CROSBI Profil: Tihana Škrinjarić (32378)

1.

Yavas, Burhan. F.; Dedi, Lidija; Škrinjarić, Tihana
Did equity returns and volatilities change after the 2016 Trump election victory? // International journal of finance & economics, 27 (2022), 1; 1-18 doi:10.1002/ijfe.2215 (međunarodna recenzija, članak, znanstveni)
doi onlinelibrary.wiley.com
2.

Škrinjarić, Tihana
Macroeconomic effects of systemic stress: a rolling spillover index approach // Public sector economics, 46 (2022), 1; 109-140 doi:10.3326/pse.46.1.4 (međunarodna recenzija, članak, znanstveni)
doi hrcak.srce.hr
3.

Škrinjarić, Tihana
Determinants of Circular Economy and Sustainable Development of European Countries // Circular Economy Supply Chains: From Chains to Systems / Bals, Lydia ; Tate, Wendy ; Ellram, Lisa (ur.).
Howard House, Wagon Lane, Bingley BD16 1WA, UK: Emerald Publishin, 2022. str. 239-269 doi:10.1108/978-1-83982-544-620221012
doi www.emerald.com
4.

Škrinjarić, Tihana; Bukovšak, Maja
Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala // Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku (2022) (domaća recenzija, prihvaćen)
5.

Škrinjarić, Tihana; Vlah Jerić, Silvija
Random Forest and Grey methodology in dynamic portfolio selection // Artificial Intelligence and Big Data for Financial Risk Management Intelligent Applications / Metawa, Noura ; Hassan, M. Kabir ; Metawa, Saad (ur.).
London: Routledge, 2022. 8, 22
6.

Škrinjarić, Tihana; Bukovšak, Maja
Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala, 2022. (domaća recenzija, istraživanje 1-69).
www.hnb.hr
7.

Škrinjarić, Tihana
BOOK REVIEW “USING PYTHON FOR INTRODUCTORY ECONOMETRICS” // Ekonomski vjesnik, 35 (2022), 1; 223-224 (podatak o recenziji nije dostupan, članak, stručni)
hrcak.srce.hr hrcak.srce.hr
8.

Škrinjarić, Tihana
Do we get cold feet when deciding on countercyclical capital buffer? Ways to deal with uncertainty in estimating credit to GDP gap in real time // The 28th Dubrovnik Economic Conference
Dubrovnik: Croatian National Bank, 2022. str. 1-40 (predavanje, podatak o recenziji nije dostupan, cjeloviti rad (in extenso), znanstveni)
www.hnb.hr
9.

Škrinjarić, Tihana
Međuovisnost prinosa, rizika i volumena online pretraživanja tržišnog indeksa: pristup prelijevanja šokova na Zagrebačkoj burzi // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 72 (2021), 1; 3-33 doi:10.32910/ep.72.1.1 (domaća recenzija, članak, znanstveni)
doi hrcak.srce.hr
10.

Čižmešija, Mirjana; Škrinjarić, Tihana
Economic Sentiment and Business Cycles: Spillover Methodology Approach // Economic systems, 45 (2021), 3; 100770, 20 doi:10.1016/j.ecosys.2020.100770 (međunarodna recenzija, članak, znanstveni)
doi www.sciencedirect.com
11.

Škrinjarić, Tihana; Čižmešija, Mirjana
Selected Applications of Grey Models in Stock Price Prediction // Recent Applications of Financial Risk Modelling and Portfolio Management / Škrinjarić, Tihana ; Čižmešija, Mirjana ; Christiansen, Bryan (ur.).
Hershey PA, USA: IGI Global, 2021. str. 346-362 doi:10.4018/978-1-7998-5083-0.ch017
doi www.igi-global.com
12.

Škrinjarić, Tihana
Fuzzy Logic in Portfolio Selection: Selected Applications // Handbook of Research on Applied AI for International Business and Marketing Applications / Christiansen, Bryan ; Škrinjarić, Tihana (ur.).
Hershey PA, USA: IGI Global, 2021. str. 173-190 doi:10.4018/978-1-7998-5077-9.ch010
doi www.igi-global.com
13.

Škrinjarić, Tihana; Lovretin Golubić, Zrinka; Orlović, Zrinka
Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment // Studies in Economics and Finance, 38 (2021), 1; 86-113 doi:10.1108/SEF-07-2020-0247 (međunarodna recenzija, članak, znanstveni)
doi www.emerald.com
14.

Škrinjarić, Tihana; Šego, Boško
Evaluating Business Performance Using Data Envelopment Analysis and Grey Relational Analysis // Handbook of Research on Engineering, Business, and Healthcare Applications of Data Science and Analytics / Patil, Bhushan ; Vohra, Manisha (ur.).
Hershey PA, USA: IGI Global, 2021. str. 115-148 doi:10.4018/978-1-7998-3053-5.ch007
doi
15.

Škrinjarić, Tihana
Evaluating R&D Efficiency of Selected European Countries: A Dynamic Analysis for Period 2007–2017 // Technological Innovation and International Competitiveness for Business Growth Challenges and Opportunities / Ferreira, João J. M. ; Teixeira, Sérgio J. ; Rammal, Hussain G. (ur.).
UK: Palgrave MacMillan, 2021. str. 215-259 doi:10.1007/978-3-030-51995-7_10
doi link.springer.com
16.

Škrinjarić, Tihana
Comparing Company’s Performance to Its Peers A Data Envelopment Approach // Big Data Analytics in Supply Chain Management Theory and Applications / Rahimi, I. ; Gandomi, A.H. ; Fong, S. J. ; Ülkü, M. A. (ur.).
Boca Raton, Florida, USA: Taylor & Francis Group, 2021. str. 79-108 doi:10.1201/9780367816384
doi www.taylorfrancis.com
17.

Arčabić, Vladimir; Škrinjarić, Tihana
Sharing is caring: Spillovers and synchronization of business cycles in the European Union // Economic modelling, 92 (2021), 2021; 25-39 doi:10.1016/j.econmod.2020.12.023 (međunarodna recenzija, članak, znanstveni)
doi
18.

Škrinjarić, Tihana; Marasović, Branka; Šego, Boško
Does the Croatian stock market have seasonal affective disorder? // Journal of risk and financial management, 14 (2021), 2; 89, 16 doi:10.3390/jrfm14020089 (međunarodna recenzija, članak, znanstveni)
doi www.mdpi.com
19.

Škrinjarić, Tihana; Šego, Boško
Mjerenje rizika: analiza alternativnih mjera rizika s primjenom na dionice Zagrebačke burze: 1. dio // Računovodstvo i financije, LXVII (2021), 3; 107-110 (podatak o recenziji nije dostupan, članak, stručni)
www.rif.hr
20.

Škrinjarić, Tihana; Šego, Boško
Mjerenje rizika: analiza alternativnih mjera rizika s primjenom na dionice Zagrebačke burze – 2. dio // Računovodstvo i financije, LXVII (2021), 4; 102-106 (podatak o recenziji nije dostupan, članak, stručni)
www.rif.hr
21.

Škrinjarić, Tihana; Dedi, Lidija; Šego, Boško
Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach // Romanian Journal of Economic Forecasting, 24 (2021), 1; 93-108 (međunarodna recenzija, članak, znanstveni)
www.rjef.ro
22.

Škrinjarić, Tihana; Vlah Jerić, Silvija
Comparing the sustainable tourism of selected European countries // Conference Proceedings of the 2nd International Conference on the Economics of Decoupling (ICED) / Družić, Gordan ; Sekur, Tomislav (ur.).
Zagreb: Croatian Academy of Sciences and Arts and Faculty of Economics and Business University of Zagreb, 2021. str. 39-54 (predavanje, recenziran, cjeloviti rad (in extenso), znanstveni)
drive.google.com
23.

Škrinjarić, Tihana
Ranking environmental aspects of sustainable tourism: case of selected European countries // Sustainability, 13 (2021), 10; 5701, 19 doi:10.3390/su13105701 (međunarodna recenzija, članak, znanstveni)
doi www.mdpi.com
24.

Škrinjarić, Tihana
Asymmetric Spillovers Between the Stock Risk Series: Case of CESEE Stock Markets // Computational Management Applications of Computational Intelligence in Business Management / Patnaik, Srikanta ; Tajeddini, Kayhan ; Jain, Vipul (ur.).
Cham: Springer, 2021. str. 97-135 doi:10.1007/978-3-030-72929-5_5
doi link.springer.com
25.

Škrinjarić, Tihana; Šego, Boško
Mjerenje rizika: analiza alternativnih mjera rizika s primjenom na dionice Zagrebačke burze – 3. dio // Računovodstvo i financije, LXVII (2021), 6; 92-94 (podatak o recenziji nije dostupan, članak, stručni)
26.

Škrinjarić, Tihana; Lovretin Golubić, Zrinka; Orlović, Zrinka
Asymmetric spillovers on European stock markets: “good” and “bad” volatility approach // Proceedings of 10th INTERNATIONAL SCIENTIFIC SYMPOSIUM REGION, ENTREPRENEURSHIP, DEVELOPMENT / Leko Šimić, Mirna ; Crnković, Boris (ur.).
Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics in Osijek, Croatia, 2021. str. 1029-1045 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
www.efos.unios.hr
27.

Škrinjarić, Tihana
Prikaz knjige „Using R for introductory econometrics“, 2nd edition // Ekonomski vjesnik, 21 (2021), 1; 243-244 (recenziran, prikaz, stručni)
www.efos.unios.hr
28.

Škrinjarić, Tihana; Quintino, Derick; Ferreira, Paulo
Transfer entropy approach for portfolio optimization: an empirical approach for CESEE markets // Journal of risk and financial management, 14 (2021), 8; 369, 12 doi:10.3390/jrfm14080369 (međunarodna recenzija, članak, znanstveni)
doi www.mdpi.com
29.

Škrinjarić, Tihana
Profiting on the stock market in pandemic times: Study of COVID-19 effects on CESEE stock markets // Mathematics, 9 (2021), 17; 2077, 20 doi:10.3390/math9172077 (međunarodna recenzija, članak, znanstveni)
doi www.mdpi.com
30.

Škrinjarić, Tihana
Grey Incidence Analysis as a Tool in Portfolio Selection // Financial Risk Management and Modeling / Zopounidis, C. ; Benkraiem, R. ; Kalaitzoglou, I. (ur.).
Cham: Springer, 2021. str. 189-234 doi:10.1007/978-3-030-66691-0_6
doi link.springer.com
31.

Škrinjarić, Tihana
Nonparametric Approach of Comparing Company Performance: A Grey Relational Analysis // Big Data Analytics / Chaudhary, Kiran ; Alam, Mansaf (ur.).
New York: Taylor & Francis, 2021. str. 149-172 doi:10.1201/9781003175711-9
doi www.taylorfrancis.com
32.

Škrinjarić, Tihana
Re-examining sustainable development in Europe: A Data Envelopment Approach // International Journal of Environment and Sustainable Development, 19 (2020), 1; 72-108 doi:10.1504/IJESD.2020.105469 (međunarodna recenzija, članak, znanstveni)
doi www.inderscience.com
33.

Škrinjarić, Tihana; Slišković, Marina
Revisiting CAPM model with quantile regression: creating investment strategies on the Zagreb Stock Exchange // International Journal of Economics and Business Research, 19 (2020), 3; 266-289 doi:10.1504/IJEBR.2020.106527 (međunarodna recenzija, članak, znanstveni)
doi www.inderscience.com
34.

Škrinjarić, Tihana
Dynamic Portfolio Optimization Based On Grey Relational Analysis Approach // Expert systems with applications, 147 (2020), 1-15 doi:10.1016/j.eswa.2020.113207 (međunarodna recenzija, članak, znanstveni)
doi www.sciencedirect.com reader.elsevier.com
35.

Škrinjarić, Tihana
Empirical assessment of the circular economy of selected European countries // Journal of cleaner production, 255 (2020), 1-17 doi:10.1016/j.jclepro.2020.120246 (međunarodna recenzija, članak, znanstveni)
doi doi.org
36.

Globan, Tomislav; Škrinjarić, Tihana
Penny Wise and Pound Foolish: Capital Gains Tax and Trading Volume on the Zagreb Stock Exchange // Public sector economics, 44 (2020), 3; 299-329 doi:10.3326/pse.44.3.2 (međunarodna recenzija, članak, znanstveni)
doi www.pse-journal.hr
37.

Škrinjarić, Tihana
R&D in Europe: sector decomposition of sources of (in)efficiency // Sustainability, 12 (2020), 4; 1432, 20 doi:10.3390/su12041432 (međunarodna recenzija, članak, znanstveni)
doi www.mdpi.com www.mdpi.com
38.

Škrinjarić, Tihana
EVALUATING THE SUSTAINABLE DEVELOPMENT AND CIRCULAR ECONOMY GOALS OF SELECTED EUROPEAN COUNTRIES // Conference Proceedings of the International Conference on the Economics of Decoupling (ICED) / Družić, Gordan ; Gelo, Tomislav (ur.).
Zagreb: Croatian Academy of Sciences and Arts & Faculty of Economics and Business - Zagreb, 2020. str. 323-341 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
drive.google.com www.researchgate.net
39.

Škrinjarić, Tihana; Čižmešija, Mirjana
Has the Accession of Croatia to the EU Affected Business Sentiment in Industry? Synthetic Control Method Approach // Društvena istraživanja : časopis za opća društvena pitanja, 29 (2020), 4; 643-663 doi:10.5559/di.29.4.07 (međunarodna recenzija, članak, znanstveni)
doi hrcak.srce.hr
40.

Škrinjarić, Tihana
Prikaz knjige: PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“ // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 71 (2020), 3; 301-304 (domaća recenzija, članak, stručni)
hrcak.srce.hr
41.

Škrinjarić, Tihana; Orlović, Zrinka
Economic policy uncertainty and stock market spillovers: case of selected CEE markets // Mathematics, 8 (2020), 7; 1-33 doi:10.3390/math8071077 (međunarodna recenzija, članak, znanstveni)
doi www.mdpi.com
42.

Škrinjarić, Tihana
Prikaz knjige: Financial Econometrics, Mathematics and Statistics: Theory, Method and Application // Ekonomski vjesnik, 20 (2020), 1; 305-307 (podatak o recenziji nije dostupan, članak, stručni)
www.efos.unios.hr www.researchgate.net
43.

Škrinjarić, Tihana
GM-GARCH model: application on the Croatian stock market // Proceedings of FEB Zagreb 11th International Odyssey Conference on Economics and Business / Šimurina, Jurica ; Načinović Braje, Ivana ; Pavić, Ivana (ur.).
Zagreb: Faculty of Economics and Business - Zagreb, 2020. str. 373-383 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
drive.google.com
44.

Škrinjarić, Tihana; Lovretin Golubić, Zrinka; Orlović, Zrinka
SHOCK SPILLOVERS BETWEEN EXCHANGE RATE RETURN, VOLATILITY AND INVESTOR SENTIMENT // Proceedings of FEB Zagreb 11th International Odyssey Conference on Economics and Business / Šimurina, Jurica ; Načinović Braje, Ivana ; Pavić, Ivana (ur.).
Zagreb: Faculty of Economics and Business, 2020. str. 358-372 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
odyssey.net.efzg.hr
45.

Škrinjarić, Tihana
Hemline Index Theory: Empirical Analysis with Google Data // International Journal of Fashion Design, Technology and Education, 13 (2020), 3; 325-333 doi:10.1080/17543266.2020.1799079 (međunarodna recenzija, članak, znanstveni)
doi www.tandfonline.com
46.

Čižmešija, Mirjana; Škrinjarić, Tihana
Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach // Business Practices, Growth and Economic Policy in Emerging Markets / Camacho, Luis ; Singh, Satyendra (ur.).
New Jersey, USA: World Scientific Publishing Co., Inc., 2020. str. 69-88 doi:10.1142/9789811221750_0005
doi worldscientific.com
47.

Škrinjarić, Tihana
CEE and SEE equity market return spillovers: Creating profitable investment strategies // Borsa Istanbul Review, 20 (2020), 1; 62-80 doi:10.1016/j.bir.2020.09.006 (međunarodna recenzija, članak, znanstveni)
doi www.sciencedirect.com
48.

Škrinjarić, Tihana
Using Google Trends in Modeling Product Demand and Consumption: Case of UK Apparel and Footwear Demand // Application of Big Data and Business Analytics / Kumari, S. ; Tripathy, K.K. ; Kumbhar, V. (ur.).
Bingley, UK: Emerald Publishing Limited, 2020. str. 59-78 doi:10.1108/978-1-80043-884-220211005
doi www.emerald.com
49.

Škrinjarić, Tihana; Vlah Jerić, Silvija
Comparing the sustainable tourism of selected European countries // Book of Abstracts International Conference on Economics of Decoupling (ICED) / Družić, Gordan ; Sekur, Tomislav (ur.).
Zagreb: Faculty of Economics & Business – Zagreb, 2020. str. 14-15 (predavanje, međunarodna recenzija, sažetak, znanstveni)
drive.google.com
50.

Škrinjarić, Tihana
Prikaz knjige „Introduction to Econometrics, fourth edition“ // Ekonomski vjesnik, 33 (2020), 2; 645-646 (podatak o recenziji nije dostupan, ostalo, stručni)
hrcak.srce.hr