5. Achim Zeileis
  6. James D. Hamilton
  7. K. Yilmaz
  8. Kamil Yilmaz
  9. Ole E. Barndorff-Nielsen
  10. Kenneth J. Singleton

Papers from Jozef Barunk's perspective

Ordered by how strongly the researchers Jozef Barunk trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Commodity volatility breaks
  3. The Distribution of Realized Exchange Rate Volatility
  4. Is the 2007 US sub-prime financial crisis so different?: An international historical comparison
  5. Understanding Crude Oil Prices
  6. Shock and volatility transmission in the oil, US and Gulf equity markets
  7. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
  8. Index Investment and the Financialization of Commodities
  9. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
  10. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries (Energy Economics)

Their papers