Lukáš Vácha
Professor
Department of Econometrics
Institute of Information Theory and Automation of the CAS
Czech Republic
Biography
Lukáš Vácha completed his Ph.D. and working as research fellow in the Department of Econometrics in the Institute of Information Theory and Automation.
Research Interest
Wavelet analysis in finance and economics, Energy economics, Volatility spillovers.
Publications
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Jozef B, Evžen K, Lukáš V. Volatility Spillovers Across Petroleum Markets. Energy Journal. 2015;36:3.
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BarunÃk J, KoÄenda E, Vácha L. Gold, oil, and stocks: Dynamic correlations. International Review of Economics & Finance. 2016 Mar 31;42:186-201.
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Barunik J, Krehlik T, Vacha L. Modeling and forecasting exchange rate volatility in time-frequency domain. European Journal of Operational Research. 2016 May 16;251(1):329-40.
