19
H index
28
i10 index
1167
Citations
Univerzita Karlova v Praze (66% share) | 19 H index 28 i10 index 1167 Citations RESEARCH PRODUCTION: 61 Articles 70 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ladislav Krištoufek. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2021 | COVID-19 and CAPM: a tale of reference dependence with the pharma stocksâ 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. Full description at Econpapers || Download paper | |
2020 | Bitcoins 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. Full description at Econpapers || Download paper | |
2020 | DEVELOPMENT OF THE BIOFUEL MARKET IN THE UKRAINE. (2020). Kucher, Oleg ; Gobiewski, Jarosaw. In: Roczniki (Annals). RePEc:ags:paaero:308163. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027. Full description at Econpapers || Download paper | |
2020 | Long 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. Full description at Econpapers || Download paper | |
2021 | Efficiency 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Multiscale 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. Full description at Econpapers || Download paper | |
2021 | Bitcoins future carbon footprint. (2020). Klaassen, Lena ; Qin, Shize ; Zhang, DA ; Stoll, Christian ; Gallersdorfer, Ulrich. In: Papers. RePEc:arx:papers:2011.02612. Full description at Econpapers || Download paper | |
2020 | Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245. Full description at Econpapers || Download paper | |
2021 | Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576. Full description at Econpapers || Download paper | |
2021 | Automated 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. Full description at Econpapers || Download paper | |
2021 | Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425. Full description at Econpapers || Download paper | |
2021 | Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187. Full description at Econpapers || Download paper | |
2021 | Forecasting with fractional Brownian motion: a financial perspective. (2021). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2105.09140. Full description at Econpapers || Download paper | |
2021 | Using 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. Full description at Econpapers || Download paper | |
2021 | The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552. Full description at Econpapers || Download paper | |
2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Positive 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. Full description at Econpapers || Download paper | |
2021 | Prices 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. Full description at Econpapers || Download paper | |
2021 | Estimation of price and income elasticity of residential water demand in the Czech Republic over three decades. (2021). Å Äasný, Milan ; Smutna, Arlota. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:2:p:580-608. Full description at Econpapers || Download paper | |
2021 | Hedging 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2020 | CAPITAL 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. Full description at Econpapers || Download paper | |
2021 | US 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. Full description at Econpapers || Download paper | |
2022 | Persistence 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. Full description at Econpapers || Download paper | |
2021 | Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030. Full description at Econpapers || Download paper | |
2021 | Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Energy 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. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2021 | Does Bitcoin React to Trumpâs Tweets?. (2021). Duc, Toan Luu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903. Full description at Econpapers || Download paper | |
2020 | Taxonomy 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Multifractal 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. Full description at Econpapers || Download paper | |
2020 | An analysis of Brazilian agricultural commodities using permutation â 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. Full description at Econpapers || Download paper | |
2021 | Equity-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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Multifractal 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. Full description at Econpapers || Download paper | |
2021 | Effect 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. Full description at Econpapers || Download paper | |
2022 | Asymmetry 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. Full description at Econpapers || Download paper | |
2021 | Systemic 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. Full description at Econpapers || Download paper | |
2021 | Contagion 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. Full description at Econpapers || Download paper | |
2021 | Mitigating 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. Full description at Econpapers || Download paper | |
2021 | Is gold a hedge or a safe-haven asset in the COVIDâ19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Revisiting 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. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2020 | Multi-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. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | Non-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. Full description at Econpapers || Download paper | |
2021 | Timeâfrequency 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. Full description at Econpapers || Download paper | |
2021 | Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; BÄdowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243. Full description at Econpapers || Download paper | |
2021 | Factor 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. Full description at Econpapers || Download paper | |
2021 | Adaptive 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. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | How can investors build a better portfolio in small open economies? Evidence from Asiaâs 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. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and Chinaâs 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | Time 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. Full description at Econpapers || Download paper | |
2022 | Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocksâ 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Inflation 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. Full description at Econpapers || Download paper | |
2021 | Bitcoin 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. Full description at Econpapers || Download paper | |
2021 | Nonlinear 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. Full description at Econpapers || Download paper | |
2021 | Global 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | Green 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Network 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. Full description at Econpapers || Download paper | |
2022 | Regime 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. Full description at Econpapers || Download paper | |
2022 | Extreme 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Measuring 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Oil 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. Full description at Econpapers || Download paper | |
2020 | Multiscale 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. Full description at Econpapers || Download paper | |
2020 | Estimating 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. Full description at Econpapers || Download paper | |
2021 | Stochastic 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Green 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. Full description at Econpapers || Download paper | |
2021 | Comparative 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. Full description at Econpapers || Download paper | |
2020 | Multifractional 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2022 | Time-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. Full description at Econpapers || Download paper | |
2020 | Tail 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2012 | Relationship Between Prices of Food, Fuel and Biofuel In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic. [Full Text][Citation analysis] | paper | 3 |
2019 | The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers. [Full Text][Citation analysis] | paper | 7 |
2012 | How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study.(2012) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2012 | On Hurst exponent estimation under heavy-tailed distributions In: Papers. [Full Text][Citation analysis] | paper | 78 |
2010 | On Hurst exponent estimation under heavy-tailed distributions.(2010) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2012 | Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers. [Full Text][Citation analysis] | paper | 22 |
2012 | FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY.(2012) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2012 | Measuring capital market efficiency: Global and local correlations structure In: Papers. [Full Text][Citation analysis] | paper | 64 |
2013 | Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
2012 | Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers. [Full Text][Citation analysis] | paper | 47 |
2013 | Timeâfrequency dynamics of biofuelâfuelâfood system.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2013 | Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers. [Full Text][Citation analysis] | paper | 32 |
2014 | Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2013 | Testing power-law cross-correlations: Rescaled covariance test In: Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2013 | Exponential and power laws in public procurement markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Long-term memory in electricity prices: Czech market evidence In: Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2013 | Commodity futures and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 57 |
2014 | Commodity futures and market efficiency.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2013 | Can Google Trends search queries contribute to risk diversification? In: Papers. [Full Text][Citation analysis] | paper | 7 |
2013 | Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Measuring correlations between non-stationary series with DCCA coefficient In: Papers. [Full Text][Citation analysis] | paper | 10 |
2014 | Measuring correlations between non-stationary series with DCCA coefficient.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2013 | Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Detrending 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 | |
2014 | Leverage effect in energy futures In: Papers. [Full Text][Citation analysis] | paper | 35 |
2014 | Leverage effect in energy futures.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2014 | Leverage effect in energy futures.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2014 | What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers. [Full Text][Citation analysis] | paper | 46 |
2015 | What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis.(2015) In: PLOS ONE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
2014 | What 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 | |
2014 | Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers. [Full Text][Citation analysis] | paper | 19 |
2015 | Rockets and feathers meet Joseph: Reinvestigating the oilâgasoline asymmetry on the international markets.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2015 | Rockets 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 | |
2014 | Spectrum-based estimators of the bivariate Hurst exponent In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? In: Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | On the interplay between short and long term memory in the power-law cross-correlations setting In: Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | On 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 | |
2014 | Finite sample properties of power-law cross-correlations estimators In: Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Finite 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 | |
2015 | Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales In: Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Worldwide clustering of the corruption perception In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2015 | Power-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. [Full Text][Citation analysis] | paper | 13 |
2015 | Power-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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2015 | Gold, currencies and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 22 |
2016 | Gold, 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 | |
2016 | Power-law cross-correlations estimation under heavy tails In: Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Fractal approach towards power-law coherency to measure cross-correlations between time series In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Power-law cross-correlations: Issues, solutions and future challenges In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics In: Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Biofuels: Review of Policies and Impacts In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2013 | Non-linear Price Transmission between Biofuels, Fuels and Food Commodities In: CERGE-EI Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Non-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 | |
2010 | Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 1 |
2010 | Long-range dependence in returns and volatility of Central European Stock Indices.(2010) In: Working Papers IES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Fractality in market risk structure: Dow Jones Industrial components case In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2010 | On spurious anti-persistence in the US stock indices In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2020 | Do âcomplexâ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
2020 | Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling. [Full Text][Citation analysis] | article | 69 |
2022 | Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Return and volatility spillovers between Chinese and US clean energy related stocks.(2022) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics. [Full Text][Citation analysis] | article | 61 |
2019 | Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics. [Full Text][Citation analysis] | article | 50 |
2019 | Food versus fuel: An updated and expanded evidence In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2017 | Food versus fuel: An updated and expanded evidence.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2017 | Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2019 | Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence.(2018) In: Working Papers IES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Bitcoin and its mining on the equilibrium path In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 136 |
2021 | Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2021 | Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Market 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. [Full Text][Citation analysis] | article | 1 |
2022 | Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2021 | Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2015 | Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2017 | Has global warming modified the relationship between sunspot numbers and global temperatures? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2017 | What 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. [Full Text][Citation analysis] | article | 6 |
2018 | Does solar activity affect human happiness? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2018 | On Bitcoin markets (in)efficiency and its evolution In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 50 |
2019 | Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2019 | Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2020 | DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
2020 | Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2020 | Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2020 | Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 47 |
2012 | Correlations between biofuels and related commodities: A taxonomy perspective In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Correlations between biofuels and related commodities: A taxonomy perspective.(2012) In: Working Papers IES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Mutual Responsiveness of Biofuels, Fuels and Food Prices In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Regime-Dependent Topological Properties of Biofuels Networks In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 11 |
2013 | Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2015 | Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review. [Full Text][Citation analysis] | article | 12 |
2009 | Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2011 | Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES. [Full Text][Citation analysis] | paper | 14 |
2011 | Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES. [Full Text][Citation analysis] | paper | 4 |
2014 | The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES. [Full Text][Citation analysis] | paper | 2 |
2014 | Price elasticity of household water demand in the Czech Republic In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2017 | Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2018 | The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2021 | Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2022 | Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2016 | Dynamics and evolution of the role of biofuels in global commodity and financial markets In: Nature Energy. [Full Text][Citation analysis] | article | 15 |
2010 | Efficiency, Persistence and Predictability of Central European Stock Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
2015 | Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries In: PLOS ONE. [Full Text][Citation analysis] | article | 20 |
2015 | Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2009 | Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2009 | Procesy s dlouhou pam?tà a jejich vývoj ve výnosech indexu PX v letech 1999 â 2009 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2009 | R/S analysis and DFA: finite sample properties and confidence intervals In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Provazanost trhu potravin, biopaliv a fosilnich paliv In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | Dlouhá pam?? a jejà vývoj ve výnosech burzovnÃho indexu PX v letech 1997-2009 In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2012 | Efektivita kapitálových trh?: fraktálnà dimenze, Hurst?v exponent a entropie In: Politická ekonomie. [Full Text][Citation analysis] | article | 1 |
2014 | Modelovánà provázanosti trh? potravin, biopaliv a fosilnÃch paliv In: Politická ekonomie. [Full Text][Citation analysis] | article | 4 |
2018 | Ceny biopaliv a souvisejÃcÃch komodit: analýza s použitÃm metod minimálnà kostry grafu a hierarchických strom? In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2022 | Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations In: FFA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation. [Full Text][Citation analysis] | article | 7 |
2022 | On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2018 | Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 3 |
2015 | Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team