Lukas Vachaa

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

• Economics and Econometrics — 31 citations into it
• Finance — 16 citations into it
• Renewable Energy, Sustainability and the Environment — 9 citations into it

Whom Lukas Vachaa trusts overall

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

1. Francis X. Diebold
2. Lutz Kilian

Papers from Lukas Vachaa's perspective

Ordered by how strongly the researchers Lukas Vachaa 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. Is the 2007 US sub-prime financial crisis so different?: An international historical comparison
3. Commodity volatility breaks
4. The Distribution of Realized Exchange Rate Volatility
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

• Volatility Spillovers Across Petroleum Markets (2015) — 125 citations