IHS - People

People at IHS in alphabetical order:

  • Dr. Jaroslava Hlouskova

    • Macroeconomics and Economic Policy
    +43 1 59991 142
    hlouskov(at)ihs.ac.at
  • Forecasting Economic Time Series, Behavioral Economics and Finance, Portfolio Optimization and Applications

  • Bild Jaroslava Hlouskova
  • "Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices", European Review of Agricultural Economics, Vol. 45/4, 2018, pp. 583-615, with J. Crespo Cuaresma and M. Obersteiner

    "Exchange rate forecasting and the performance of currency portfolios", Journal of Forecasting, Vol. 37/5, 2018, pp. 519-540, with J. Crespo Cuaresma and I. Fortin

    "The consumption-investment decision of a prospect theory household: A two-period model", Journal of Mathematical Economics, Vol. 70, 2017, pp. 74-89, with I. Fortin and P. Tsigaris

    "A behavioral portfolio approach to multiple job holdings", Review of Economics of the Household, Vol. 15/2, 2017, pp. 669-689, with P. Tsigaris, A. Caplanova and R. Sivak

    "The role of the marginal rate of substitution of wealth for a loss averse investor", Economics Bulletin, Vol. 36/4, 2016, pp. 2250-2260, with P. Tsigaris

    "Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate", Journal of Forecasting, Vol. 35, 2016, pp. 652-668, with M. Costantini and J. Crespo Cuaresma

    "Growth regressions, principal components augmented regressions and frequentist model averaging", Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik), Vol.235/6, 2015, pp. 642-662, with M. Wagner

    "Downside loss aversion: Winner or loser?", Mathematical Methods of Operations Research, Vol. 81/2, 2015, pp. 181-233, with I. Fortin

    "Capital income taxation and risk taking under prospect theory: The continuous distribution case", Czech Journal of Economics and Finance, Vol. 64/5, 2014, pp. 374-391, with J. Mikocziova, R. Sivak and P. Tsigaris

    "Loss-aversion with kinked linear utility functions", Computational Economics, Vol. 44/1, 2014, pp. 45-65, with M.J. Best, R.R. Grauer and X. Zhang

    "The determinants of long-run economic growth: A conceptually and computationally simple approach", Swiss Journal of Economics and Statistics, Vol. 149/4, 2013, pp. 445-492, with M. Wagner

    "Capital income taxation and risk taking under prospect theory", International Tax and Public Finance, Vol. 19/4, 2012, pp. 554-573, with P. Tsigaris

    "Optimal asset allocation under linear loss aversion", Journal of Banking and Finance, Vol. 35/11, 2011, pp. 2974-2990, with I. Fortin

    "The performance of panel cointegration methods: Results from a large scale simulation study", Econometric Reviews, Vol. 29/2, 2010, pp. 182-223, with M. Wagner

    "Finite sample correction factors for panel cointegration tests", Oxford Bulletin of Economics and Statistics, Vol. 71/6, 2009, pp. 851-881, with M. Wagner

    "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management", Journal of Empirical Finance, Vol. 16/2, 2009, pp. 330-336, with K. Schmidheiny and M. Wagner

    "An integrated CVaR and real options approach to investments in the energy sector", Journal of Energy Markets, Vol. 1/2, 2008, pp. 61-85, with I. Fortin, S. Fuss, N. Khabarov, M. Obersteiner and J. Szolgayova

    "Natural disasters as creative destruction: Evidence from developing countries", Economic Inquiry, Vol. 46/2, 2008, pp. 214-226, with J. Crespo Cuaresma and M. Obersteiner

    "Quadratic programming with transaction costs", Computers and Operations Research (Special Issue: Applications of OR in Finance), Vol. 35/1, 2008, pp. 18-33, with M.J. Best

    "An algorithm for portfolio optimization with variable transaction costs, Part 2: Computational analysis", Journal of Optimization Theory and Applications, Vol. 135/3, 2007, 531-547, with M.J. Best

    "An algorithm for portfolio optimization with variable transaction costs, Part 1: Theory", Journal of Optimization Theory and Applications, Vol. 135/3, 2007, pp. 563-581, with M.J. Best

    "The performance of panel unit root and stationarity tests: Results from a large scale simulation study", Econometric Reviews, Vol. 25/1, 2006, pp. 85-116, with M. Wagner

    "Real options and the value of generation capacity in the German electricity market", Review of Financial Economics, Special issue: Real Options SI - Edited by K. Shastri, L. Trigeorgis, Vol. 14/3-4, 2005, pp. 297-310, with S. Kossmeier, M. Obersteiner and A. Schnabl

    "An algorithm for portfolio optimization with transaction costs", Management Science, Vol. 51/11, 2005, pp. 1676-1688, with M.J. Best

    "Beating the random walk in Central and Eastern Europe", Journal of Forecasting, Vol. 24/3, 2005, pp. 189-201, with J. Crespo Cuaresma

    "CEEC growth projections: Certainly necessary and necessarily certain", Economics of Transition, Vol. 13/2, 2005, pp. 341-372, with M. Wagner

    "Forecasting exchange rates in transition economies: A comparison of multivariate time series models", Empirical Economics, Vol. 29/4, 2004, pp. 787-801, with J. Crespo Cuaresma

    "Forecasting electricity spot prices using linear univariate time series models", Applied Energy, Vol. 77/1, 2004, pp. 87-106, with J. Crespo Cuaresma, S. Kossmeier and M. Obersteiner

    "Portfolio selection and transaction costs", Computational Optimization and Applications, Vol. 24/1, 2003, pp. 95-116, with M.J. Best

    "The efficient frontier for bounded assets", Mathematical Methods of Operations Research, Vol. 52/2, 2000, pp. 195-212, with M.J. Best

    "Forecasting the Euro exchange rate using vector error correction models", Review of World Economics (Weltwirtschaftliches Archiv), Vol. 136/2, 2000, pp. 232-258, with B. van Aarle and M. Boss