Robert Czudaj : Citation Profile

Are you Robert Czudaj?

Technische Universität Bergakademie Freiberg

18

H index

25

i10 index

1318

Citations

RESEARCH PRODUCTION:

56

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 94
   Journals where Robert Czudaj has often published
   Relations with other researchers
   Recent citing documents: 209.    Total self citations: 59 (4.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcz10
   Updated: 2024-12-03    RAS profile: 2024-08-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Beckmann, Joscha (20)

Shahzad, Syed Jawad Hussain (2)

Shahbaz, Muhammad (2)

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

Is cited by:

GUPTA, RANGAN (59)

Pierdzioch, Christian (42)

Shahzad, Syed Jawad Hussain (35)

Shahbaz, Muhammad (31)

Tiwari, Aviral (22)

Risse, Marian (20)

lucey, brian (16)

Balcilar, Mehmet (16)

Selmi, Refk (16)

Salisu, Afees (15)

Gil-Alana, Luis (14)

Cites to:

Beckmann, Joscha (91)

Sarno, Lucio (67)

Rossi, Barbara (44)

Kilian, Lutz (41)

van Wincoop, Eric (36)

Bacchetta, Philippe (36)

Rogoff, Kenneth (33)

Gorodnichenko, Yuriy (30)

Coibion, Olivier (28)

Taylor, Mark (27)

Johansen, Soren (26)

Main data

Where Robert Czudaj has published?

Journals with more than one article published# docs
Energy Economics4
Economic Modelling3
Journal of International Money and Finance3
Journal of Economic Behavior & Organization3
Studies in Nonlinear Dynamics & Econometrics2
The World Economy2
The North American Journal of Economics and Finance2
Resources Policy2
Economics Bulletin2
Journal of Forecasting2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Chemnitz Economic Papers / Department of Economics, Chemnitz University of Technology11
Ruhr Economic Papers / RWI - Leibniz-Institut fr Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen9
MPRA Paper / University Library of Munich, Germany8
Post-Print / HAL3

Recent works citing Robert Czudaj (2024 and 2023)

YearTitle of citing document
2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

Full description at Econpapers || Download paper

2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

Full description at Econpapers || Download paper

2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

Full description at Econpapers || Download paper

2023The influence of fiscal policy uncertainty on corporate total factor productivity: Evidence from Chinese public companies. (2023). Du, Jianjun ; Luo, Lan ; Zhang, Rongwu. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:3:p:532-554.

Full description at Econpapers || Download paper

2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

Full description at Econpapers || Download paper

2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

Full description at Econpapers || Download paper

2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

Full description at Econpapers || Download paper

2023Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728.

Full description at Econpapers || Download paper

2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

Full description at Econpapers || Download paper

2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

Full description at Econpapers || Download paper

2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

Full description at Econpapers || Download paper

2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

Full description at Econpapers || Download paper

2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

Full description at Econpapers || Download paper

2023Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and default risk: Evidence from China. (2023). Xia, Xiaoxue ; Yang, Meng ; Lu, Chao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:821-836.

Full description at Econpapers || Download paper

2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

Full description at Econpapers || Download paper

2023European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003061.

Full description at Econpapers || Download paper

2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

Full description at Econpapers || Download paper

2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

Full description at Econpapers || Download paper

2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

Full description at Econpapers || Download paper

2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

Full description at Econpapers || Download paper

2023Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x.

Full description at Econpapers || Download paper

2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

Full description at Econpapers || Download paper

2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

Full description at Econpapers || Download paper

2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

Full description at Econpapers || Download paper

2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

Full description at Econpapers || Download paper

2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

Full description at Econpapers || Download paper

2023Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction. (2023). Brůna, Karel ; van Tran, Quang ; Bruna, Karel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300628x.

Full description at Econpapers || Download paper

2023The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308.

Full description at Econpapers || Download paper

2023How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets. (2023). Uddin, Gazi ; Nobanee, Haitham ; Siddique, Md Abubakar ; Park, Donghyun ; Hossain, Md Naiem ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300693x.

Full description at Econpapers || Download paper

2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

Full description at Econpapers || Download paper

2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

Full description at Econpapers || Download paper

2023The dynamic relationship between climate policy uncertainty and renewable energy in the US: Applying the novel Fourier augmented autoregressive distributed lags approach. (2023). Apergis, Nicholas ; Syed, Qasim Raza ; Goh, Soo Khoon. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007776.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

Full description at Econpapers || Download paper

2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

Full description at Econpapers || Download paper

2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

Full description at Econpapers || Download paper

2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

Full description at Econpapers || Download paper

2023Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003514.

Full description at Econpapers || Download paper

2023The effects of economic and financial shocks on private investment: A wavelet study of return and volatility spillovers. (2023). Sensarma, Rudra ; Chiranjivi, Gvs. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004520.

Full description at Econpapers || Download paper

2024Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

Full description at Econpapers || Download paper

2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

Full description at Econpapers || Download paper

2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

Full description at Econpapers || Download paper

2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

Full description at Econpapers || Download paper

2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

Full description at Econpapers || Download paper

2023Political connections and economic policy uncertainty: A global evidence. (2023). Hooy, Chee-Wooi ; Tee, Chwee-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005190.

Full description at Econpapers || Download paper

2023Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x.

Full description at Econpapers || Download paper

2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

Full description at Econpapers || Download paper

2023Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles. (2023). Xiang, Feiyun ; Chang, Hao-Wen ; Cai, Yifei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006992.

Full description at Econpapers || Download paper

2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

Full description at Econpapers || Download paper

2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

Full description at Econpapers || Download paper

2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

Full description at Econpapers || Download paper

2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

Full description at Econpapers || Download paper

2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

Full description at Econpapers || Download paper

2023Digitalization, internationalization, and firm performance: A resource-orchestration perspective on new OLI advantages. (2023). Salo, Jari ; Ranta, Mikko ; Zamborsk, Peter ; Bhandari, Krishna Raj. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:4:s0969593123000355.

Full description at Econpapers || Download paper

2023Gold as international reserves: A barbarous relic no more?. (2023). Eichengreen, Barry ; Arslanalp, Serkan ; Simpson-Bell, Chima. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001083.

Full description at Econpapers || Download paper

2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

Full description at Econpapers || Download paper

2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

Full description at Econpapers || Download paper

2023Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Vigne, Samuel A ; Wang, Yizhi ; Wei, YU ; Ma, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000896.

Full description at Econpapers || Download paper

2024Migration fear and stock price crash risk. (2024). Das, Kuntal ; Yaghoubi, Mona. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000118.

Full description at Econpapers || Download paper

2024Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x.

Full description at Econpapers || Download paper

2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

Full description at Econpapers || Download paper

2023Conditional macroeconomic survey forecasts: Revisions and errors. (2023). Glas, Alexander ; Heinisch, Katja. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001286.

Full description at Econpapers || Download paper

2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

Full description at Econpapers || Download paper

2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

Full description at Econpapers || Download paper

2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

Full description at Econpapers || Download paper

2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

Full description at Econpapers || Download paper

2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2023Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269.

Full description at Econpapers || Download paper

2023A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine. (2023). Sheehan, Barry ; Shannon, Darren ; O'Donnell, Niall. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000439.

Full description at Econpapers || Download paper

2023Does income inequality respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests. (2023). Tarique, MD ; Khanday, Ishfaq Nazir. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000531.

Full description at Econpapers || Download paper

2024Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609.

Full description at Econpapers || Download paper

2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

Full description at Econpapers || Download paper

2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

Full description at Econpapers || Download paper

2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Robert Czudaj:

YearTitleTypeCited
2019How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S. In: The Energy Journal.
[Full Text][Citation analysis]		article4
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES In: Economic Inquiry.
[Full Text][Citation analysis]		article5
2018Monetary policy shocks, expectations and information rigidities.(2018) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Monetary policy shocks, expectations and information rigidities.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2015Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics.
[Full Text][Citation analysis]		article4
2017Effective Exchange Rates, Current Accounts and Global Imbalances In: Review of International Economics.
[Full Text][Citation analysis]		article5
2016Effective exchange rates, current accounts and global imbalances.(2016) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2014Effective exchange rates, current accounts and global imbalances.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2014The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy.
[Full Text][Citation analysis]		article18
2018The macroeconomic role of currency reserve accumulation in emerging markets€”The Asian experience In: The World Economy.
[Full Text][Citation analysis]		article0
2020The role of uncertainty on agricultural futures markets momentum trading and volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2020The role of uncertainty on agricultural futures markets momentum trading and volatility.(2020) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2020THE RELATIVE VALUATION OF GOLD In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2017The Relative Valuation of Gold.(2017) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016The relative valuation of gold.(2016) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Dimensions and Determinants of Inflation Anchoring In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article0
2010Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper28
2010Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques.(2010) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2020Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2020Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Volatility transmission in agricultural futures markets In: Economic Modelling.
[Full Text][Citation analysis]		article60
2014Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling.
[Full Text][Citation analysis]		article18
2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling.
[Full Text][Citation analysis]		article247
2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach.(2014) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 247		paper
2013Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article110
2012Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2015Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article28
2014Regime shifts and the Canada/US exchange rate in a multivariate framework In: Economics Letters.
[Full Text][Citation analysis]		article0
2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach In: Econometrics and Statistics.
[Full Text][Citation analysis]		article8
2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach.(2019) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2011P-star in times of crisis - Forecasting inflation for the euro area In: Economic Systems.
[Full Text][Citation analysis]		article9
2022Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data In: European Economic Review.
[Full Text][Citation analysis]		article5
2021Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data.(2021) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics.
[Full Text][Citation analysis]		article79
2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?.(2013) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2019Crude oil futures trading and uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article16
2019Crude oil futures trading and uncertainty.(2019) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S. In: Energy Economics.
[Full Text][Citation analysis]		article11
2020The relationship between oil prices and exchange rates: Revisiting theory and evidence In: Energy Economics.
[Full Text][Citation analysis]		article64
2016A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2018Is equity market volatility driven by migration fear? In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2020The prevalence of price overreactions in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2014Does global liquidity drive commodity prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
2017Capital flows and GDP in emerging economies and the role of global spillovers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers.(2017) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020Is the negative interest rate policy effective? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2019Is the negative interest rate policy effective?.(2019) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Exchange rate expectation, abnormal returns, and the COVID-19 pandemic In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2023Perceived monetary policy uncertainty In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2022Perceived monetary policy uncertainty.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2016The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2020Revisiting the valuable roles of commodities for international stock markets In: Resources Policy.
[Full Text][Citation analysis]		article53
2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact In: Resources Policy.
[Full Text][Citation analysis]		article31
2020Commodity futures and a wavelet-based risk assessment In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2017Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy.
[Full Text][Citation analysis]		article81
2021Features of overreactions in the cryptocurrency market In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2013Oil prices and effective dollar exchange rates In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article80
2016Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification In: Post-Print.
[Citation analysis]		paper18
2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication.(2017) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2015Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification In: Post-Print.
[Citation analysis]		paper0
2015Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Modelling euro area money demand and forecasting inflation in a time-varying environment In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article0
2013Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article35
2020Net Foreign Asset Positions, Capital Flows and GDP Spillovers In: Open Economies Review.
[Full Text][Citation analysis]		article1
2014Non-linearities in the relationship of agricultural futures prices In: European Review of Agricultural Economics.
[Full Text][Citation analysis]		article13
2021Fiscal policy uncertainty and its effects on the real economy: German evidence In: Oxford Economic Papers.
[Full Text][Citation analysis]		article5
2020Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence.(2020) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2022The role of expectations for currency crisis dynamics - the case of the Turkish lira In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2023The role of expectations for currency crisis dynamics—The case of the Turkish lira.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023The role of expectations for currency crisis dynamics - The case of the Turkish lira.(2023) In: Open Access Publications from Kiel Institute for the World Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2023Expectation Formation and the Phillips Curve Revisited In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2024Fundamental determinants of exchange rate expectations In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2022Fundamental determinants of exchange rate expectations.(2022) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Fundamental determinants of exchange rate expectations.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015Nonstationary-volatility robust panel unit root tests and the great moderation In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article2
2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Ruhr Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics In: Springer Books.
[Citation analysis]		chapter0
2015International parity relationships between Germany and the USA revisited: evidence from the post-DM period In: Applied Economics.
[Full Text][Citation analysis]		article4
2013The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis In: International Review of Applied Economics.
[Full Text][Citation analysis]		article5
2016Oil price and FX-rates dependency In: Quantitative Finance.
[Full Text][Citation analysis]		article28
2019Gold price dynamics and the role of uncertainty In: Quantitative Finance.
[Full Text][Citation analysis]		article73
2017Gold Price Dynamics and the Role of Uncertainty.(2017) In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2020Professional forecasters expectations, consistency, and international spillovers In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2014Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers.
[Full Text][Citation analysis]		paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team