Ladislav Krištoufek : Citation Profile

Univerzita Karlova v Praze (70% share)
Akademie věd České Republiky (30% share)

24

H index

39

i10 index

2218

Citations

RESEARCH PRODUCTION:

77

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 138
   Journals where Ladislav Krištoufek has often published
   Relations with other researchers
   Recent citing documents: 380.    Total self citations: 82 (3.57 %)

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   Permalink: http://citec.repec.org/pkr148
   Updated: 2025-12-27    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Shahzad, Syed Jawad Hussain (6)

Bouri, Elie (5)

Janda, Karel (5)

Kukacka, Jiri (4)

Sila, Jan (4)

Ferreira, Paulo (3)

Roubaud, David (2)

Zilberman, David (2)

Zhang, Binyi (2)

Kočenda, Evžen (2)

lucey, brian (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)

Tiwari, Aviral (43)

GUPTA, RANGAN (38)

Ferreira, Paulo (34)

Shahzad, Syed Jawad Hussain (33)

Shen, Dehua (28)

Yousaf, Imran (28)

Sensoy, Ahmet (28)

TRINIDAD-SEGOVIA, JUAN (22)

Vo, Xuan Vinh (20)

Rajcaniova, Miroslava (20)

Cites to:

Zilberman, David (135)

Bouri, Elie (93)

Ciaian, Pavel (77)

Baruník, Jozef (76)

Roubaud, David (75)

Ciaian, Pavel (75)

Janda, Karel (64)

Drabik, Dusan (54)

Kancs, d'Artis (49)

Hayes, Dermot (48)

serra, teresa (46)

Main data

Where Ladislav Krištoufek has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications25
Energy Economics10
Finance Research Letters5
Financial Innovation5
Politická ekonomie4
Agricultural Economics3
PLOS ONE3
Journal of International Financial Markets, Institutions and Money3
International Review of Financial Analysis2
Chaos, Solitons & Fractals2
The European Physical Journal B: Condensed Matter and Complex Systems2

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 (2025 and 2024)

YearTitle of citing document
2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

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2025Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil. (2025). Cruz, Jos Csar ; Franco, Rodrigo Lanna ; Mattos, Fabio ; Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360697.

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2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2024Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239.

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2025Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil. (2025). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:374828.

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2024Tail Dependence of Commodity Futures Returns in the Agricultural and Energy Sectors. (2024). Lach, Agnieszka. In: Roczniki (Annals). RePEc:ags:paaero:348657.

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2025The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82.

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2024Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135.

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2025Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications. (2025). Kaplan, Samuel ; Polyzos, Efstathios ; Tercero-Lucas, David. In: Working Papers. RePEc:aoz:wpaper:365.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2025Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641.

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2024Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069.

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2024Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668.

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2025Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2503.01148.

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2025Optimal Control of Reserve Asset Portfolios for Pegged Digital Currencies. (2025). Hammerl, Alexander ; Beyschlag, Georg. In: Papers. RePEc:arx:papers:2508.09429.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2024Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131.

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2025Asymmetric effects of global oil price on food insecurity in Nigeria: A NARDL approach. (2025). J. A. C. Ezihe, ; Ugwuh, M G ; Aye, G C. In: Journal of Economic Policy and Management Issues. RePEc:beg:journl:v:4:y:2025:i:1:p:49-64.

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2025BIMSTEC’S INCIPIENT COMPETITIVE ADVANTAGE AND TRADE SPECIALISATION IN RAW SUGAR. (2025). Sarkar, Ankur ; Hossain, Md Monzur. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:244:p:57-86.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017.

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

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2024Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43.

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2025An environmental tax to promote and sustain biofuels and climate policy: The potential for a double dividend in agriculture-dependent economies. (2025). Romstad, Eirik ; Mande, Sharon ; Abigaba, Micah Lucy ; Katutsi, Vincent Patsy ; Onyinyi, Bernard ; Nakamya, Miria. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925004015.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2024Fractal properties, information theory, and market efficiency. (2024). Brouty, Xavier ; Garcin, Matthieu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2024A multifractal approach to understanding Forbush Decrease events: Correlations with geomagnetic storms and space weather phenomena. (2024). Sierra-Porta, D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006416.

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2025Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment. (2025). Li, Jingrui ; John, Kose. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001051.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2025Optimal multi-period leverage-constrained portfolios: A neural network approach. (2025). Ni, Chendi ; Li, Yuying ; Forsyth, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000934.

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins. (2025). Pham, Toan Canh ; Nguyen, Trung-Anh ; Do, Dinh Dinh ; Luu, Hiep Ngoc ; Le, Thai Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000853.

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2024How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x.

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202410 years of stablecoins: Their impact, what we know, and future research directions. (2024). Urquhart, Andrew ; Dionysopoulos, Lambis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004233.

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2024Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104.

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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135.

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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2024Understanding the spillover effects of ethanol production and energy prices on African food markets: A time-varying approach. (2024). Wang, Xiufang ; Tanaka, Tetsuji ; Guo, Jin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002913.

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2024Pricing behavior of clean energy stocks? Some trading implications. (2024). Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002986.

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2024Analyzing fossil fuel commodities return spillovers during the Russia and Ukraine crisis in the energy market. (2024). Kayani, Umar ; Zahoor, Nadia ; Khan, Maaz ; Nawaz, Farrukh ; Hasnaoui, Amir. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003591.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171.

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2024Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213.

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2024Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources. (2024). Umar, Zaghum ; Usman, Muhammad ; Ktaish, Farah. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400450x.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651.

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2024Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis. (2024). Wang, Yuyouting ; Tian, Sihua ; Li, Shaofang ; Gu, Qinen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004833.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2024The influence of peer effects, commodity prices and its hedging on corporate capital structure: Evidence from the oil and gas industry. (2024). Sogorb-Mira, Francisco ; Barrachina-Fernndez, Luca. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007151.

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2025Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications. (2025). Umar, Zaghum ; Sokolova, Tatiana ; Iqbal, Najaf ; Shaoyong, Zhang. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007862.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets. (2025). Han, Xiaoyu ; Jia, Fang ; Jiang, Dongming. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001306.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025The path to sustainable Bitcoin mining: Challenges and barriers. (2025). Lashkaripour, Mohammadhossein ; Hosseini, Seyedmehdi ; Bouri, Elie ; Basirian, Elnaz. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003275.

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2024Spillovers and dependency between green finance and traditional energy markets under different market conditions. (2024). Qin, Zhongfeng ; Wu, Ruirui ; Li, Bin. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002830.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024Dynamic interactions among new energy metals and price adjustment strategies: A cross-industry chain perspective. (2024). Sun, Xiaotian ; Gao, Xiangyun ; Fang, Wei ; Si, Jingjian ; Wei, Hongyu. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224016967.

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2024Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856.

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2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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2025Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework. (2025). Jiang, Yuanying ; Yi, Qing. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s0360544225013799.

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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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2012Biofuels: review of policies and impacts In: CUDARE Working Papers.
[Full Text][Citation analysis]		paper5
2011Biofuels: Review of Policies and Impacts.(2011) In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2019The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics.
[Full Text][Citation analysis]		article11
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]		paper10
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: 10		article
2012On Hurst exponent estimation under heavy-tailed distributions In: Papers.
[Full Text][Citation analysis]		paper95
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: 95		article
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers.
[Full Text][Citation analysis]		paper28
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: 28		article
2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
[Full Text][Citation analysis]		paper81
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: 81		article
2012Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers.
[Full Text][Citation analysis]		paper60
2013Time–frequency dynamics of biofuel–fuel–food system.(2013) In: Energy Economics.
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This paper has nother version. Agregated cites: 60		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: 60		paper
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
[Full Text][Citation analysis]		paper38
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: 38		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 nother version. Agregated cites: 38		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.
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This paper has nother 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]		paper6
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: 6		article
2013Commodity futures and market efficiency In: Papers.
[Full Text][Citation analysis]		paper70
2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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This paper has nother version. Agregated cites: 70		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]		paper11
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 nother version. Agregated cites: 11		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 nother version. Agregated cites: 4		article
2014Leverage effect in energy futures In: Papers.
[Full Text][Citation analysis]		paper51
2014Leverage effect in energy futures.(2014) In: Energy Economics.
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This paper has nother version. Agregated cites: 51		article
2014Leverage effect in energy futures.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers.
[Full Text][Citation analysis]		paper52
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 nother version. Agregated cites: 52		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 nother version. Agregated cites: 52		paper
2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers.
[Full Text][Citation analysis]		paper27
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 nother version. Agregated cites: 27		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 nother version. Agregated cites: 27		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.
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This paper has nother 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.
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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.
[Full Text][Citation analysis]		paper1
2015Worldwide clustering of the corruption perception In: Papers.
[Full Text][Citation analysis]		paper3
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: 3		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]		paper15
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2015Gold, currencies and market efficiency In: Papers.
[Full Text][Citation analysis]		paper25
2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		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
2012Biofuels: policies and impacts In: Agricultural Economics.
[Full Text][Citation analysis]		article3
2014The perspectives for genetically modified cellulosic biofuels in the Central European conditions In: Agricultural Economics.
[Full Text][Citation analysis]		article0
2021Price transmission in biofuel-related global agricultural networks In: Agricultural Economics.
[Full Text][Citation analysis]		article0
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.
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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.
[Full Text][Citation analysis]		article0
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]		article17
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
[Full Text][Citation analysis]		article198
2022Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics.
[Full Text][Citation analysis]		article26
2022Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks.(2022) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics.
[Full Text][Citation analysis]		article72
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article142
2019Food versus fuel: An updated and expanded evidence In: Energy Economics.
[Full Text][Citation analysis]		article34
2017Food Versus Fuel: An Updated and Expanded Evidence.(2017) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 34		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: 34		paper
2019Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics.
[Full Text][Citation analysis]		article12
2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence.(2018) In: Working Papers IES.
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This paper has nother version. Agregated cites: 12		paper
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]		article316
2022Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
[Full Text][Citation analysis]		article17
2021Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters.
[Full Text][Citation analysis]		article28
2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges In: Finance Research Letters.
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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]		article4
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]		article7
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]		article79
2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2023Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness.(2023) In: Working Papers IES.
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2021Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
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]		article77
2019Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article27
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]		article32
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article28
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]		article3
2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article7
2024A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2025Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		paper9
2012Correlations between biofuels and related commodities: A taxonomy perspective.(2012) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2012Mutual Responsiveness of Biofuels, Fuels and Food Prices In: CAMA Working Papers.
[Full Text][Citation analysis]		paper10
2012Regime-Dependent Topological Properties of Biofuels Networks In: CAMA Working Papers.
[Full Text][Citation analysis]		paper12
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 nother version. Agregated cites: 12		article
2015Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers.
[Full Text][Citation analysis]		paper8
2016Foods, Fuels or Finances: Which Prices Matter for Biofuels? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2016Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES.
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This paper has nother version. Agregated cites: 2		paper
2019The Relationship Between Fuel and Food Prices: Methods, Outcomes, and Lessons for Commodity Price Risk Management In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review.
[Full Text][Citation analysis]		article15
2009Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2010Long-range dependence in returns and volatility of Central European Stock Indices In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2011Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES.
[Full Text][Citation analysis]		paper15
2011Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES.
[Full Text][Citation analysis]		paper4
2014The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES.
[Full Text][Citation analysis]		paper2
2014Price elasticity of household water demand in the Czech Republic In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2017Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2018The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2021Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2022Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2022On Empirical Challenges in Forecasting Market Betas in Crypto Markets In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2020On Tail Dependence and Multifractality In: Mathematics.
[Full Text][Citation analysis]		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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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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2022Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain In: PLOS ONE.
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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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2009Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 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.
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2010Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 In: Politická ekonomie.
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2012Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie In: Politická ekonomie.
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2014Modelování provázanosti trhů potravin, biopaliv a fosilních paliv In: Politická ekonomie.
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2018Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů In: Politická ekonomie.
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2022Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations In: FFA Working Papers.
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2024Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies In: Annals of Operations Research.
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2025Crypto market betas: the limits of predictability and hedging In: Financial Innovation.
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2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation.
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2022On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation.
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2023Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation.
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2023Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation In: Financial Innovation.
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2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
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2015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers.
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2016Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers.
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