Robert Czudaj : Citation Profile

Technische Universität Bergakademie Freiberg

18

H index

25

i10 index

1360

Citations

RESEARCH PRODUCTION:

59

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 90
   Journals where Robert Czudaj has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 59 (4.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcz10
   Updated: 2025-03-08    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Beckmann, Joscha (18)

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 (59)

Pierdzioch, Christian (42)

Shahzad, Syed Jawad Hussain (35)

Shahbaz, Muhammad (31)

Tiwari, Aviral (22)

Risse, Marian (20)

lucey, brian (16)

Salisu, Afees (16)

Balcilar, Mehmet (16)

Selmi, Refk (16)

bouoiyour, jamal (14)

Cites to:

Beckmann, Joscha (90)

Sarno, Lucio (67)

Rossi, Barbara (44)

Kilian, Lutz (41)

Bacchetta, Philippe (36)

van Wincoop, Eric (36)

Rogoff, Kenneth (33)

Taylor, Mark (27)

Gorodnichenko, Yuriy (27)

Johansen, Soren (26)

Fratzscher, Marcel (25)

Main data

Production by document typearticlechapterpaper201020112012201320142015201620172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20102011201220132014201520162017201820192020202120222023202420250100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 18Most cited documents12345678910111213141516171819200100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Robert Czudaj has published?

Journals with more than one article published# docs
Energy Economics4
Journal of Economic Behavior & Organization3
Macroeconomic Dynamics3
Economic Modelling3
Journal of International Money and Finance3
Studies in Nonlinear Dynamics & Econometrics2
The North American Journal of Economics and Finance2
The World Economy2
Quantitative Finance2
Resources Policy2
Journal of Forecasting2
Economics Bulletin2

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 f�r Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen9
MPRA Paper / University Library of Munich, Germany8
Post-Print / HAL3

Recent works citing Robert Czudaj (2025 and 2024)

Year  ↓Title of citing document  ↓
2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024.

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2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025Exchange rate reaction to international organization loans and geopolitical preferences. (2025). Saadaoui, Jamel ; Oriola, Hugo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-2.

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2024A look back at 25 years of the ECB SPF. (2024). Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Meyler, Aidan ; Minasian, Ryan ; Bates, Colm ; Arioli, Rodolfo ; Fonseca, Lus ; Fagandini, Bruno ; Zahrt, Octavia. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

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2024Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). Mishra, Sibanjan ; ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024Migration fear and stock price crash risk. (2024). Das, Kuntal ; Yaghoubi, Mona. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000118.

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2024Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x.

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2024Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies. (2024). Saha, Sujata ; Glebocki, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001264.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Liu, Xiaochun ; Stewart, Shamar L ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x.

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2024Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates. (2024). Eichler, Stefan ; de Boer, Jantke ; Rovekamp, Ingmar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001219.

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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2024The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066.

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2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

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2024Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

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2024Natural resource efficiency and the road to a green economy: From scarcity to availability. (2024). Yuyang, Liu. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012850.

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2024Crude oil price hikes and exchange rate volatility: A lesson from the Bangladesh economy. (2024). Nandi, Mohitosh Kumar ; Kabir, Md Humayun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002253.

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2024The impact of uncertainty shocks on energy transition metal prices. (2024). Reboredo, Juan ; Ugolini, Andrea. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282.

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2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724006056.

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2024Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811.

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2024Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154.

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2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

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2024The effects of green technology and globalization on energy demand in emerging economies. (2024). Naeem, Muhammad Abubakr ; Shinwari, Riazullah ; Wang, Yangjie. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pc:s0960148124017749.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties. (2024). Wang, Xinya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003423.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications. (2024). Omidi, Vahid ; Roudari, Soheil ; Al-Yahyaee, Khamis Hamed ; Ahmadian-Yazdi, Farzaneh ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004842.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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2024Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024.

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2025Directions of Price Transmission on the Diesel Oil Market in Poland. (2025). Przekota, Grzegorz ; Szczepaska-Przekota, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:1:p:139-:d:1558348.

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2025Price Interaction Between Crude Oil, Selected Grains, and Oilseeds in South Africa. (2025). Muchopa, Chiedza L ; Ledwaba, Kgabo Lucracia ; Belete, Abenet. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:618-:d:1567163.

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2024Cointegration and Economic Dynamics: Unraveling the Interplay between Gold Prices and Residential Property Prices in Five Different Nations. (2024). Ijaz, Syeda Tayyaba. In: International Real Estate Review. RePEc:ire:issued:v:27:n:04:2024:p:521-536.

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2024The pressure is on: how geopolitical tensions impact institutional fiscal and external stability responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03182024.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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2024The Macroeconomic Impact of Global and Country-Specific Climate Risk. (2024). Vitenu-Sackey, Prince Asare ; Byrne, Joseph P. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00831-0.

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

Works by Robert Czudaj:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S. In: The Energy Journal.
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.() In: .
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This paper has nother version. Agregated cites: 4		article
2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES In: Economic Inquiry.
[Full Text][Citation analysis]		article5
2018Monetary policy shocks, expectations and information rigidities.(2018) In: Chemnitz Economic Papers.
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This paper has nother version. Agregated cites: 5		paper
2018Monetary policy shocks, expectations and information rigidities.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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This paper has nother version. Agregated cites: 5		paper
2015Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics.
[Full Text][Citation analysis]		article4
2017Effective Exchange Rates, Current Accounts and Global Imbalances In: Review of International Economics.
[Full Text][Citation analysis]		article6
2016Effective exchange rates, current accounts and global imbalances.(2016) In: Ruhr Economic Papers.
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This paper has nother version. Agregated cites: 6		paper
2014Effective exchange rates, current accounts and global imbalances.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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This paper has nother version. Agregated cites: 6		paper
2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2014The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy.
[Full Text][Citation analysis]		article18
2018The macroeconomic role of currency reserve accumulation in emerging markets€”The Asian experience In: The World Economy.
[Full Text][Citation analysis]		article0
2020The role of uncertainty on agricultural futures markets momentum trading and volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2020The role of uncertainty on agricultural futures markets momentum trading and volatility.(2020) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 0		article
2020THE RELATIVE VALUATION OF GOLD In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2017The Relative Valuation of Gold.(2017) In: Chemnitz Economic Papers.
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This paper has nother version. Agregated cites: 4		paper
2016The relative valuation of gold.(2016) In: Ruhr Economic Papers.
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This paper has nother version. Agregated cites: 4		paper
2023Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2025Expectation formation and the Phillips curve revisited In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2023Expectation Formation and the Phillips Curve Revisited.(2023) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2023Dimensions and Determinants of Inflation Anchoring In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article0
2010Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper28
2010Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques.(2010) In: Ruhr Economic Papers.
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This paper has nother version. Agregated cites: 28		paper
2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2020Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2020Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6		paper
2014Volatility transmission in agricultural futures markets In: Economic Modelling.
[Full Text][Citation analysis]		article52
2014Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling.
[Full Text][Citation analysis]		article18
2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling.
[Full Text][Citation analysis]		article255
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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This paper has nother version. Agregated cites: 255		paper
2013Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article114
2012Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers.
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This paper has nother version. Agregated cites: 114		paper
2015Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article28
2014Regime shifts and the Canada/US exchange rate in a multivariate framework In: Economics Letters.
[Full Text][Citation analysis]		article0
2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach In: Econometrics and Statistics.
[Full Text][Citation analysis]		article9
2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach.(2019) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011P-star in times of crisis - Forecasting inflation for the euro area In: Economic Systems.
[Full Text][Citation analysis]		article9
2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data In: European Economic Review.
[Full Text][Citation analysis]		article6
2021Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data.(2021) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics.
[Full Text][Citation analysis]		article81
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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This paper has nother version. Agregated cites: 81		paper
2019Crude oil futures trading and uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article16
2019Crude oil futures trading and uncertainty.(2019) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S. In: Energy Economics.
[Full Text][Citation analysis]		article12
2020The relationship between oil prices and exchange rates: Revisiting theory and evidence In: Energy Economics.
[Full Text][Citation analysis]		article71
2016A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2018Is equity market volatility driven by migration fear? In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2020The prevalence of price overreactions in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2014Does global liquidity drive commodity prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
2017Capital flows and GDP in emerging economies and the role of global spillovers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers.(2017) In: Chemnitz Economic Papers.
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This paper has nother version. Agregated cites: 9		paper
2020Is the negative interest rate policy effective? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article5
2023Perceived monetary policy uncertainty In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2022Perceived monetary policy uncertainty.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3		paper
2017The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2016The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers.
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This paper has nother version. Agregated cites: 20		paper
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.
[Full Text][Citation analysis]		article21
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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This paper has nother version. Agregated cites: 21		paper
2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
[Full Text][Citation analysis]		article55
2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact In: Resources Policy.
[Full Text][Citation analysis]		article33
2020Commodity futures and a wavelet-based risk assessment In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2017Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy.
[Full Text][Citation analysis]		article86
2021Features of overreactions in the cryptocurrency market In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2013Oil prices and effective dollar exchange rates In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article80
2016Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification In: Post-Print.
[Citation analysis]		paper18
2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification.(2019) In: Empirical Economics.
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This paper has nother version. Agregated cites: 18		article
2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication.(2017) In: Chemnitz Economic Papers.
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This paper has nother version. Agregated cites: 18		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Modelling euro area money demand and forecasting inflation in a time-varying environment In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article0
2013Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article35
2020Net Foreign Asset Positions, Capital Flows and GDP Spillovers In: Open Economies Review.
[Full Text][Citation analysis]		article1
2014Non-linearities in the relationship of agricultural futures prices In: European Review of Agricultural Economics.
[Full Text][Citation analysis]		article13
2021Fiscal policy uncertainty and its effects on the real economy: German evidence In: Oxford Economic Papers.
[Full Text][Citation analysis]		article5
2020Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence.(2020) In: Chemnitz Economic Papers.
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This paper has nother version. Agregated cites: 5		paper
2022The role of expectations for currency crisis dynamics - the case of the Turkish lira In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2023The role of expectations for currency crisis dynamics—The case of the Turkish lira.(2023) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 0		article
2023The role of expectations for currency crisis dynamics - The case of the Turkish lira.(2023) In: Open Access Publications from Kiel Institute for the World Economy.
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This paper has nother version. Agregated cites: 0		paper
2023Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring In: MPRA Paper.
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2024Fundamental determinants of exchange rate expectations In: MPRA Paper.
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2022Fundamental determinants of exchange rate expectations.(2022) 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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This paper has nother version. Agregated cites: 2		paper
2024Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015Nonstationary-volatility robust panel unit root tests and the great moderation In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article2
2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Ruhr Economic Papers.
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This paper has nother version. Agregated cites: 2		paper
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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This paper has nother version. Agregated cites: 2		paper
2022What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics In: Springer Books.
[Citation analysis]		chapter0
2015International parity relationships between Germany and the USA revisited: evidence from the post-DM period In: Applied Economics.
[Full Text][Citation analysis]		article6
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]		article5
2016Oil price and FX-rates dependency In: Quantitative Finance.
[Full Text][Citation analysis]		article28
2019Gold price dynamics and the role of uncertainty In: Quantitative Finance.
[Full Text][Citation analysis]		article78
2017Gold Price Dynamics and the Role of Uncertainty.(2017) In: Chemnitz Economic Papers.
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This paper has nother version. Agregated cites: 78		paper
2023Long‐short speculator sentiment in agricultural commodity markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2020Professional forecasters expectations, consistency, and international spillovers In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2014Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers.
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