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Jozef Baruník

Associate Professor
Department of Econometrics
Institute of Information Theory and Automation of the CAS
Czech Republic

Professor Business and Management
Biography

Organisation Memberships The Econometric Society, The Society for Financial Econometrics (SoFiE), The Czech Econometric Society Education 2011 PhD in Economics, Charles University in Prague 2006 PhDr. in Economics, Charles University in Prague 2006 Mgr.(MSc. equivalent), in Economics, Charles University in Prague 2004 Bc. (BSc. equivalent) in Economics, Charles University in Prague Job history 2017 - research visit Humboldt-Universität zu Berlin, School of Business and Economic (C.A.S.E.) 2017 (April)+: Associate Professor, Charles University in Prague 2015 - research visit Ruhr-Universitaet Bochum, Department of Mathematics, Institute of Statistics 2013+ lectures Advanced Econometrics 2013 - research visit ECARES - Solvay Brussels School of Economics and Management, Université libre de Bruxelles 2012 - research visit ECARES - Solvay Brussels School of Economics and Management, Université libre de Bruxelles 2011 (Oct.) - 2017 (March): Assistant Professor, Charles University in Prague 2013 + Research Fellow (Deputy Head of the Department from 2014), Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics 2011-2012 PostDoc, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics 2011 - 2013 lectures Econometrics II 2009 - research visit CeNDEF, University of Amsterdam 2007+ lectures Applied Econometrics 2007+ lectures Quantitative Finance I and Quantitative Finance II 2007 - 2011 teaching assistant Econometrics A 2007-2011 Research Assistant, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics Extra activities 2016+ Editorial Board, Journal of Economic Interaction and Coordination 2014+ Editorial Board, Czech Journal of Economics and Finance 2015 Editor, Czech Economic Review 2013+ Grant Agency of the Czech Republic, Evaluation Committee. Member 2011+ Co-Editor, Bulletin of the Czech Econometric Society

Research Intrest

Financial economics, econometrics

List of Publications
Křehlík T, Baruník J. Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. Energy Economics. 2017 May 11.
Baruník J, Kočenda E, Vácha L. Asymmetric volatility connectedness on the forex market. Journal of International Money and Finance. 2017 Oct 1;77:39-56.
Avdulaj K, Barunik J. A semiparametric nonlinear quantile regression model for financial returns. Studies in Nonlinear Dynamics & Econometrics. 2017 Feb 1;21(1):81-97.

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