Peter Albrecht : Citation Profile


Mendelova Univerzita v Brnĕ

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H index

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i10 index

7

Citations

RESEARCH PRODUCTION:

11

Articles

9

Papers

RESEARCH ACTIVITY:

   4 years (2021 - 2025). See details.
   Cites by year: 1
   Journals where Peter Albrecht has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (46.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal1138
   Updated: 2026-02-07    RAS profile: 2025-07-08    
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Relations with other researchers


Works with:

Kočenda, Evžen (9)

Pastorek, Daniel (7)

Kapounek, Svatopluk (3)

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

Is cited by:

Szafranek, Karol (2)

Rubaszek, Michał (2)

Frömmel, Michael (1)

Kočenda, Evžen (1)

Nguyen, Viet Hoang (1)

Greenwood-Nimmo, Matthew (1)

Pastorek, Daniel (1)

Cites to:

Kočenda, Evžen (34)

Yilmaz, Kamil (22)

Diebold, Francis (15)

Baruník, Jozef (15)

Antonakakis, Nikolaos (10)

Greenwood-Nimmo, Matthew (9)

Vacha, Lukas (8)

Nguyen, Viet Hoang (8)

Kanas, Angelos (6)

Moravcova, Michala (6)

Kanas, Angelos (6)

Main data


Where Peter Albrecht has published?


Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)2

Working Papers Series with more than one paper published# docs
MENDELU Working Papers in Business and Economics / Mendel University in Brno, Faculty of Business and Economics4
CESifo Working Paper Series / CESifo4

Recent works citing Peter Albrecht (2026 and 2025)


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

Full description at Econpapers || Download paper

2025The resonance effect of economic policy uncertainty worldwide: A time–frequency analysis. (2025). Zhang, NA ; Wu, Yuhang ; Huang, Yurui ; Geng, Xinru ; Zhao, Xiaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000774.

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2024Do bitcoin shocks truly Cointegrate with financial and commodity markets?. (2024). Frömmel, Michael ; Ozer, Mustafa ; Frommel, Michael ; Kamili, Melik ; Vukovi, Darko B. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002862.

Full description at Econpapers || Download paper

2025Intraday volatility connectedness on the forex market: the role of uncertainty. (2025). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001330.

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2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

Full description at Econpapers || Download paper

2025An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns. (2025). Pastorek, Daniel ; Ceretta, Paulo Sergio ; Oliveira, Alexandre Silva. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10605-5.

Full description at Econpapers || Download paper

Works by Peter Albrecht:


YearTitleTypeCited
2023Volatility Connectedness on the Central European Forex Markets In: CESifo Working Paper Series.
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paper4
2024Volatility connectedness on the central European forex markets.(2024) In: International Review of Financial Analysis.
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This paper has nother version. Agregated cites: 4
article
2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets In: CESifo Working Paper Series.
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paper1
2025Event-driven changes in volatility connectedness in global forex markets.(2025) In: Journal of Multinational Financial Management.
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This paper has nother version. Agregated cites: 1
article
2025Event-Driven Changes in Return Connectedness Among Cryptocurrencies In: CESifo Working Paper Series.
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paper0
2025Event-Driven Changes in Return Connectedness among Cryptocurrencies.(2025) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2026Event-driven changes in return connectedness among cryptocurrencies.(2026) In: Financial Innovation.
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This paper has nother version. Agregated cites: 0
article
2025Geopolitical Risk and Extreme Spillovers Among Oil-Based Energy Commodities In: CESifo Working Paper Series.
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paper0
2025Geopolitical risk and extreme spillovers among oil-based energy commodities.(2025) In: Energy Economics.
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This paper has nother version. Agregated cites: 0
article
2025The systemic nature of European uncertainty In: Economics Letters.
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article0
2023Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios In: Finance Research Letters.
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article1
2025Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis In: Research in International Business and Finance.
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article0
2023Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp. In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2022Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp..(2022) In: MENDELU Working Papers in Business and Economics.
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This paper has nother version. Agregated cites: 0
paper
2025Riding the Waves of Crypto Sentiment: Examining the Dynamics Between Returns and Sentiment in the Cryptocurrency Market In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2021The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies In: European Journal of Business Science and Technology.
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article0
2025The Effects of Short Interest on the Likelihood of Short Squeeze In: MENDELU Working Papers in Business and Economics.
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paper0
2023Spillover effects between commodities and the Australian dollar In: MENDELU Working Papers in Business and Economics.
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paper0
2025Risk Without Reward? The Introduction of Bitcoin Spot ETFs In: MENDELU Working Papers in Business and Economics.
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paper0
2023Economic policy uncertainty and stock markets’ co‐movements In: International Journal of Finance & Economics.
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article1

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