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Michael Soucek

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Personal Details

First Name:Michael
Middle Name:
Last Name:Soucek
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RePEc Short-ID:pso404
Email:
Homepage:http://www.wiwi.europa-uni.de/de/lehrstuhl/fact/fiwi/team/soucek/index.html
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Location: Frankfurt an der Oder, Germany
Homepage: http://www.wiwi.euv-frankfurt-o.de/
Email:
Phone: +49 (0)335 5534 2387
Fax: +49 (0)335 5534 2516
Postal: Grosse Scharrnstrasse 59, 15230 Frankfurt (Oder)
Handle: RePEc:edi:fwffode (more details at EDIRC)
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  1. Souček, Michael & Todorova, Neda, 2014. "Realized volatility transmission: The role of jumps and leverage effects," Economics Letters, Elsevier, vol. 122(2), pages 111-115.
  2. Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014. "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, vol. 39(C), pages 21-31.
  3. Todorova, Neda & Souček, Michael, 2014. "The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range," Economic Modelling, Elsevier, vol. 36(C), pages 332-340.
  4. Michael Soucek & Neda Todorova, 2013. "Economic significance of oil price changes on Russian and Chinese stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 23(7), pages 561-571, April.
  5. Souček, Michael & Todorova, Neda, 2013. "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, vol. 40(C), pages 586-597.
  6. Souček, Michael, 2013. "Crude oil, equity and gold futures open interest co-movements," Energy Economics, Elsevier, vol. 40(C), pages 306-315.

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