Ladislav Krištoufek : Citation Profile


Are you Ladislav Krištoufek?

Univerzita Karlova v Praze (66% share)
Akademie věd České Republiky (34% share)

19

H index

28

i10 index

1167

Citations

RESEARCH PRODUCTION:

61

Articles

70

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 89
   Journals where Ladislav Krištoufek has often published
   Relations with other researchers
   Recent citing documents: 359.    Total self citations: 69 (5.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr148
   Updated: 2022-07-02    RAS profile: 2022-05-28    
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Relations with other researchers


Works with:

Janda, Karel (12)

Bouri, Elie (7)

Shahzad, Syed Jawad Hussain (5)

Ferreira, Paulo (5)

Roubaud, David (4)

lucey, brian (3)

Zilberman, David (2)

Ji, Qiang (2)

Zhang, Binyi (2)

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

Is cited by:

Bouri, Elie (48)

Ferreira, Paulo (25)

GUPTA, RANGAN (25)

Shen, Dehua (25)

Tiwari, Aviral (23)

Sensoy, Ahmet (20)

Vo, Xuan Vinh (20)

Ciaian, Pavel (20)

Rajcaniova, Miroslava (20)

Ciaian, Pavel (19)

Roubaud, David (18)

Cites to:

Zilberman, David (85)

Baruník, Jozef (67)

Ciaian, Pavel (60)

Ciaian, Pavel (59)

Bouri, Elie (56)

Janda, Karel (53)

Roubaud, David (51)

Drabik, Dusan (42)

Dacorogna, Michel (37)

Hayes, Dermot (37)

Kancs, d'Artis (37)

Main data


Where Ladislav Krištoufek has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications22
Energy Economics10
Politická ekonomie4
Finance Research Letters2
PLOS ONE2
Journal of International Financial Markets, Institutions and Money2
Chaos, Solitons & Fractals2
The European Physical Journal B: Condensed Matter and Complex Systems2
Financial Innovation2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org31
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies16
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents6
MPRA Paper / University Library of Munich, Germany4

Recent works citing Ladislav Krištoufek (2022 and 2021)


YearTitle of citing document
2021COVID-19 and CAPM: a tale of reference dependence with the pharma stocks’ returns. (2021). Sinha, Paritosh ; Agarwal, Pooja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:45-82.

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2020Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202.

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2020DEVELOPMENT OF THE BIOFUEL MARKET IN THE UKRAINE. (2020). Kucher, Oleg ; Gobiewski, Jarosaw. In: Roczniki (Annals). RePEc:ags:paaero:308163.

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2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027.

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2020Long memory in select stock returns using an alternative wavelet log-scale alignment approach. (2020). Kamaiah, Bandi ; Bhandari, Avishek. In: Papers. RePEc:arx:papers:2004.08550.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2020The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Bitcoins future carbon footprint. (2020). Klaassen, Lena ; Qin, Shize ; Zhang, DA ; Stoll, Christian ; Gallersdorfer, Ulrich. In: Papers. RePEc:arx:papers:2011.02612.

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2020Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

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2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

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2021Forecasting with fractional Brownian motion: a financial perspective. (2021). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2105.09140.

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2021Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon. (2021). Bornholdt, Stefan. In: Papers. RePEc:arx:papers:2112.06290.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2021Prices for a second?generation biofuel industry in Canada: Market linkages between Canadian wheat and US energy and agricultural commodities. (2021). Luckert, Martin ; Hauer, Grant ; Qiu, Feng ; McKnight, Curtis. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:3:p:337-351.

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2021Estimation of price and income elasticity of residential water demand in the Czech Republic over three decades. (2021). Ščasný, Milan ; Smutna, Arlota. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:2:p:580-608.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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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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2021Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis. (2021). Pfeifer, Luka ; Bro, Vaclav. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:1:p:113-139.

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2020CAPITAL MARKET CORRELATIONS STRUCTURE DURING THE COVID-19 CRISIS. (2020). Roxana, Ioan. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2020:v:6:p:67-79.

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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2021Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2021Risk aversion and Bitcoin returns in extreme quantiles. (2021). GUPTA, RANGAN ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00863.

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2021The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4.

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2021Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices. (2021). Sahin, Eyup Ensar ; Altinoz, Buket ; Gozbasi, Onur . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-5.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2021COVID-19 and the intentions to migrate from developing countries: Evidence from online search activities in Southeast Asia. (2021). Suzuki, Aya ; Nakamura, Nobuyuki. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000774.

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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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2021Does Bitcoin React to Trump’s Tweets?. (2021). Duc, Toan Luu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

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2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2020An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis. (2020). Stosic, Tatijana ; Bejan, Lucian ; Antunes, Fernando Henrique. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304781.

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2021Equity-linked securities option pricing by fractional Brownian motion. (2021). Tang, Weiwei ; Shao, Wei ; Chen, Wenbing ; Yan, Yan ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000692.

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2021The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. (2021). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750.

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2021Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms. (2021). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006858.

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2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2021Mitigating downside risk of portfolio diversification: Wine versus other tangible assets. (2021). Maurer, Frantz ; Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001681.

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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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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2021The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:170-180.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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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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2021Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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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 impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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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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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness. (2022). Danila, Nevi ; Hkiri, Besma ; Al-Kayed, Lama ; Asadov, Alam ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001881.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

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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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2021Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888.

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2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

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2021Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x.

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2021A state-preference volatility index for the natural gas market. (2021). Ding, Ashley. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004862.

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2022Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005909.

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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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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022The evolution of day-of-the-week and the implications in crude oil market. (2022). Nor, Normaziah Mohd ; Wen, Fenghua ; Zhu, QI ; Li, Wenhui. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832200007x.

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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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2022Regime specific spillovers across US sectors and the role of oil price volatility. (2022). Uddin, Gazi ; Kang, Sang Hoon ; Bouri, Elie ; Sadorsky, Perry ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000238.

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2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhenhua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2020Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension. (2020). Inacio, C. M. C., ; David, S A ; Machado, J. A. T., ; Quintino, D D. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319304098.

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2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

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2020Oil and pump prices: Testing their asymmetric relationship in a robust way. (2020). Filis, George ; Degiannakis, Stavros ; Bragoudakis, Zacharias. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300943.

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2020Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). Singh, Abhay Kumar ; de Mello, Lurion ; DeMello, Lurion ; Storhas, Dominik P. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

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2020Estimating retail gasoline price dynamics: The effects of sample characteristics and research design. (2020). POLEMIS, MICHAEL ; Deltas, George. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303169.

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2021Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Chen, Liyuan ; Zerilli, Paola. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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2021The threat of oil market turmoils to food price stability in Sub-Saharan Africa. (2021). Lange, Alexander ; Herwartz, Helmut ; Dalheimer, Bernhard. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303698.

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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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2021Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis. (2021). Farid, Saqib ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001543.

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2020Multifractional Brownian motion and quantum-behaved particle swarm optimization for short term power load forecasting: An integrated approach. (2020). Chi, Chi-Hung ; Cattani, Carlo ; Song, Wanqing. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544219325423.

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2021Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches. (2021). Haque, Md Mahmudul ; Uddin, Ajim ; Meo, Muhammad Saeed ; Ferdous, Mohammad Ashraful. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011828.

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2022Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. (2022). Naeem, Muhammad Abubakr ; Farid, Saqib ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s0360544221029510.

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2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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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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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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

Works by Ladislav Krištoufek:


YearTitleTypeCited
2012Relationship Between Prices of Food, Fuel and Biofuel In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic.
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paper3
2019The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics.
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article3
2012Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers.
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paper7
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers.
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paper9
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 9
article
2012On Hurst exponent estimation under heavy-tailed distributions In: Papers.
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paper78
2010On Hurst exponent estimation under heavy-tailed distributions.(2010) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 78
article
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers.
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paper22
2012FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY.(2012) In: Advances in Complex Systems (ACS).
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This paper has another version. Agregated cites: 22
article
2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
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paper64
2013Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 64
article
2012Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers.
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paper47
2013Time–frequency dynamics of biofuel–fuel–food system.(2013) In: Energy Economics.
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This paper has another version. Agregated cites: 47
article
2013Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 47
paper
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
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paper32
2014Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 32
article
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 32
paper
2013Testing power-law cross-correlations: Rescaled covariance test In: Papers.
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paper6
2013Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers.
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paper12
2013Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 12
article
2013Exponential and power laws in public procurement markets In: Papers.
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paper0
2013Long-term memory in electricity prices: Czech market evidence In: Papers.
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paper5
2013Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
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This paper has another version. Agregated cites: 5
article
2013Commodity futures and market efficiency In: Papers.
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paper57
2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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This paper has another version. Agregated cites: 57
article
2013Can Google Trends search queries contribute to risk diversification? In: Papers.
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paper7
2013Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers.
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paper8
2013Measuring correlations between non-stationary series with DCCA coefficient In: Papers.
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paper10
2014Measuring correlations between non-stationary series with DCCA coefficient.(2014) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 10
article
2013Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers.
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paper3
2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Leverage effect in energy futures In: Papers.
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paper35
2014Leverage effect in energy futures.(2014) In: Energy Economics.
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This paper has another version. Agregated cites: 35
article
2014Leverage effect in energy futures.(2014) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 35
paper
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers.
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paper46
2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis.(2015) In: PLOS ONE.
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This paper has another version. Agregated cites: 46
article
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers.
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paper19
2015Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2015Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets.(2015) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2014Spectrum-based estimators of the bivariate Hurst exponent In: Papers.
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paper0
2014Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? In: Papers.
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paper3
2014On the interplay between short and long term memory in the power-law cross-correlations setting In: Papers.
[Full Text][Citation analysis]
paper3
2015On the interplay between short and long term memory in the power-law cross-correlations setting.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Finite sample properties of power-law cross-correlations estimators In: Papers.
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paper1
2015Finite sample properties of power-law cross-correlations estimators.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2015Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales In: Papers.
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paper1
2015Worldwide clustering of the corruption perception In: Papers.
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paper2
2015Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 2
article
2015Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components In: Papers.
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paper13
2015Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 13
article
2015Gold, currencies and market efficiency In: Papers.
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paper22
2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2016Power-law cross-correlations estimation under heavy tails In: Papers.
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paper6
2017Fractal approach towards power-law coherency to measure cross-correlations between time series In: Papers.
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paper2
2018Power-law cross-correlations: Issues, solutions and future challenges In: Papers.
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paper1
2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics In: Papers.
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paper0
2011Biofuels: Review of Policies and Impacts In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
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paper4
2013Non-linear Price Transmission between Biofuels, Fuels and Food Commodities In: CERGE-EI Working Papers.
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paper3
2013Non-linear price transmission between biofuels, fuels and food commodities.(2013) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society.
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article1
2010Long-range dependence in returns and volatility of Central European Stock Indices.(2010) In: Working Papers IES.
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This paper has another version. Agregated cites: 1
paper
2018Fractality in market risk structure: Dow Jones Industrial components case In: Chaos, Solitons & Fractals.
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article0
2010On spurious anti-persistence in the US stock indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]
article1
2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control.
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article8
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
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article69
2022Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics.
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article0
2022Return and volatility spillovers between Chinese and US clean energy related stocks.(2022) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics.
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article61
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
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article50
2019Food versus fuel: An updated and expanded evidence In: Energy Economics.
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article21
2017Food versus fuel: An updated and expanded evidence.(2017) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 21
paper
2017Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES.
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This paper has another version. Agregated cites: 21
paper
2019Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics.
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article3
2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence.(2018) In: Working Papers IES.
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This paper has another version. Agregated cites: 3
paper
2020Bitcoin and its mining on the equilibrium path In: Energy Economics.
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article0
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
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article136
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
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article2
2021Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters.
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article1
2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures In: Journal of International Financial Markets, Institutions and Money.
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article1
2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak In: Journal of International Financial Markets, Institutions and Money.
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article1
2021Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization.
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article2
2015Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? In: Physica A: Statistical Mechanics and its Applications.
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article2
2017Has global warming modified the relationship between sunspot numbers and global temperatures? In: Physica A: Statistical Mechanics and its Applications.
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article1
2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications.
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article6
2018Does solar activity affect human happiness? In: Physica A: Statistical Mechanics and its Applications.
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article0
2018On Bitcoin markets (in)efficiency and its evolution In: Physica A: Statistical Mechanics and its Applications.
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article50
2019Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications.
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article11
2019Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws In: Physica A: Statistical Mechanics and its Applications.
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article2
2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
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article19
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
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article6
2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications.
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article1
2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications.
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article0
2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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article47
2012Correlations between biofuels and related commodities: A taxonomy perspective In: CAMA Working Papers.
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paper9
2012Correlations between biofuels and related commodities: A taxonomy perspective.(2012) In: Working Papers IES.
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This paper has another version. Agregated cites: 9
paper
2012Mutual Responsiveness of Biofuels, Fuels and Food Prices In: CAMA Working Papers.
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paper10
2012Regime-Dependent Topological Properties of Biofuels Networks In: CAMA Working Papers.
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paper11
2013Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 11
article
2015Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers.
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paper8
2016Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers.
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paper2
2016Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES.
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This paper has another version. Agregated cites: 2
paper
2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management In: CAMA Working Papers.
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paper1
2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review.
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article12
2009Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES.
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paper0
2011Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES.
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paper14
2011Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES.
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2014The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES.
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2014Price elasticity of household water demand in the Czech Republic In: Working Papers IES.
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paper1
2017Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES.
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2018The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES.
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paper0
2021Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES.
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paper0
2022Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES.
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article0
2016Dynamics and evolution of the role of biofuels in global commodity and financial markets In: Nature Energy.
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article15
2010Efficiency, Persistence and Predictability of Central European Stock Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions.
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chapter0
2015Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries In: PLOS ONE.
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article20
2015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries.(2015) In: FinMaP-Working Papers.
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paper
2009Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range In: MPRA Paper.
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paper1
2009Procesy s dlouhou pam?tí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 In: MPRA Paper.
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paper0
2009R/S analysis and DFA: finite sample properties and confidence intervals In: MPRA Paper.
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paper0
2013Provazanost trhu potravin, biopaliv a fosilnich paliv In: MPRA Paper.
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paper0
2010Dlouhá pam?? a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 In: Politická ekonomie.
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article0
2012Efektivita kapitálových trh?: fraktální dimenze, Hurst?v exponent a entropie In: Politická ekonomie.
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article1
2014Modelování provázanosti trh? potravin, biopaliv a fosilních paliv In: Politická ekonomie.
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article4
2018Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických strom? In: Politická ekonomie.
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article0
2022Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations In: FFA Working Papers.
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paper0
2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation.
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article7
2022On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation.
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article0
2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
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article3
2015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers.
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paper5
2016Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team