Robert Czudaj : Citation Profile

Are you Robert Czudaj?

Technische Universität Bergakademie Freiberg

16

H index

22

i10 index

938

Citations

RESEARCH PRODUCTION:

54

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 78
   Journals where Robert Czudaj has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 50 (5.06 %)

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   Permalink: http://citec.repec.org/pcz10
   Updated: 2022-08-13    RAS profile: 2022-06-01    
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Relations with other researchers

Works with:

Beckmann, Joscha (27)

Shahbaz, Muhammad (2)

Shahzad, Syed Jawad Hussain (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Czudaj.

Is cited by:

GUPTA, RANGAN (49)

Pierdzioch, Christian (37)

Shahbaz, Muhammad (29)

Shahzad, Syed Jawad Hussain (25)

Risse, Marian (20)

Tiwari, Aviral (17)

Balcilar, Mehmet (16)

bouoiyour, jamal (14)

Selmi, Refk (14)

Wohar, Mark (12)

Bonato, Matteo (12)

Cites to:

Beckmann, Joscha (72)

Sarno, Lucio (58)

Rossi, Barbara (44)

Kilian, Lutz (40)

Belke, Ansgar (33)

Rogoff, Kenneth (32)

Bacchetta, Philippe (30)

van Wincoop, Eric (30)

Johansen, Soren (27)

Taylor, Mark (24)

Pesaran, M (23)

Main data

Where Robert Czudaj has published?

Journals with more than one article published# docs
Energy Economics4
Economic Modelling3
Journal of Economic Behavior & Organization3
Economics Bulletin2
Credit and Capital Markets2
Journal of International Money and Finance2
The North American Journal of Economics and Finance2
Resources Policy2
Quantitative Finance2
The World Economy2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Chemnitz Economic Papers / Department of Economics, Chemnitz University of Technology11
Ruhr Economic Papers / RWI - Leibniz-Institut fr Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen9
Post-Print / HAL3

Recent works citing Robert Czudaj (2022 and 2021)

YearTitle of citing document
2021An Assessment of Gold as a Hedge or Safe Haven: Evidence from Major Gold Producing Countries. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:524-533.

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2021.

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2021Capital Market Returns and Inflation Nexus in Croatia: Wavelet Coherence Analysis. (2021). Ivan, Novak ; Mile, Bonjak ; Maja, Bai. In: Business Systems Research. RePEc:bit:bsrysr:v:12:y:2021:i:2:p:253-267:n:18.

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2021Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia. (2021). Baek, Jungho ; Choi, Yoon Jung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:312-325.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2021Exchange rate fluctuations and the financial channel in emerging economies. (2021). Comunale, Mariarosaria ; Beckmann, Joscha. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_011.

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2021Wie man wirtschaftliche Unsicherheit empirisch messen kann – Eine Darstellung am Beispiel von Deutschland. (2021). Gillmann, Niels ; Hilgenberg, Alexander. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:28:y:2021:i:02:p:24-29.

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2022Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation. (2022). Kalai, Lamia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-4.

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2021Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29.

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2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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2022Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht. (2022). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-11.

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2022Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28.

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2022Exchange Rate Volatility and Oil Prices in South Africa. (2022). Daw, Olebogeng David ; Hlongwane, Nyiko Worship ; Ribese, Selinah ; Shogole, Leeto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-34.

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2021Speculation and price volatility in the coffee market. (2021). Aliaga Lordemann, Francisco Javier ; Mora-Garcia, Claudio ; Mulder, Nanno. In: Documentos de Proyectos. RePEc:ecr:col022:46923.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137.

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2021Dividends and economic policy uncertainty: International evidence. (2021). el Ghoul, Sadok ; Attig, Najah ; Zheng, Xiaolan ; Guedhami, Omrane. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302297.

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2021New evidence on COVID-19 and firm performance. (2021). Zhang, Zhekai ; Ren, Zhaomin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:213-225.

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2021Do forecasters really care about consensus?. (2021). Zilberfarb, Ben-Zion ; Goldstein, Nathan. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321001127.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590.

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2021Hedging futures performance with denoising and noise-assisted strategies. (2021). Yao, Yinhong ; Su, Kuangxi ; Zheng, Chengli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000899.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285.

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2021A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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2022Does economic growth stimulate energy consumption? The role of human capital and R&D expenditures in China. (2022). Vo, Xuan Vinh ; Shahbaz, Muhammad ; Ahmad, Shabbir ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005193.

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2022Crude oil price and exchange rate: Evidence from the period before and after the launch of Chinas crude oil futures. (2022). Sun, Chuanwang ; Cai, Weiyi ; Peng, Yiqi ; Zhan, Yanhong. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005582.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022Network analysis of risk transmission among energy futures: An industrial chain perspective. (2022). Zhang, Xuan ; Wang, Tingting ; Zhuang, Chengkai ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321006332.

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2022Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes. (2022). Zhao, Lili ; Yin, Hua ; Li, Wanyang ; Wen, Fenghua ; Chen, Lin. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000421.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022Return and volatility spillovers between Chinese and U.S. clean energy related stocks. (2022). Krištoufek, Ladislav ; Janda, Karel ; Zhang, Binyi ; Kristoufek, Ladislav. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000913.

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2022Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165.

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2022Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001347.

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2022Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy. (2021). Arifli, Arif ; Yildirim, Zekeriya. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326347.

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2021Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA. (2021). Tiwari, Aviral ; Solarin, Sakiru Adebola ; Mishra, Bibhuti Ranjan. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328395.

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2021Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Ogunnusi, Timilehin P. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001961.

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2021Asymmetric between oil prices and renewable energy consumption in the G7 countries. (2021). Cheng, Hui ; Zhang, Hongwei ; Xiyu, Chen ; Guo, Yaoqi. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005685.

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2021The relationship between manufacturing growth and CO2 emissions: Does renewable energy consumption matter?. (2021). Hou, Yaru ; Wang, En-Ze ; Yang, Mian. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012809.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2022Are energy metals hedges or safe havens for clean energy stock returns?. (2022). Bouri, Elie ; Dutta, Anupam ; Gustafsson, Robert. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221029571.

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2021Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market. (2021). Shahzad, Farrukh ; Wan, Guangcai ; Fareed, Zeeshan ; Iqbal, Najaf. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302568.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

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2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988.

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2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Mercik, Aleksander ; Long, Huaigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349.

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2022Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

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2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

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2021The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497.

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2021A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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2021A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach. (2021). Lean, Hooi Hooi ; Zoubi, Taisier ; Mirzaei, Ali ; Alkhazali, Osamah M. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302191.

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2021Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China. (2021). Zou, Gaofeng ; Xiong, Xiong ; Wang, Meng ; Zhang, Yongjie. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316007.

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2021Performance of gold-backed cryptocurrencies during the COVID-19 crisis. (2021). Wardah, Hajah Siti ; Wasiuzzaman, Shaista. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000398.

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2022Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach. (2022). Nefzi, Nourhaine ; Melki, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002993.

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2022Market reaction, COVID-19 pandemic and return distribution. (2022). Zhang, Yihan ; Lu, Xingyu ; Jin, Chenglu. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000290.

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2022Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach. (2022). Padakandla, Steven Raj ; Kumar, Anoop S. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000356.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2021How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?. (2021). Sakurai, Yuji. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000706.

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2021Determinants and predictability of commodity producer returns. (2021). Balvers, Ronald ; Wang, Qiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100234x.

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2022Export pricing and exchange rate expectations under uncertainty. (2022). Fracasso, Andrea ; Tomasi, Chiara ; Secchi, Angelo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:135-152.

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2021Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790.

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2021Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314.

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2021Do volatility indices diminish golds appeal as a safe haven to investors before and during the COVID-19 pandemic?. (2021). Shahbaz, Muhammad ; Sarker, Ashutosh ; Hammoudeh, Shawkat ; Tanin, Tauhidul Islam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:214-235.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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2021Monetary policy spillovers under intermediate exchange rate regimes. (2021). Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302989.

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2021Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Elian, Mohammad I ; Kisswani, Khalid M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000098.

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2022Inflation, oil prices and exchange rates. The Euro’s dampening effect. (2022). Luis, Hierro ; Antonio, Garzon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:130-146.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2021Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

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2021Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309570.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2021Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

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2021Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries. (2021). Bhutto, Niaz Ahmed ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309752.

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2021Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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More than 100 citations found, this list is not complete...

Works by Robert Czudaj:

YearTitleTypeCited
2019How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S. In: The Energy Journal.
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2010Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2010Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques.(2010) In: Discussion Papers of DIW Berlin.
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2010Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques.(2010) In: Ruhr Economic Papers.
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2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES In: Economic Inquiry.
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2018Monetary policy shocks, expectations and information rigidities.(2018) In: Chemnitz Economic Papers.
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2018Monetary policy shocks, expectations and information rigidities.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2015Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics.
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2017Effective Exchange Rates, Current Accounts and Global Imbalances In: Review of International Economics.
[Full Text][Citation analysis]		article3
2016Effective exchange rates, current accounts and global imbalances.(2016) In: Ruhr Economic Papers.
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2014Effective exchange rates, current accounts and global imbalances.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
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2014The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy.
[Full Text][Citation analysis]		article17
2018The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience In: The World Economy.
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2020The role of uncertainty on agricultural futures markets momentum trading and volatility In: Studies in Nonlinear Dynamics & Econometrics.
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2020The role of uncertainty on agricultural futures markets momentum trading and volatility.(2020) In: Studies in Nonlinear Dynamics & Econometrics.
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2020THE RELATIVE VALUATION OF GOLD In: Macroeconomic Dynamics.
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2017The Relative Valuation of Gold.(2017) In: Chemnitz Economic Papers.
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2016The relative valuation of gold.(2016) In: Ruhr Economic Papers.
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2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin.
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2020Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach In: Economics Bulletin.
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2020Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach.(2020) In: MPRA Paper.
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2014Volatility transmission in agricultural futures markets In: Economic Modelling.
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2014Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling.
[Full Text][Citation analysis]		article14
2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling.
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2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach.(2014) In: Ruhr Economic Papers.
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2013Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance.
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2012Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers.
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2015Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article19
2014Regime shifts and the Canada/US exchange rate in a multivariate framework In: Economics Letters.
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2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach In: Econometrics and Statistics.
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2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach.(2019) In: Chemnitz Economic Papers.
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2011P-star in times of crisis - Forecasting inflation for the euro area In: Economic Systems.
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2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data In: European Economic Review.
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2021Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data.(2021) In: Chemnitz Economic Papers.
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2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics.
[Full Text][Citation analysis]		article67
2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?.(2013) In: Ruhr Economic Papers.
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2019Crude oil futures trading and uncertainty In: Energy Economics.
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2019Crude oil futures trading and uncertainty.(2019) In: Chemnitz Economic Papers.
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2020Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S. In: Energy Economics.
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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence In: Energy Economics.
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2016A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis.
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2018Is equity market volatility driven by migration fear? In: Finance Research Letters.
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2020The prevalence of price overreactions in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
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2014Does global liquidity drive commodity prices? In: Journal of Banking & Finance.
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2017Capital flows and GDP in emerging economies and the role of global spillovers In: Journal of Economic Behavior & Organization.
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2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers.(2017) In: Chemnitz Economic Papers.
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2020Is the negative interest rate policy effective? In: Journal of Economic Behavior & Organization.
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2019Is the negative interest rate policy effective?.(2019) In: Chemnitz Economic Papers.
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2022Exchange rate expectation, abnormal returns, and the COVID-19 pandemic In: Journal of Economic Behavior & Organization.
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2017The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance.
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2016The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers.
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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven In: Journal of International Money and Finance.
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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact In: Resources Policy.
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2020Commodity futures and a wavelet-based risk assessment In: Physica A: Statistical Mechanics and its Applications.
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2017Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy.
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2021Features of overreactions in the cryptocurrency market In: The Quarterly Review of Economics and Finance.
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2013Oil prices and effective dollar exchange rates In: International Review of Economics & Finance.
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2016Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification In: Post-Print.
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2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification.(2019) In: Empirical Economics.
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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication.(2017) In: Chemnitz Economic Papers.
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2015Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification In: Post-Print.
[Citation analysis]		paper0
2015Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification.(2015) In: Post-Print.
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2013Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy.
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2020Net Foreign Asset Positions, Capital Flows and GDP Spillovers In: Open Economies Review.
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2013The U.S. Current Account and Real Effective Dollar Exchange Rates In: Credit and Capital Markets.
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2021Monetary Policy and Foreign Denominated Debt by Non-Bank Borrowers In: Credit and Capital Markets.
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2014Non-linearities in the relationship of agricultural futures prices In: European Review of Agricultural Economics.
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2021Fiscal policy uncertainty and its effects on the real economy: German evidence In: Oxford Economic Papers.
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2020Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence.(2020) In: Chemnitz Economic Papers.
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2015Nonstationary-volatility robust panel unit root tests and the great moderation In: AStA Advances in Statistical Analysis.
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2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Ruhr Economic Papers.
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2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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2022What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics In: Springer Books.
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2015International parity relationships between Germany and the USA revisited: evidence from the post-DM period In: Applied Economics.
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2013The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis In: International Review of Applied Economics.
[Full Text][Citation analysis]		article4
2016Oil price and FX-rates dependency In: Quantitative Finance.
[Full Text][Citation analysis]		article22
2019Gold price dynamics and the role of uncertainty In: Quantitative Finance.
[Full Text][Citation analysis]		article45
2017Gold Price Dynamics and the Role of Uncertainty.(2017) In: Chemnitz Economic Papers.
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2022Fundamental determinants of exchange rate expectations In: Chemnitz Economic Papers.
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2020Fundamental determinants of exchange rate expectations.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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2020Professional forecasters expectations, consistency, and international spillovers In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2014Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers.
[Full Text][Citation analysis]		paper9

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