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272 (0,1s) •

Project

Modeling the structure and dynamics of energy, commodity and alternative asset prices (GA22-19617S)

assets, models of commodity futures term structure and volatility spillovers between such as estimation of volatility and valuation of energy options on non-liquid markets of the latent states (stochastic volatilities<...

Finance

  • 2022 - 2024
    • •
  • 5 917 tis. Kč
    • •
  • 5 917 tis. Kč
    • •
  • GA ČR
Project

Dynamics of information flows and volatility transmission in financial markets (GAP403/11/0020)

of information flows, spillovers, and volatility transmission in emerging European financial theexcess impact perspective, and we would jointly model the volatility of the returns a thorough assessment of volatility

AE - Řízení, správa a administrativa

  • 2011 - 2013
    • •
  • 2 495 tis. Kč
    • •
  • 2 495 tis. Kč
    • •
  • GA ČR
Project

Modelling of Financial and Economic Time Series - Application and Comparison of Wavelet and Traditional Methods (GPP402/12/P507)

of wavelets to study phenomena such as volatility spillovers, volatility forecasts...

BB - Aplikovaná statistika, operační výzkum

  • 2012 - 2016
    • •
  • 767 tis. Kč
    • •
  • 767 tis. Kč
    • •
  • GA ČR
Project

Financial Networks Examining Financial Markets Linkages using Network Approach (GA20-11769S)

should provide insights into phenomena such as return and volatility spillovers...

Finance

  • 2020 - 2023
    • •
  • 5 887 tis. Kč
    • •
  • 5 845 tis. Kč
    • •
  • GA ČR
Project

Managing R&D spillovers and IPR violation in oligopolistic markets some theoretical and empirical considerations (GAP402/12/0961)

We will address two sets of issues concerning R&D spillovers and IPR violation in oligopolistic markets. Within the first setup of software oligopolistic sunk costs and R&D spillovers, we will focus on the positive issues t...

AH - Ekonomie

  • 2012 - 2015
    • •
  • 1 467 tis. Kč
    • •
  • 1 467 tis. Kč
    • •
  • GA ČR
Project

Effects of globalization and foreign direct investment on innovations and efficiency of domestic firms (GA15-24642S)

of domestic firms, incl. the role of spillovers (effects on domestic firms which do spillovers more closely and it has especially in its methodological section and in part (iii) good prospects for improving the estimates of spi...

AH - Ekonomie

  • 2015 - 2019
    • •
  • 4 430 tis. Kč
    • •
  • 4 430 tis. Kč
    • •
  • GA ČR
Project

Foreign direct investment and technology spillover effects in the Central and Eastern Europe (GP14-24657P)

are the carriers of technological spillover effects. Positive effects of technology spillovers...

AE - Řízení, správa a administrativa

  • 2014 - 2015
    • •
  • 323 tis. Kč
    • •
  • 323 tis. Kč
    • •
  • GA ČR
Project

Emerging financial risks during a global low interest rate environment (GA17-02509S)

In many countries, central banks have set basic interest rates to zero or even negative. Such new situation will affect risk management modelling in financial institutions and financial markets' infrastructure. The overall aim of this project is to c...

AH - Ekonomie

  • 2017 - 2019
    • •
  • 4 323 tis. Kč
    • •
  • 4 323 tis. Kč
    • •
  • GA ČR
Project

Fiscal Policy and the Czech Economy Macroeconometric Studies (GAP402/10/1046)

In a period of financial crisis and its negative spillovers to the real economy, the governments could intervene to help their economies rebound and recover. This could put a strain on fiscal finances without guaranteed stabilization effects...

AH - Ekonomie

  • 2010 - 2012
    • •
  • 1 650 tis. Kč
    • •
  • 1 650 tis. Kč
    • •
  • GA ČR
Project

Level and sources of electoral volatility in post-communist Europe (GA19-06096S)

The project analyses the level and sources of electoral volatility in post-communist countries. This project focuses on individual-level volatility in consecutive. This project is composed of two parts: (1) estimating the level of <...

Political science

  • 2019 - 2022
    • •
  • 3 328 tis. Kč
    • •
  • 3 328 tis. Kč
    • •
  • GA ČR
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