Publications
Total number of publications: 14
Articles
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A Tale of Tails: New Evidence on the Growth-Return Nexus
Finance Research Letters, year: 2021, volume: 38, edition: January
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Can sustainability differ between assets? The empirical classification shows no effect. (In process)
Working paper, year: 2021
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Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Resources Policy, year: 2021, volume: 74, DOI
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FX Market Volatility Modelling: Can we use low-frequency data?
Finance Research Letters, year: 2021, volume: 40, edition: May
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Improving stock market volatility forecasts with complete subset linear and quantile HAR models
Expert Systems with Applications, year: 2021, volume: 189, edition: March, DOI
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Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
International Review of Economics & Finance, year: 2021, volume: 71, edition: January
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New Credit Drivers: Results from a Small Open Economy
Eastern European Economics, year: 2021, volume: 2021, edition: Volume 59, Issue, DOI
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Predicting risk in energy markets: Low-frequency data still matter
Applied Energy, year: 2021, volume: 282, edition: Part A
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Residual electricity demand: An empirical investigation
Applied Energy, year: 2021, volume: 283, edition: February
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Scheduled macroeconomic news announcements and Forex volatility forecasting
JOURNAL OF FORECASTING, year: 2021, volume: 2021, edition: 40, DOI