PhDr. František Čech, Ph.D.
Postdoktorand
Biography
Publication list
František Čech is an Assistant Professor at the Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, where he also earned his Bachelor's (2010), Master’s and PhDr. (2013), and Ph.D. (2019) degrees. He is also a Junior Researcher at the Institute of Information Theory and Automation of the Czech Academy of Sciences.
His research focuses on asset pricing, financial econometrics, and time-series models. His academic work has been published in leading journals including Energy Economics, Journal of Financial Markets, Journal of Futures Markets, and Journal of Forecasting. He teaches courses in asset pricing, financial econometrics, and financial economics, and coordinates the Master's program in Finance and Data Analytics at Charles University.
In addition to his academic work, František has practical experience from the private and research sectors. From 2013 to 2015, he worked in portfolio management at RWE, first as a trainee and later as an analyst. He also coordinated international research projects such as ECOCEP and GEMCLIME between 2015 and 2020.
Research interests: Asset Pricing; Financial Econometrics; Time-Series Models; Portfolio Choice; International Financial Markets
Awards
2019 National Bank of Slovakia Governor Award (1st place)
2013 National Bank of Slovakia Governor Award (2nd place)
Journal articles
- : Marine fuel hedging under the sulfur cap regulations, Energy Economics 113 Download Download DOI: 10.1016/j.eneco.2022.106204 [2022]
- : Measurement of common risks in tails: A panel quantile regression model for financial returns, Journal of Financial Markets 52 Download Download DOI: 10.1016/j.finmar.2020.100562 [2021]
- : Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities, Journal of Futures Markets 39 9 (2019), p. 1167-1189 Download Download DOI: 10.1002/fut.22017 [2019]
- : On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model, Journal of Forecasting 36 1 (2017), p. 181-206 Download DOI: 10.1002/for.2423 [2017]