21
H index
35
i10 index
1645
Citations
Univerzita Karlova v Praze (66% 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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr148 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ladislav Krištoufek. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Volatility 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. Full description at Econpapers || Download paper | |
2023 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123. Full description at Econpapers || Download paper | |
2023 | Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162. Full description at Econpapers || Download paper | |
2023 | Time?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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Analyzing 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. Full description at Econpapers || Download paper | |
2023 | Exploring 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. Full description at Econpapers || Download paper | |
2023 | Managing 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Hurst 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. Full description at Econpapers || Download paper | |
2023 | Price 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. Full description at Econpapers || Download paper | |
2023 | Return 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. Full description at Econpapers || Download paper | |
2023 | Climate 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. Full description at Econpapers || Download paper | |
2023 | Comovement 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. Full description at Econpapers || Download paper | |
2023 | Portfolio 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. Full description at Econpapers || Download paper | |
2023 | Breaking 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. Full description at Econpapers || Download paper | |
2023 | Stablecoins 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. Full description at Econpapers || Download paper | |
2023 | Hedge 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. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive timeâfrequency 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. Full description at Econpapers || Download paper | |
2023 | Searching 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. Full description at Econpapers || Download paper | |
2023 | Interactions between investorsâ 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. Full description at Econpapers || Download paper | |
2023 | Volatility 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Time 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Multivariate 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. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Analysis 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Natural 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Research on tail risk contagion in international energy marketsâThe 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. Full description at Econpapers || Download paper | |
2023 | Diversification 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. Full description at Econpapers || Download paper | |
2023 | Short- 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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Extreme 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. Full description at Econpapers || Download paper | |
2023 | Determination 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. Full description at Econpapers || Download paper | |
2023 | Taxing 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2023 | Speculation or currency? Multi-scale analysis of cryptocurrenciesâThe 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. Full description at Econpapers || Download paper | |
2023 | Portfolio 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Non-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. Full description at Econpapers || Download paper | |
2023 | State 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. Full description at Econpapers || Download paper | |
2023 | Gold 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. Full description at Econpapers || Download paper | |
2023 | Availability 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Digital 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | The instability of stablecoins. (2023). Urquhart, Andrew ; Duan, Kun. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007498. Full description at Econpapers || Download paper | |
2023 | Stablecoins: 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. Full description at Econpapers || Download paper | |
2023 | Fintech 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. Full description at Econpapers || Download paper | |
2023 | Role 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Predict 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. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency 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. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Efficiency 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. Full description at Econpapers || Download paper | |
2023 | Hedging 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. Full description at Econpapers || Download paper | |
2023 | Hedging 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Moment 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. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | Preferring 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. Full description at Econpapers || Download paper | |
2023 | Currency 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Speculation 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. Full description at Econpapers || Download paper | |
2023 | Correlations between the crude oil market and capital markets under the RussiaâUkraine 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. Full description at Econpapers || Download paper | |
2023 | Identification 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. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Unveiling 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. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the RussiaâUkraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper | |
2023 | Efficiency 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. Full description at Econpapers || Download paper | |
2023 | Connectedness 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. Full description at Econpapers || Download paper | |
2023 | COVID-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. Full description at Econpapers || Download paper | |
2023 | In 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | An analysis of the returnâvolume 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. Full description at Econpapers || Download paper | |
2023 | Identifying 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. Full description at Econpapers || Download paper | |
2023 | COVID-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. Full description at Econpapers || Download paper | |
2023 | Time 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. Full description at Econpapers || Download paper | |
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2022 | On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2023 | Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2023 | Editorial to special issue âHidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order momentsâ in financial innovation In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2018 | Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 3 |
2015 | Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
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