1
H index
0
i10 index
7
Citations
Mendelova Univerzita v Brnĕ | 1 H index 0 i10 index 7 Citations RESEARCH PRODUCTION: 11 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Albrecht. | Is cited by: | Cites to: |
| 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 Economics | 4 |
| CESifo Working Paper Series / CESifo | 4 |
| Year | Title of citing document |
|---|---|
| 2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; KoÄenda, 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 |
| 2025 | The resonance effect of economic policy uncertainty worldwide: A timeâfrequency 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. Full description at Econpapers || Download paper |
| 2024 | Do 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 |
| 2025 | Intraday volatility connectedness on the forex market: the role of uncertainty. (2025). Szafranek, Karol ; Rubaszek, MichaÅ ; Uddin, Gazi Salah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001330. Full description at Econpapers || Download paper |
| 2025 | Revisiting 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 |
| 2025 | An 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 |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Volatility Connectedness on the Central European Forex Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Volatility connectedness on the central European forex markets.(2024) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Event-driven changes in volatility connectedness in global forex markets.(2025) In: Journal of Multinational Financial Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2025 | Event-Driven Changes in Return Connectedness Among Cryptocurrencies In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Event-Driven Changes in Return Connectedness among Cryptocurrencies.(2025) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2026 | Event-driven changes in return connectedness among cryptocurrencies.(2026) In: Financial Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | Geopolitical Risk and Extreme Spillovers Among Oil-Based Energy Commodities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Geopolitical risk and extreme spillovers among oil-based energy commodities.(2025) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | The systemic nature of European uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2023 | Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2025 | Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp. In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2022 | Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp..(2022) In: MENDELU Working Papers in Business and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | Riding 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). [Full Text][Citation analysis] | article | 0 |
| 2021 | The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies In: European Journal of Business Science and Technology. [Full Text][Citation analysis] | article | 0 |
| 2025 | The Effects of Short Interest on the Likelihood of Short Squeeze In: MENDELU Working Papers in Business and Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Spillover effects between commodities and the Australian dollar In: MENDELU Working Papers in Business and Economics. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Risk Without Reward? The Introduction of Bitcoin Spot ETFs In: MENDELU Working Papers in Business and Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Economic policy uncertainty and stock marketsâ coâmovements In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team