Michala Moravcova : Citation Profile


Masarykova Univerzita (50% share)
Slovenská Akadémia Vied (50% share)

3

H index

2

i10 index

79

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 7
   Journals where Michala Moravcova has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 2 (2.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1006
   Updated: 2025-12-20    RAS profile: 2025-08-07    
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Relations with other researchers


Works with:

Kočenda, Evžen (2)

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

Is cited by:

Kočenda, Evžen (14)

Albrecht, Peter (9)

Gurgul, Henryk (4)

Frömmel, Michael (3)

Plíhal, Tomáš (2)

Greenwood-Nimmo, Matthew (2)

Caporale, Guglielmo Maria (2)

Panait, Iulian (2)

lucey, brian (2)

HU, YANG (2)

Badea, Leonardo (2)

Cites to:

Kočenda, Evžen (23)

Diebold, Francis (11)

Baruník, Jozef (10)

Lyócsa, Štefan (8)

Bollerslev, Tim (8)

Vacha, Lukas (7)

Yilmaz, Kamil (7)

Molnár, Peter (7)

Tiwari, Aviral (6)

Antonakakis, Nikolaos (5)

Égert, Balázs (5)

Main data


Where Michala Moravcova has published?


Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
CESifo Working Paper Series / CESifo2

Recent works citing Michala Moravcova (2025 and 2024)


YearTitle of citing document
2024Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities. (2024). Kočenda, Evžen ; Koenda, Even ; Bartuek, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11494.

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2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

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2025Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2025Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x.

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

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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

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2025Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616.

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2024Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication. (2024). Cui, Jinxin ; Yousaf, Imran ; Ali, Shoaib. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006531.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Nor, Safwan Mohd ; Ali, Azwadi ; Rusere, Warren ; Al-Ahdal, Waleed M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939.

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2024Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective. (2024). Huang, Zhigang ; Zhang, Weilan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003271.

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2025Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000376.

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2024Assessing the nexus between currency exchange rate returns, currency risk hedging and international investments: Intelligent network-based analysis. (2024). Pan, Yanchun ; Saleh, Mamdouh Abdulaziz ; Yao, Hongxing ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003007.

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2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Guesmi, K ; Raza, S A ; Anwar, R ; Benkraiem, R. In: Post-Print. RePEc:hal:journl:hal-04720743.

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2025Event-Driven Changes in Return Connectedness among Cryptocurrencies. (2025). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Evzen. In: KIER Working Papers. RePEc:kyo:wpaper:1113.

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2024Exchange rate spillovers in the CIS. (2024). Giorgadze, Salome. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00268-w.

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Works by Michala Moravcova:


YearTitleTypeCited
2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities In: CESifo Working Paper Series.
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paper6
2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities.(2024) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper15
2018Intraday effect of news on emerging European forex markets: An event study analysis.(2018) In: Economic Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2016Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis.(2016) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2025Do hurricanes cause storm on the stock market? The case of US energy companies In: International Review of Financial Analysis.
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article0
2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets In: Journal of International Financial Markets, Institutions and Money.
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article58
2017Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets.(2017) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2015The impact of German macroeconomic data announcements on the Czech financial market In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2018The Impact of German Macroeconomic News on Emerging European Forex Markets In: Prague Economic Papers.
[Full Text][Citation analysis]
article0

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