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Jozef Baruník

Global rank #4787 94%

Institution: Univerzita Karlova v Praze

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://barunik.github.io

First Publication: 2009

Most Recent: 2025

RePEc ID: pba685 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.68 0.67 0.00 6.03
Last 10 Years 0.00 4.36 6.03 0.00 15.25
All Time 0.00 6.37 7.54 0.00 21.28

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 15.99

Publications (18)

Year Article Journal Tier Authors
2025 Learning the probability distributions of day-ahead electricity prices Energy Economics A 2
2024 Dynamic industry uncertainty networks and the business cycle Journal of Economic Dynamics and Control B 3
2024 Predicting the volatility of major energy commodity prices: The dynamic persistence model Energy Economics A 2
2022 Asymmetric Network Connectedness of Fears Review of Economics and Statistics A 3
2019 Forecasting dynamic return distributions based on ordered binary choice International Journal of Forecasting B 2
2019 Quantile coherency: A general measure for dependence between cyclical economic variables The Econometrics Journal B 2
2019 Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets The Energy Journal B 2
2017 Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets? Energy Economics A 3
2017 Estimation of financial agent-based models with simulated maximum likelihood Journal of Economic Dynamics and Control B 2
2017 Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets Energy Economics A 2
2017 Asymmetric volatility connectedness on the forex market Journal of International Money and Finance B 3
2016 Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression Economic Modeling C 2
2016 Volatility Spillovers Across Petroleum Markets The Energy Journal B 3
2015 Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data Energy Economics A 2
2015 An empirical model of fractionally cointegrated daily high and low stock market prices Economic Modeling C 2
2014 Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests International Journal of Central Banking B 4
2012 Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis Energy Economics A 2
2009 Can a stochastic cusp catastrophe model explain stock market crashes? Journal of Economic Dynamics and Control B 2