21
H index
37
i10 index
1847
Citations
Univerzita Karlova v Praze (70% share) | 21 H index 37 i10 index 1847 Citations RESEARCH PRODUCTION: 67 Articles 71 Papers 1 Chapters RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr148 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ladislav Krištoufek. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
2023 | Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297. Full description at Econpapers || Download paper | |
2023 | What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751. Full description at Econpapers || Download paper | |
2023 | Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123. Full description at Econpapers || Download paper | |
2023 | Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162. Full description at Econpapers || Download paper | |
2024 | Uncovering 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. Full description at Econpapers || Download paper | |
2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
2023 | Asymmetric Price Transmission and Rentââ¬Âseeking in Road Fuel Markets: A Comparative Study of South Africa and Selected Eurozone Countries. (2018). Ogbuabor, Jonathan E ; Mba, Ifeoma C ; Manasseh, Charles O ; Eigbiremolen, God'Stime O. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:278-290. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2023 | Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227. Full description at Econpapers || Download paper | |
2023 | Data?driven storage operations: Cross?commodity backtest and structured policies. (2022). Minner, Stefan ; Nadarajah, Selvaprabu ; Mandl, Christian ; Gavirneni, Srinagesh. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:6:p:2438-2456. Full description at Econpapers || Download paper | |
2024 | Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995. Full description at Econpapers || Download paper | |
2024 | Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017. Full description at Econpapers || Download paper | |
2023 | How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730. Full description at Econpapers || Download paper | |
2023 | War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183. Full description at Econpapers || Download paper | |
2023 | Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2023 | Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper | |
2023 | Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370. Full description at Econpapers || Download paper | |
2023 | Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280. Full description at Econpapers || Download paper | |
2024 | Fractal properties, information theory, and market efficiency. (2024). Garcin, Matthieu ; Brouty, Xavier. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948. Full description at Econpapers || Download paper | |
2024 | Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911. Full description at Econpapers || Download paper | |
2023 | Return 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 | |
2023 | Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272. Full description at Econpapers || Download paper | |
2023 | Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302. Full description at Econpapers || Download paper | |
2023 | The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095. Full description at Econpapers || Download paper | |
2024 | From the pandemic to the RussiaâUkraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper | |
2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper | |
2023 | Hedge 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 | |
2023 | How does economic policy uncertainty drive timeâfrequency 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 | |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
2023 | Interactions between investorsâ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | Interplay 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 | |
2024 | Crypto 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 | |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
2024 | Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Zhang, Yulian ; Liu, Tiantian ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743. Full description at Econpapers || Download paper | |
2023 | Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2023 | Time 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 | |
2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper | |
2023 | Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596. Full description at Econpapers || Download paper | |
2024 | Enforcement 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. Full description at Econpapers || Download paper | |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper | |
2023 | Financial roles in green investment based on the quantile connectedness. (2023). Nicoleta-Claudia, Moldovan ; Zhong, Yifan ; Qin, Meng ; Yuan, XI. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006107. Full description at Econpapers || Download paper | |
2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
2023 | Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920. Full description at Econpapers || Download paper | |
2023 | The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper | |
2023 | Research on tail risk contagion in international energy marketsâThe quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper | |
2023 | Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596. Full description at Econpapers || Download paper | |
2023 | Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777. Full description at Econpapers || Download paper | |
2023 | Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential. (2023). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006084. Full description at Econpapers || Download paper | |
2023 | What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials. (2023). Zhao, Yachao ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006679. Full description at Econpapers || Download paper | |
2024 | Connectivity 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. Full description at Econpapers || Download paper | |
2024 | Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703. Full description at Econpapers || Download paper | |
2024 | Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506. Full description at Econpapers || Download paper | |
2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper | |
2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper | |
2023 | The impact of blending mandates on biofuel consumption, production, emission reductions and fuel prices. (2023). Sanchez, Olivia Cintas ; Lundberg, Liv ; Zetterholm, Jonas. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523004202. Full description at Econpapers || Download paper | |
2023 | The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989. Full description at Econpapers || Download paper | |
2023 | The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788. Full description at Econpapers || Download paper | |
2024 | Dynamic 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 | |
2024 | Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004. Full description at Econpapers || Download paper | |
2023 | Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240. Full description at Econpapers || Download paper | |
2023 | Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest. (2023). Webb, Robert I ; Ryu, Doojin ; Kim, Daehan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000030. Full description at Econpapers || Download paper | |
2023 | Taxing bitcoin: Incentivizing the difficulty adjustment mechanism to reduce electricity usage. (2023). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000091. Full description at Econpapers || Download paper | |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis. (2023). Zhang, Dayong ; Bu, Lin ; Zhao, Hang ; Jin, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001138. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper | |
2023 | Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065. Full description at Econpapers || Download paper | |
2023 | Speculation or currency? Multi-scale analysis of cryptocurrenciesâThe case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168. Full description at Econpapers || Download paper | |
2023 | Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703. Full description at Econpapers || Download paper | |
2023 | Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727. Full description at Econpapers || Download paper | |
2023 | Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855. Full description at Econpapers || Download paper | |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper | |
2023 | Gold 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 | |
2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper | |
2023 | Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313. Full description at Econpapers || Download paper | |
2023 | Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416. Full description at Econpapers || Download paper | |
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2012 | Relationship Between Prices of Food, Fuel and Biofuel In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic. [Full Text][Citation analysis] | paper | 3 |
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2012 | Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers. [Full Text][Citation analysis] | paper | 7 |
2012 | How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers. [Full Text][Citation analysis] | paper | 9 |
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2012 | On Hurst exponent estimation under heavy-tailed distributions In: Papers. [Full Text][Citation analysis] | paper | 89 |
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2012 | Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers. [Full Text][Citation analysis] | paper | 26 |
2012 | FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY.(2012) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2012 | Measuring capital market efficiency: Global and local correlations structure In: Papers. [Full Text][Citation analysis] | paper | 75 |
2013 | Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
2012 | Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers. [Full Text][Citation analysis] | paper | 53 |
2013 | Timeâfrequency dynamics of biofuelâfuelâfood system.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2013 | Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers. [Full Text][Citation analysis] | paper | 36 |
2014 | Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2014 | Measuring 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: 36 | paper | |
2013 | Testing power-law cross-correlations: Rescaled covariance test In: Papers. [Full Text][Citation analysis] | paper | 6 |
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2013 | Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
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2013 | Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2013 | Commodity futures and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 65 |
2014 | Commodity futures and market efficiency.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2013 | Can Google Trends search queries contribute to risk diversification? In: Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Measuring correlations between non-stationary series with DCCA coefficient In: Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | Measuring 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 | |
2013 | Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Detrending 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 | |
2014 | Leverage effect in energy futures In: Papers. [Full Text][Citation analysis] | paper | 45 |
2014 | Leverage effect in energy futures.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2014 | Leverage effect in energy futures.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2014 | What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers. [Full Text][Citation analysis] | paper | 51 |
2015 | What 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: 51 | article | |
2014 | What 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: 51 | paper | |
2014 | Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers. [Full Text][Citation analysis] | paper | 23 |
2015 | Rockets and feathers meet Joseph: Reinvestigating the oilâgasoline asymmetry on the international markets.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2015 | Rockets 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: 23 | paper | |
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2014 | On the interplay between short and long term memory in the power-law cross-correlations setting In: Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | On the interplay between short and long term memory in the power-law cross-correlations setting.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2014 | Finite sample properties of power-law cross-correlations estimators In: Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Finite sample properties of power-law cross-correlations estimators.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
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2015 | Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | Power-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] | paper | 13 |
2015 | Power-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: 13 | article | |
2015 | Gold, currencies and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 23 |
2016 | Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2016 | Power-law cross-correlations estimation under heavy tails In: Papers. [Full Text][Citation analysis] | paper | 6 |
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2011 | Biofuels: Review of Policies and Impacts In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2013 | Non-linear Price Transmission between Biofuels, Fuels and Food Commodities In: CERGE-EI Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Non-linear price transmission between biofuels, fuels and food commodities.(2013) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
2018 | Fractality in market risk structure: Dow Jones Industrial components case In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
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2020 | Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling. [Full Text][Citation analysis] | article | 164 |
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2012 | Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics. [Full Text][Citation analysis] | article | 68 |
2019 | Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics. [Full Text][Citation analysis] | article | 114 |
2019 | Food versus fuel: An updated and expanded evidence In: Energy Economics. [Full Text][Citation analysis] | article | 30 |
2017 | Food versus fuel: An updated and expanded evidence.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2017 | Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2019 | Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2018 | Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence.(2018) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2020 | Bitcoin and its mining on the equilibrium path In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 259 |
2022 | Exploring the relationship between Bitcoin price and networkâs hashrate within endogenous system In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2021 | Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2023 | Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Will Bitcoin ever become less volatile? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Safe havens for Bitcoin In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Market 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] | article | 6 |
2022 | Connectedness 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] | article | 40 |
2021 | Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2015 | Can 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] | article | 2 |
2017 | Has global warming modified the relationship between sunspot numbers and global temperatures? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2017 | What 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] | article | 6 |
2018 | Does solar activity affect human happiness? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2018 | On Bitcoin markets (in)efficiency and its evolution In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 68 |
2019 | Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 21 |
2019 | Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2020 | DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
2020 | Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 23 |
2020 | Uncovered 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] | article | 2 |
2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2023 | Assessing the impact of the RussiaâUkraine war on energy prices: A dynamic cross-correlation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2020 | Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 134 |
2012 | Correlations between biofuels and related commodities: A taxonomy perspective In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Correlations 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 | |
2012 | Mutual Responsiveness of Biofuels, Fuels and Food Prices In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Regime-Dependent Topological Properties of Biofuels Networks In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2015 | Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review. [Full Text][Citation analysis] | article | 15 |
2009 | Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2010 | Long-range dependence in returns and volatility of Central European Stock Indices In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2011 | Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES. [Full Text][Citation analysis] | paper | 15 |
2011 | Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES. [Full Text][Citation analysis] | paper | 4 |
2014 | The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES. [Full Text][Citation analysis] | paper | 2 |
2014 | Price elasticity of household water demand in the Czech Republic In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2017 | Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2018 | The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2021 | Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2022 | Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2022 | On Empirical Challenges in Forecasting Market Betas in Crypto Markets In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2023 | Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
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2016 | Dynamics and evolution of the role of biofuels in global commodity and financial markets In: Nature Energy. [Full Text][Citation analysis] | article | 17 |
2010 | Efficiency, Persistence and Predictability of Central European Stock Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
2015 | Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries In: PLOS ONE. [Full Text][Citation analysis] | article | 21 |
2015 | Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2009 | Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2009 | R/S analysis and DFA: finite sample properties and confidence intervals In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Provazanost trhu potravin, biopaliv a fosilnich paliv In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations In: FFA Working Papers. [Full Text][Citation analysis] | paper | 11 |
2021 | Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation. [Full Text][Citation analysis] | article | 42 |
2022 | On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2023 | Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 1 |
2023 | Editorial to special issue âHidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order momentsâ in financial innovation In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2018 | Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 3 |
2015 | Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team