Ladislav Krištoufek : Citation Profile

Are you Ladislav Krištoufek?

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

21

H index

33

i10 index

1574

Citations

RESEARCH PRODUCTION:

65

Articles

70

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 112
   Journals where Ladislav Krištoufek has often published
   Relations with other researchers
   Recent citing documents: 363.    Total self citations: 76 (4.61 %)

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   Permalink: http://citec.repec.org/pkr148
   Updated: 2023-11-04    RAS profile: 2023-04-23    
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Relations with other researchers

Works with:

Janda, Karel (8)

Bouri, Elie (7)

Shahzad, Syed Jawad Hussain (5)

Roubaud, David (4)

Ferreira, Paulo (4)

lucey, brian (3)

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)

Ferreira, Paulo (32)

Tiwari, Aviral (30)

Shen, Dehua (26)

Sensoy, Ahmet (21)

Vo, Xuan Vinh (20)

Roubaud, David (18)

Ciaian, Pavel (17)

Rajcaniova, Miroslava (17)

Ciaian, Pavel (16)

Cites to:

Zilberman, David (102)

Bouri, Elie (73)

Roubaud, David (62)

Baruník, Jozef (61)

Ciaian, Pavel (60)

Ciaian, Pavel (58)

Hayes, Dermot (45)

serra, teresa (40)

Janda, Karel (40)

Kancs, d'Artis (39)

Drabik, Dusan (39)

Main data

Where Ladislav Krištoufek has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications22
Energy Economics10
Finance Research Letters5
Agricultural Economics3
Financial Innovation3
International Review of Financial Analysis2
The European Physical Journal B: Condensed Matter and Complex Systems2
Journal of International Financial Markets, Institutions and Money2
Chaos, Solitons & Fractals2
PLOS ONE2

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 Studies17
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents6
MPRA Paper / University Library of Munich, Germany3

Recent works citing Ladislav Krištoufek (2023 and 2022)

YearTitle of citing document
2022Evaluation of the prospects of hedging Botswanas maize prices against the Johannesburg Stock Exchange Commodity Market Derivative. (2022). Ofentse, Goetswamang Phankie. In: Research Theses. RePEc:ags:cmpart:334751.

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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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2022On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2021). Chin, Kevin ; James, Nick. In: Papers. RePEc:arx:papers:2111.11022.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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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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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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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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2022Data?driven storage operations: Cross?commodity backtest and structured policies. (2022). Minner, Stefan ; Nadarajah, Selvaprabu ; Mandl, Christian ; Gavirneni, Srinagesh. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:6:p:2438-2456.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2022Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries. (2022). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune ; Basson, L J. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-9.

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2022The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Ozay, Tugba ; Umut, Alican ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54.

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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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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2022Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008438.

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2022Preference heterogeneity in Bitcoin and its forks network. (2022). Ahn, Kwangwon ; Ha, Chang Yong ; Kim, Hyeonoh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008980.

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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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2022Automated and distributed statistical analysis of economic agent-based models. (2022). Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea ; Chiaromonte, Francesca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001634.

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2022Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562.

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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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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Ghardallou, Wafa ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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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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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness. (2022). Danila, Nevi ; Hkiri, Besma ; Al-Kayed, Lama ; Asadov, Alam ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001881.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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2022Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks. (2022). Rashid, Md Mamunur ; Maroney, Neal ; Halim, Zairihan Abdul ; Hasan, Md Bokhtiar ; Hassan, Kabir M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000547.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach. (2022). Gao, Wang ; Wang, Xinyi ; Yang, Cai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200095x.

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2022Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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2022Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic. (2022). Kang, Sang Hoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001188.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Hedging the extreme risk of cryptocurrency. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001486.

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2022Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds. (2022). Ling, Boya ; Huang, Xinrui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001577.

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2022Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607.

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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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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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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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2022Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005909.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022The evolution of day-of-the-week and the implications in crude oil market. (2022). Nor, Normaziah Mohd ; Wen, Fenghua ; Zhu, QI ; Li, Wenhui. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832200007x.

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2022Network analysis of risk transmission among energy futures: An industrial chain perspective. (2022). Zhang, Xuan ; Wang, Tingting ; Zhuang, Chengkai ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321006332.

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2022Regime specific spillovers across US sectors and the role of oil price volatility. (2022). Uddin, Gazi ; Kang, Sanghoon ; Bouri, Elie ; Sadorsky, Perry ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000238.

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2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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2022Going beyond sustainability: The diversification benefits of green energy financial products. (2022). Naqvi, Bushra ; Abbas, Syed Kumail ; Hasnaoui, Amir ; Shao, Xuefeng. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002705.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2022Energy security versus food security: An analysis of fuel ethanol- related markets using the spillover index and partial wavelet coherence approaches. (2022). Tanaka, Tetsuji ; Guo, Jin. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002985.

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2022What do we know about the idiosyncratic risk of clean energy equities?. (2022). Phani, B V ; Sadorsky, Perry ; Ahmad, Wasim ; Roy, Preeti. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003218.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004017.

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2022Extreme connectedness between renewable energy tokens and fossil fuel markets. (2022). Yousaf, Imran ; Umar, Muhammad ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004340.

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2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

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2022Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254.

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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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2022Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. (2022). Naeem, Muhammad Abubakr ; Farid, Saqib ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s0360544221029510.

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2022The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods. (2022). Chen, Yunfei ; Jiang, Wei. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002237.

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2022Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic. (2022). Chen, Jin ; Zhou, Wei. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222014839.

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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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2022The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242.

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2022Network based evidence of the financial impact of Covid-19 pandemic. (2022). Scaramozzino, Roberta ; Cerchiello, Paola ; Ahelegbey, Daniel Felix. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000710.

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2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

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2022A tale of two tails among carbon prices, green and non-green cryptocurrencies. (2022). Pham, Linh ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Long, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001065.

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2022Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions. (2022). Ghabri, Yosra ; Gana, Marjene ; ben Rhouma, Oussama ; Benrhouma, Oussama ; Guesmi, Khaled ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001582.

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2022Cryptocurrency returns under empirical asset pricing. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001776.

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2022Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002393.

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2022Volatility spillovers across NFTs news attention and financial markets. (2022). Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002666.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2022Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework. (2022). Li, Zixuan ; Tian, Hao ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003660.

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2022Tail connectedness between lending/borrowing tokens and commercial bank stocks. (2022). Yousaf, Imran ; Esparcia, Carlos ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003672.

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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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2019The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics.
[Full Text][Citation analysis]		article7
2012Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers.
[Full Text][Citation analysis]		paper7
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers.
[Full Text][Citation analysis]		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 another version. Agregated cites: 9		article
2012On Hurst exponent estimation under heavy-tailed distributions In: Papers.
[Full Text][Citation analysis]		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 another version. Agregated cites: 87		article
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers.
[Full Text][Citation analysis]		paper24
2012FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY.(2012) In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
[Full Text][Citation analysis]		paper69
2013Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		article
2012Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers.
[Full Text][Citation analysis]		paper51
2013Time–frequency dynamics of biofuel–fuel–food system.(2013) In: Energy Economics.
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This paper has another version. Agregated cites: 51		article
2013Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2013Testing power-law cross-correlations: Rescaled covariance test In: Papers.
[Full Text][Citation analysis]		paper6
2013Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers.
[Full Text][Citation analysis]		paper12
2013Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2013Exponential and power laws in public procurement markets In: Papers.
[Full Text][Citation analysis]		paper0
2013Long-term memory in electricity prices: Czech market evidence In: Papers.
[Full Text][Citation analysis]		paper5
2013Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2013Commodity futures and market efficiency In: Papers.
[Full Text][Citation analysis]		paper65
2014Commodity futures and market efficiency.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		article
2013Can Google Trends search queries contribute to risk diversification? In: Papers.
[Full Text][Citation analysis]		paper8
2013Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers.
[Full Text][Citation analysis]		paper8
2013Measuring correlations between non-stationary series with DCCA coefficient In: Papers.
[Full Text][Citation analysis]		paper10
2014Measuring correlations between non-stationary series with DCCA coefficient.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2013Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers.
[Full Text][Citation analysis]		paper4
2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2014Leverage effect in energy futures In: Papers.
[Full Text][Citation analysis]		paper40
2014Leverage effect in energy futures.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		article
2014Leverage effect in energy futures.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers.
[Full Text][Citation analysis]		paper51
2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis.(2015) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		article
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers.
[Full Text][Citation analysis]		paper22
2015Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		article
2015Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets.(2015) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2014Spectrum-based estimators of the bivariate Hurst exponent In: Papers.
[Full Text][Citation analysis]		paper0
2014Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? In: Papers.
[Full Text][Citation analysis]		paper3
2014On the interplay between short and long term memory in the power-law cross-correlations setting In: Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2014Finite sample properties of power-law cross-correlations estimators In: Papers.
[Full Text][Citation analysis]		paper1
2015Finite sample properties of power-law cross-correlations estimators.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2015Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales In: Papers.
[Full Text][Citation analysis]		paper1
2015Worldwide clustering of the corruption perception In: Papers.
[Full Text][Citation analysis]		paper2
2015Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another 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.
[Full Text][Citation analysis]		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 another version. Agregated cites: 13		article
2015Gold, currencies and market efficiency In: Papers.
[Full Text][Citation analysis]		paper23
2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2016Power-law cross-correlations estimation under heavy tails In: Papers.
[Full Text][Citation analysis]		paper6
2017Fractal approach towards power-law coherency to measure cross-correlations between time series In: Papers.
[Full Text][Citation analysis]		paper2
2018Power-law cross-correlations: Issues, solutions and future challenges In: Papers.
[Full Text][Citation analysis]		paper1
2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics In: Papers.
[Full Text][Citation analysis]		paper0
In: .
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In: .
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In: .
[Full Text][Citation analysis]		article0
2011Biofuels: Review of Policies and Impacts In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
[Full Text][Citation analysis]		paper4
2013Non-linear Price Transmission between Biofuels, Fuels and Food Commodities In: CERGE-EI Working Papers.
[Full Text][Citation analysis]		paper3
2013Non-linear price transmission between biofuels, fuels and food commodities.(2013) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article1
2010Long-range dependence in returns and volatility of Central European Stock Indices.(2010) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Fractality in market risk structure: Dow Jones Industrial components case In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2010On spurious anti-persistence in the US stock indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
[Full Text][Citation analysis]		article123
2022Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics.
[Full Text][Citation analysis]		article5
2022Return and volatility spillovers between Chinese and US clean energy related stocks.(2022) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics.
[Full Text][Citation analysis]		article65
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article88
2019Food versus fuel: An updated and expanded evidence In: Energy Economics.
[Full Text][Citation analysis]		article26
2017Food versus fuel: An updated and expanded evidence.(2017) In: CAMA Working Papers.
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2017Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES.
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This paper has another version. Agregated cites: 26		paper
2019Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics.
[Full Text][Citation analysis]		article9
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.
[Full Text][Citation analysis]		article0
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article213
2022Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2021Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Will Bitcoin ever become less volatile? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Safe havens for Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2021Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2015Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2017Has global warming modified the relationship between sunspot numbers and global temperatures? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article6
2018Does solar activity affect human happiness? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2018On Bitcoin markets (in)efficiency and its evolution In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article59
2019Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2019Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article26
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
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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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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This paper has another version. Agregated cites: 9		paper
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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2013Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 12		article
2015Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers.
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2016Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers.
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2016Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES.
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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management In: CAMA Working Papers.
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2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review.
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2009Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES.
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2011Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES.
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2011Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES.
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2014The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES.
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2014Price elasticity of household water demand in the Czech Republic In: Working Papers IES.
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2017Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES.
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2018The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES.
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2021Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES.
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2022Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES.
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2022On Empirical Challenges in Forecasting Market Betas in Crypto Markets In: Working Papers IES.
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In: .
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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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2015Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries In: PLOS ONE.
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2015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries.(2015) In: FinMaP-Working Papers.
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2009Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range In: MPRA Paper.
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2009R/S analysis and DFA: finite sample properties and confidence intervals In: MPRA Paper.
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2013Provazanost trhu potravin, biopaliv a fosilnich paliv In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations In: FFA Working Papers.
[Full Text][Citation analysis]		paper4
2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation.
[Full Text][Citation analysis]		article26
2022On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation.
[Full Text][Citation analysis]		article0
2023Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation.
[Full Text][Citation analysis]		article0
2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article3
2015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers.
[Full Text][Citation analysis]		paper5
2016Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers.
[Full Text][Citation analysis]		paper1

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