Ladislav Krištoufek : Citation Profile


Are you Ladislav Krištoufek?

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

21

H index

35

i10 index

1645

Citations

RESEARCH PRODUCTION:

71

Articles

72

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 117
   Journals where Ladislav Krištoufek has often published
   Relations with other researchers
   Recent citing documents: 170.    Total self citations: 77 (4.47 %)

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   Permalink: http://citec.repec.org/pkr148
   Updated: 2024-01-16    RAS profile: 2023-12-28    
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Relations with other researchers


Works with:

Janda, Karel (7)

Bouri, Elie (7)

Shahzad, Syed Jawad Hussain (5)

Roubaud, David (4)

Ferreira, Paulo (3)

lucey, brian (3)

Sila, Jan (2)

Zilberman, David (2)

Ji, Qiang (2)

Zhang, Binyi (2)

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

Is cited by:

Bouri, Elie (48)

GUPTA, RANGAN (34)

Tiwari, Aviral (34)

Ferreira, Paulo (32)

Shen, Dehua (26)

Sensoy, Ahmet (21)

Ciaian, Pavel (20)

Rajcaniova, Miroslava (20)

Vo, Xuan Vinh (20)

Ciaian, Pavel (19)

Roubaud, David (18)

Cites to:

Zilberman, David (132)

Ciaian, Pavel (75)

Bouri, Elie (73)

Ciaian, Pavel (73)

Baruník, Jozef (68)

Janda, Karel (64)

Roubaud, David (62)

Drabik, Dusan (51)

Kancs, d'Artis (48)

Hayes, Dermot (47)

serra, teresa (45)

Main data


Where Ladislav Krištoufek has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Energy Economics10
Finance Research Letters5
Financial Innovation4
Politická ekonomie4
Agricultural Economics3
Journal of International Financial Markets, Institutions and Money2
International Review of Financial Analysis2
PLOS ONE2
The European Physical Journal B: Condensed Matter and Complex Systems2
Chaos, Solitons & Fractals2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org31
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies18
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 (2024 and 2023)


YearTitle of citing document
2023Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707.

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2023Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Financial roles in green investment based on the quantile connectedness. (2023). Nicoleta-Claudia, Moldovan ; Zhong, Yifan ; Qin, Meng ; Yuan, XI. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006107.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989.

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2023The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

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2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

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2023Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest. (2023). Webb, Robert I ; Ryu, Doojin ; Kim, Daehan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000030.

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2023Taxing bitcoin: Incentivizing the difficulty adjustment mechanism to reduce electricity usage. (2023). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000091.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis. (2023). Zhang, Dayong ; Bu, Lin ; Zhao, Hang ; Jin, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001138.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2023Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2023Availability heuristic and expected returns. (2023). Tan, Chunzhi ; Gao, Bin ; Fang, Yuying ; Xie, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006201.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023Digital art and non-fungible-token: Bubble or revolution?. (2023). Aliano, Mauro ; Boido, Claudio. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005578.

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2023The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; He, Lingyun ; Sang, Chong ; Xia, Yufei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005682.

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2023The instability of stablecoins. (2023). Urquhart, Andrew ; Duan, Kun. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007498.

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2023Stablecoins: Does design affect stability?. (2023). Mazzorana, Florie ; Castello, Alessio ; Gadzinski, Gregory. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007875.

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2023Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484.

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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023Cryptocurrency return dependency and economic policy uncertainty. (2023). Chang, Li-Han ; Nie, Wei-Ying ; Yen, Kuang-Chieh. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005548.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2023The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2023Assessing linkages between alternative energy markets and cryptocurrencies. (2023). lucey, brian ; Karim, Sitara ; Farid, Saqib ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:513-529.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802.

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2023Preferring stablecoin over dollar: Evidence from a survey of Ethereum platform traders. (2023). Xue, YI ; Li, Jingwei ; Jin, Feng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001991.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023Identification and prioritization of the risks in the mass adoption of artificial intelligence-driven stable coins: The quest for optimal resource utilization. (2023). Pereira, Vijay ; Kaur, Sandeepa ; Sindhwani, Rahul ; Behl, Abhishek ; Singh, Simarjeet ; Sood, Kirti. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200678x.

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2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

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2023Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866.

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2023Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x.

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2023Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. (2023). Yousaf, Imran ; Ijaz, Muhammad Shahzad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003835.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753.

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2023COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81.

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2023In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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2023Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300.

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2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232.

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2023An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254.

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2023Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792.

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2023COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30.

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2023Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57.

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

Works by Ladislav Krištoufek:


YearTitleTypeCited
2012Relationship Between Prices of Food, Fuel and Biofuel In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic.
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paper3
2019The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics.
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article7
2012Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers.
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paper7
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers.
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paper9
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 9
article
2012On Hurst exponent estimation under heavy-tailed distributions In: Papers.
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paper87
2010On Hurst exponent estimation under heavy-tailed distributions.(2010) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 87
article
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers.
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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 nother version. Agregated cites: 25
article
2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
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paper71
2013Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 71
article
2012Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers.
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paper51
2013Time–frequency dynamics of biofuel–fuel–food system.(2013) In: Energy Economics.
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This paper has nother version. Agregated cites: 51
article
2013Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 51
paper
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
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paper34
2014Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has nother version. Agregated cites: 34
article
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2013Testing power-law cross-correlations: Rescaled covariance test In: Papers.
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paper6
2013Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers.
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paper12
2013Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 12
article
2013Exponential and power laws in public procurement markets In: Papers.
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paper0
2013Long-term memory in electricity prices: Czech market evidence In: Papers.
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paper5
2013Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
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This paper has nother version. Agregated cites: 5
article
2013Commodity futures and market efficiency In: Papers.
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paper65
2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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This paper has nother version. Agregated cites: 65
article
2013Can Google Trends search queries contribute to risk diversification? In: Papers.
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paper8
2013Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers.
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paper8
2013Measuring correlations between non-stationary series with DCCA coefficient In: Papers.
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paper11
2014Measuring correlations between non-stationary series with DCCA coefficient.(2014) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 11
article
2013Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers.
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paper4
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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This paper has nother version. Agregated cites: 4
article
2014Leverage effect in energy futures In: Papers.
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paper40
2014Leverage effect in energy futures.(2014) In: Energy Economics.
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This paper has nother version. Agregated cites: 40
article
2014Leverage effect in energy futures.(2014) In: FinMaP-Working Papers.
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This paper has nother version. Agregated cites: 40
paper
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers.
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paper51
2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis.(2015) In: PLOS ONE.
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This paper has nother version. Agregated cites: 51
article
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis.(2014) In: FinMaP-Working Papers.
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This paper has nother version. Agregated cites: 51
paper
2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers.
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paper22
2015Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets.(2015) In: Energy Economics.
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This paper has nother version. Agregated cites: 22
article
2015Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets.(2015) In: Working Papers IES.
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This paper has nother version. Agregated cites: 22
paper
2014Spectrum-based estimators of the bivariate Hurst exponent In: Papers.
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paper0
2014Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? In: Papers.
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paper3
2014On the interplay between short and long term memory in the power-law cross-correlations setting In: Papers.
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paper3
2015On the interplay between short and long term memory in the power-law cross-correlations setting.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 3
article
2014Finite sample properties of power-law cross-correlations estimators In: Papers.
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paper1
2015Finite sample properties of power-law cross-correlations estimators.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 1
article
2015Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales In: Papers.
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paper1
2015Worldwide clustering of the corruption perception In: Papers.
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paper2
2015Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 2
article
2015Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components In: Papers.
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paper13
2015Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 13
article
2015Gold, currencies and market efficiency In: Papers.
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paper23
2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 23
article
2016Power-law cross-correlations estimation under heavy tails In: Papers.
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paper6
2017Fractal approach towards power-law coherency to measure cross-correlations between time series In: Papers.
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paper2
2018Power-law cross-correlations: Issues, solutions and future challenges In: Papers.
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paper1
2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics In: Papers.
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paper0
In: .
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In: .
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2011Biofuels: Review of Policies and Impacts In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
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paper4
2013Non-linear Price Transmission between Biofuels, Fuels and Food Commodities In: CERGE-EI Working Papers.
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paper3
2013Non-linear price transmission between biofuels, fuels and food commodities.(2013) In: Working Papers IES.
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This paper has nother version. Agregated cites: 3
paper
2010Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society.
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article1
2010Long-range dependence in returns and volatility of Central European Stock Indices.(2010) In: Working Papers IES.
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This paper has nother version. Agregated cites: 1
paper
2018Fractality in market risk structure: Dow Jones Industrial components case In: Chaos, Solitons & Fractals.
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article0
2010On spurious anti-persistence in the US stock indices In: Chaos, Solitons & Fractals.
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article1
2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control.
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article14
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
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article132
2022Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics.
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article11
2022Return and volatility spillovers between Chinese and US clean energy related stocks.(2022) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics.
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article65
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
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article96
2019Food versus fuel: An updated and expanded evidence In: Energy Economics.
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article27
2017Food versus fuel: An updated and expanded evidence.(2017) In: CAMA Working Papers.
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paper
2017Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES.
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This paper has nother version. Agregated cites: 27
paper
2019Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics.
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article10
2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence.(2018) In: Working Papers IES.
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2020Bitcoin and its mining on the equilibrium path In: Energy Economics.
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article0
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
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article221
2022Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system In: International Review of Financial Analysis.
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article2
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
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article7
2021Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters.
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article13
2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges In: Finance Research Letters.
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article0
2023Will Bitcoin ever become less volatile? In: Finance Research Letters.
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article0
2023Safe havens for Bitcoin In: Finance Research Letters.
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article1
2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures In: Journal of International Financial Markets, Institutions and Money.
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article5
2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak In: Journal of International Financial Markets, Institutions and Money.
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article30
2021Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization.
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article3
2015Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? In: Physica A: Statistical Mechanics and its Applications.
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article2
2017Has global warming modified the relationship between sunspot numbers and global temperatures? In: Physica A: Statistical Mechanics and its Applications.
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article2
2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications.
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article6
2018Does solar activity affect human happiness? In: Physica A: Statistical Mechanics and its Applications.
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article0
2018On Bitcoin markets (in)efficiency and its evolution In: Physica A: Statistical Mechanics and its Applications.
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article61
2019Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications.
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article18
2019Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws In: Physica A: Statistical Mechanics and its Applications.
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article3
2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
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article27
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
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article19
2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications.
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article2
2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications.
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article3
2023Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis In: Physica A: Statistical Mechanics and its Applications.
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article0
2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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article108
2012Correlations between biofuels and related commodities: A taxonomy perspective In: CAMA Working Papers.
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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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2012Regime-Dependent Topological Properties of Biofuels Networks In: CAMA Working Papers.
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paper12
2013Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2015Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers.
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paper8
2016Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers.
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paper2
2016Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES.
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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management In: CAMA Working Papers.
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paper3
2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review.
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article14
2009Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES.
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paper0
2011Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES.
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paper15
2011Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES.
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paper4
2014The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES.
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paper2
2014Price elasticity of household water demand in the Czech Republic In: Working Papers IES.
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paper1
2017Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES.
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paper0
2018The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES.
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paper0
2021Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES.
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paper0
2022Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES.
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paper0
2022On Empirical Challenges in Forecasting Market Betas in Crypto Markets In: Working Papers IES.
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2023Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness In: Working Papers IES.
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In: .
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article0
2016Dynamics and evolution of the role of biofuels in global commodity and financial markets In: Nature Energy.
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2010Efficiency, Persistence and Predictability of Central European Stock Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions.
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