Ladislav Krištoufek : Citation Profile

Are you Ladislav Krištoufek?

Univerzita Karlova v Praze (57% share)
Akademie věd České Republiky (43% share)

10

H index

10

i10 index

347

Citations

RESEARCH PRODUCTION:

30

Articles

63

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 38
   Journals where Ladislav Krištoufek has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 50 (12.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr148
   Updated: 2018-09-22    RAS profile: 2018-09-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Janda, Karel (15)

Vošvrda, Miloslav (9)

Zilberman, David (8)

Vacha, Lukas (2)

Paulus, Michal (2)

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

Is cited by:

Ciaian, Pavel (20)

Ciaian, Pavel (20)

Rajcaniova, Miroslava (19)

Kancs, d'Artis (18)

Tabak, Benjamin (12)

Sensoy, Ahmet (12)

Piroli, Giuseppe (11)

Manera, Matteo (10)

Bastianin, Andrea (8)

Galeotti, Marzio (8)

Şensoy, Ahmet (8)

Cites to:

Zilberman, David (60)

Ciaian, Pavel (41)

Ciaian, Pavel (41)

Baruník, Jozef (40)

Hayes, Dermot (36)

Drabik, Dusan (32)

Janda, Karel (30)

Escalante, Cesar (24)

Lohr, Luanne (24)

serra, teresa (23)

Kancs, d'Artis (23)

Main data

Where Ladislav Krištoufek has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications15
Energy Economics5
Politická ekonomie4
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org30
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies13
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 (2018 and 2017)

YearTitle of citing document
2017Wavelets based multiscale analysis of select global equity returns. (2017). Bhandari, Avishek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:75-88.

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2017Integration and hedging efficiency between the Brazilian and the U.S. ethanol markets. (2017). Dario, Daniel Henrique ; Cruz, Jose Cesar ; Tonin, Julyerme M. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258520.

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2017Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych. (2017). Gorska, Anna ; Krawiec, Monika. In: Problems of World Agriculture / Problemy Rolnictwa Światowego. RePEc:ags:polpwa:264480.

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2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2018A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2017Timing Strategy Performance in the Crude Oil Futures Market. (2017). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:17/7.

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2017Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6396.

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2017Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis. (2017). Kolcunová, Dominika ; Brož, Václav ; Kolcunova, Dominika ; Pfeifer, Lukas ; Broz, Vaclav. In: Working Papers. RePEc:cnb:wpaper:2017/15.

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2017Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1647.

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2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

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2018The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Informational efficiency of Bitcoin—An extension. (2018). Das, Debojyoti ; Tiwari, Aviral Kumar ; Roubaud, David ; Jana, R K. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:106-109.

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2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Modelling asymmetric volatility in oil prices under structural breaks. (2017). Ewing, Bradley T ; Malik, Farooq . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:227-233.

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2017A rough multi-factor model of electricity spot prices. (2017). Bennedsen, Mikkel . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:301-313.

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2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis ; Tiwari, Aviral. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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2018Asymmetries, outliers and structural stability in the US gasoline market. (2018). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:250-260.

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2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

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2017The merit order effect of Czech photovoltaic plants. (2017). Janda, Karel ; Pra, Jan ; Luakova, Petra . In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:138-147.

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2018Asymmetric risk spillovers between oil and agricultural commodities. (2018). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Al-Yahyaee, Khamis Hamed ; Hernandez, Jose Arreola ; Hussain, Syed Jawad. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:182-198.

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2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Ji, Qiang ; Roubaud, David ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2017How does real option value compare with Faustmann value when log prices follow fractional Brownian motion?. (2017). Niquidet, Kurt ; Manley, Bruce . In: Forest Policy and Economics. RePEc:eee:forpol:v:85:y:2017:i:p1:p:76-84.

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2017The effect of price volatility on judgmental forecasts: The correlated response model. (2017). Sobolev, Daphne. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:605-617.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. (2017). Shen, Dehua ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:288-294.

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2017The application of the multifractal cross-correlation analysis methods in radar target detection within sea clutter. (2017). , Caiping ; Yang, Yonghong ; Zhao, Huichang ; Xiong, Gang ; Zhang, Shuning . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:839-854.

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2017Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively. (2017). Zhuang, Xintian ; Yuan, Ying ; Fan, Xiaoqian ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:323-333.

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2017Transfer entropy coefficient: Quantifying level of information flow between financial time series. (2017). Shang, Pengjian ; Teng, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:60-70.

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2017Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets. (2017). Li, Qingchen ; Zhang, Minjia ; Cao, Guangxi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76.

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2017On fractality and chaos in Moroccan family business stock returns and volatility. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:29-39.

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2017Power law cross-correlations between price change and volume change of Indian stocks. (2017). Hasan, Rashid ; Salim, Mohammed M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:620-631.

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2017Does microblogging convey firm-specific information? Evidence from China. (2017). Shen, Dehua ; Zhang, Wei ; Xue, Mei ; Li, Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:621-626.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperue, Waldo ; Basgall, Maria Jose . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:82-90.

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2017Introducing Hurst exponent in pair trading. (2017). Ramos-Requena, J P ; Sanchez-Granero, M A ; Trinidad-Segovia, J E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:488:y:2017:i:c:p:39-45.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018Efficiency or speculation? A time-varying analysis of European sovereign debt. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1295-1308.

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2018Detrended fluctuation analysis based on higher-order moments of financial time series. (2018). Teng, Yue ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:311-322.

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2018Generalized Hurst exponent estimates differentiate EEG signals of healthy and epileptic patients. (2018). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:378-385.

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2018Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns. (2018). Shen, Dehua ; Zhang, Yongjie ; Liu, Lanbiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:928-934.

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2018Quantifying the range of cross-correlated fluctuations using a q–L dependent AHXA coefficient. (2018). Wang, Fang ; Chen, Yuming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:454-464.

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2018The time-varying correlation between policy uncertainty and stock returns: Evidence from China. (2018). Shen, Dehua ; Bian, Yuxiang ; Xiong, Xiong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:413-419.

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2018Nonextensive triplets in cryptocurrency exchanges. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1069-1074.

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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

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2018The effectiveness of the monetary policy in China: New evidence from long-range cross-correlation analysis and the components of multifractality. (2018). Qin, Jing ; Lu, Xinsheng ; Ge, Jintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1026-1037.

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2018Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. (2018). Shahzad, Syed Jawad Hussain ; Kayani, Ghulam Mujtaba ; Hanif, Waqas ; Hernandez, Jose Areola ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450.

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2017The multifractal character of capacity utilization over the business cycle: An application of Hurst signature analysis. (2017). Mulligan, Robert F. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:147-152.

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2017Time-varying return-volatility relation in international stock markets. (2017). Jin, Xiaoye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:157-173.

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2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

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2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

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2017Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect. (2017). Loffredo, Maria I ; Chiarucci, Riccardo ; Ruzzenenti, Franco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:912-921.

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2017The Influence of Renewable Energy Sources on the Czech Electricity Transmission System. (2017). Rečka, Lukáš ; Janda, Karel ; Malek, Jan. In: Working Papers IES. RePEc:fau:wpaper:wp2017_06.

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2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2018Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models. (2018). Gunay, Samet ; Khaki, Audil Rashid . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:30-:d:151623.

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2017Variation Trend Analysis of Runoff and Sediment Time Series Based on the R / S Analysis of Simulated Loess Tilled Slopes in the Loess Plateau, China. (2017). Zhang, JU ; Ai, Mingyao ; Wang, Shaohua ; Hu, Qingwu. In: Sustainability. RePEc:gam:jsusta:v:10:y:2017:i:1:p:32-:d:124490.

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2017The a-stable processes and their relationship with theexponent of self-similarity: Exchange rates of USADollar, Canadian Dollar, Euro and Yen. (2017). Climent-Hernández, José ; Climent Hernández, José ; Climent-Hernández, José ; Climent-Hernández, José ; Benavides, Domingo Rodriguez ; Hoyos, Luis Fernando . In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:5:p:11-12.

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2018Determining the chaotic behaviour of copper prices in the long-term using annual price data. (2018). Tapia, C A ; Saydam, S ; Sammut, C ; Coulton, J. In: Palgrave Communications. RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-017-0060-x.

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2017An Overview on the Practice and Issues of Hedging in Islamic Finance. (2017). Oubdi, Lahsen ; Raghibi, Abdessamad. In: MPRA Paper. RePEc:pra:mprapa:82646.

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2018The Effects of Temporal Aggregation on Search Engine Data. (2018). , Heather ; Nazarov, Zafar ; Kim, Jiyoon. In: MPRA Paper. RePEc:pra:mprapa:84474.

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2017Vliv obnovitelných zdrojů na českou soustavu přenosu elektřiny. (2017). Rečka, Lukáš ; Janda, Karel ; Reka, Luka ; Malek, Jan. In: Politická ekonomie. RePEc:prg:jnlpol:v:2017:y:2017:i:6:id:1172:p:728-750.

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2018Odhad Hurstova exponentu v časových řadách denních výnosů akciových indexů. (2018). Srbek, Pavel . In: Politická ekonomie. RePEc:prg:jnlpol:v:2018:y:2018:i:4:id:1207:p:508-524.

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2017Barriers to the functioning of the bitcoin system ? user assessment. (2017). Piotrowska, Anna Iwona ; Piotrowski, Dariusz . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4807736.

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2018Are standard asset pricing factors long-range dependent?. (2018). Auer, Benjamin Rainer. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9385-y.

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2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach. (2017). Ferreira, Paulo. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:1:d:10.1007_s10258-017-0127-z.

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2017A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038.

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2017Big Data and Unemployment Analysis. (2017). Zimmermann, Klaus ; Simionescu, Mihaela. In: GLO Discussion Paper Series. RePEc:zbw:glodps:81.

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2018Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500. (2018). Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:012018.

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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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2012Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers.
[Full Text][Citation analysis]		paper6
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers.
[Full Text][Citation analysis]		paper8
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: 8		article
2012On Hurst exponent estimation under heavy-tailed distributions In: Papers.
[Full Text][Citation analysis]		paper56
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: 56		article
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers.
[Full Text][Citation analysis]		paper12
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: 12		article
2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
[Full Text][Citation analysis]		paper23
2013Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications.
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2012Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers.
[Full Text][Citation analysis]		paper26
2013Time–frequency dynamics of biofuel–fuel–food system.(2013) In: Energy Economics.
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This paper has another version. Agregated cites: 26		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: 26		paper
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
[Full Text][Citation analysis]		paper19
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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2013Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers.
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2013Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications.
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2013Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
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2013Commodity futures and market efficiency In: Papers.
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2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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2013Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers.
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2013Measuring correlations between non-stationary series with DCCA coefficient In: Papers.
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2014Measuring correlations between non-stationary series with DCCA coefficient.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2013Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers.
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2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2014Leverage effect in energy futures In: Papers.
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2014Leverage effect in energy futures.(2014) In: Energy Economics.
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2014Leverage effect in energy futures.(2014) In: FinMaP-Working Papers.
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2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis.(2014) In: FinMaP-Working Papers.
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2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers.
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2015Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets.(2015) In: Energy Economics.
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2015Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets.(2015) In: Working Papers IES.
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2015Finite sample properties of power-law cross-correlations estimators.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2015Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications.
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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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2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2013Non-linear price transmission between biofuels, fuels and food commodities.(2013) In: Working Papers IES.
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2010Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society.
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2010Long-range dependence in returns and volatility of Central European Stock Indices.(2010) In: Working Papers IES.
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2012Correlations between biofuels and related commodities: A taxonomy perspective.(2012) In: Working Papers IES.
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2012Mutual Responsiveness of Biofuels, Fuels and Food Prices In: CAMA Working Papers.
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2013Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2016Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers.
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2016Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES.
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2017Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES.
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2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review.
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2009Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES.
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