Ladislav Krištoufek : Citation Profile

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

22

H index

37

i10 index

1994

Citations

RESEARCH PRODUCTION:

72

Articles

72

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 132
   Journals where Ladislav Krištoufek has often published
   Relations with other researchers
   Recent citing documents: 213.    Total self citations: 77 (3.72 %)

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   Permalink: http://citec.repec.org/pkr148
   Updated: 2025-03-08    RAS profile: 2024-09-07    
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Relations with other researchers

Works with:

Shahzad, Syed Jawad Hussain (6)

Bouri, Elie (5)

Kukacka, Jiri (4)

Janda, Karel (4)

Ferreira, Paulo (3)

Roubaud, David (2)

Sila, Jan (2)

lucey, brian (2)

Zhang, Binyi (2)

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

Is cited by:

Bouri, Elie (48)

Tiwari, Aviral (40)

GUPTA, RANGAN (36)

Ferreira, Paulo (32)

Shahzad, Syed Jawad Hussain (30)

Shen, Dehua (28)

Yousaf, Imran (25)

Sensoy, Ahmet (25)

TRINIDAD-SEGOVIA, JUAN (22)

Ciaian, Pavel (20)

Vo, Xuan Vinh (20)

Cites to:

Zilberman, David (133)

Ciaian, Pavel (75)

Ciaian, Pavel (73)

Bouri, Elie (73)

Baruník, Jozef (68)

Janda, Karel (64)

Roubaud, David (62)

Drabik, Dusan (51)

Kancs, d'Artis (48)

Hayes, Dermot (47)

serra, teresa (45)

Main data

Where Ladislav Krištoufek has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Energy Economics10
Finance Research Letters5
Politická ekonomie4
Financial Innovation4
Agricultural Economics3
Chaos, Solitons & Fractals2
Journal of International Financial Markets, Institutions and Money2
PLOS ONE2
The European Physical Journal B: Condensed Matter and Complex Systems2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org31
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies18
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents6
MPRA Paper / University Library of Munich, Germany4

Recent works citing Ladislav Krištoufek (2025 and 2024)

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

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2024.

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

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

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

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2024.

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2024Dynamic 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.

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2024.

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2024Risk 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.

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2024Oil 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.

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2024Informational 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.

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

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2024Fractal 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.

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2024Dynamics 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.

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

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2024From the pandemic to the Russia–Ukraine 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.

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2024Dynamic 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.

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

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

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; 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.

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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.

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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.

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2024Green 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.

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2024Can 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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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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.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2024Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867.

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2024Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes. (2024). Gözgör, Giray ; ben Jabeur, Sami ; Si, Kamel ; Rezgui, Hichem. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004101.

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2024Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952.

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2024Break a peg! A study of stablecoin co-instability. (2024). Vito, Liuzzi ; Patrice, Sargenti ; Alessio, Castello ; Gregory, Gadzinski. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005404.

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2024Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2024Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras. (2024). Dimitriadis, Konstantinos A ; Savva, Christos S ; Koursaros, Demetris. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006252.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach. (2024). Wu, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400953x.

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2024Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models. (2024). OMRI, Anis ; Goodell, John W ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009929.

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2024Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200.

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2024Should you buy gold stocks or paper gold?. (2024). Batten, Jonathan A ; Kinateder, Harald ; Szilagyi, Peter G. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012315.

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2024Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706.

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2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Naveed, Muhammad ; Al-Nassar, Nassar S ; Ali, Shoaib. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

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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.

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2024Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). Mishra, Sibanjan ; ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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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.

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2024Money demand stability: New evidence from transfer entropy. (2024). Sermpinis, Georgios ; Serletis, Apostolos ; Movaghari, Hadi. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000477.

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2024Economic sanctions sentiment and global stock markets. (2024). Abakah, Emmanuel ; Li, Yanshuang ; Tiwari, Aviral Kumar ; Yousaf, Imran ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kocenda, Evzen ; Kukacka, Jiri ; Kristoufek, Ladislav. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2024Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

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2024The impacts of geopolitical risks on gold, oil and financial reserve management. (2024). Hoang, Yen Hai ; van Nguyen, Phuc ; Ngo, Vu Minh. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000552.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets. (2024). Khan, Bareerah ; Ding, Cuicui ; Ahmed, Khalid ; Guo, Qingran. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x.

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

Works by Ladislav Krištoufek:

YearTitleTypeCited
2012Relationship Between Prices of Food, Fuel and Biofuel In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic.
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2019The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics.
[Full Text][Citation analysis]		article9
2012Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations In: Papers.
[Full Text][Citation analysis]		paper7
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study In: Papers.
[Full Text][Citation analysis]		paper9
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 9		article
2012On Hurst exponent estimation under heavy-tailed distributions In: Papers.
[Full Text][Citation analysis]		paper91
2010On Hurst exponent estimation under heavy-tailed distributions.(2010) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 91		article
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers.
[Full Text][Citation analysis]		paper27
2012FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY.(2012) In: Advances in Complex Systems (ACS).
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This paper has nother version. Agregated cites: 27		article
2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
[Full Text][Citation analysis]		paper78
2013Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 78		article
2012Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers.
[Full Text][Citation analysis]		paper55
2013Time–frequency dynamics of biofuel–fuel–food system.(2013) In: Energy Economics.
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This paper has nother version. Agregated cites: 55		article
2013Time-Frequency Dynamics of Biofuels-Fuels-Food System.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 55		paper
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
[Full Text][Citation analysis]		paper37
2014Measuring 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: 37		article
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2013Testing power-law cross-correlations: Rescaled covariance test In: Papers.
[Full Text][Citation analysis]		paper6
2013Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers.
[Full Text][Citation analysis]		paper12
2013Mixed-correlated ARFIMA processes for power-law cross-correlations.(2013) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2013Exponential and power laws in public procurement markets In: Papers.
[Full Text][Citation analysis]		paper0
2013Long-term memory in electricity prices: Czech market evidence In: Papers.
[Full Text][Citation analysis]		paper6
2013Long-term Memory in Electricity Prices: Czech Market Evidence.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2013Commodity futures and market efficiency In: Papers.
[Full Text][Citation analysis]		paper67
2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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This paper has nother version. Agregated cites: 67		article
2013Can Google Trends search queries contribute to risk diversification? In: Papers.
[Full Text][Citation analysis]		paper8
2013Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence In: Papers.
[Full Text][Citation analysis]		paper8
2013Measuring correlations between non-stationary series with DCCA coefficient In: Papers.
[Full Text][Citation analysis]		paper11
2014Measuring correlations between non-stationary series with DCCA coefficient.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2013Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series In: Papers.
[Full Text][Citation analysis]		paper4
2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014Leverage effect in energy futures In: Papers.
[Full Text][Citation analysis]		paper46
2014Leverage effect in energy futures.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2014Leverage effect in energy futures.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis In: Papers.
[Full Text][Citation analysis]		paper51
2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis.(2015) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets In: Papers.
[Full Text][Citation analysis]		paper26
2015Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2015Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets.(2015) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2014Spectrum-based estimators of the bivariate Hurst exponent In: Papers.
[Full Text][Citation analysis]		paper0
2014Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? In: Papers.
[Full Text][Citation analysis]		paper3
2014On the interplay between short and long term memory in the power-law cross-correlations setting In: Papers.
[Full Text][Citation analysis]		paper3
2015On the interplay between short and long term memory in the power-law cross-correlations setting.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2014Finite sample properties of power-law cross-correlations estimators In: Papers.
[Full Text][Citation analysis]		paper1
2015Finite sample properties of power-law cross-correlations estimators.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2015Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales In: Papers.
[Full Text][Citation analysis]		paper1
2015Worldwide clustering of the corruption perception In: Papers.
[Full Text][Citation analysis]		paper3
2015Worldwide clustering of the corruption perception.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2015Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components In: Papers.
[Full Text][Citation analysis]		paper14
2015Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2015Gold, currencies and market efficiency In: Papers.
[Full Text][Citation analysis]		paper23
2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2016Power-law cross-correlations estimation under heavy tails In: Papers.
[Full Text][Citation analysis]		paper6
2017Fractal approach towards power-law coherency to measure cross-correlations between time series In: Papers.
[Full Text][Citation analysis]		paper2
2018Power-law cross-correlations: Issues, solutions and future challenges In: Papers.
[Full Text][Citation analysis]		paper1
2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics In: Papers.
[Full Text][Citation analysis]		paper0
In: .
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In: .
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In: .
[Full Text][Citation analysis]		article0
2011Biofuels: Review of Policies and Impacts In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
[Full Text][Citation analysis]		paper4
2013Non-linear Price Transmission between Biofuels, Fuels and Food Commodities In: CERGE-EI Working Papers.
[Full Text][Citation analysis]		paper3
2013Non-linear price transmission between biofuels, fuels and food commodities.(2013) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2010Long-range dependence in returns and volatility of Central European Stock Indices In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
2018Fractality in market risk structure: Dow Jones Industrial components case In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2010On spurious anti-persistence in the US stock indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling.
[Full Text][Citation analysis]		article178
2022Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics.
[Full Text][Citation analysis]		article22
2022Return and volatility spillovers between Chinese and US clean energy related stocks.(2022) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective In: Energy Economics.
[Full Text][Citation analysis]		article72
2019Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article127
2019Food versus fuel: An updated and expanded evidence In: Energy Economics.
[Full Text][Citation analysis]		article33
2017Food versus fuel: An updated and expanded evidence.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2017Food versus Fuel: An Updated and Expanded Evidence.(2017) In: Working Papers IES.
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This paper has nother version. Agregated cites: 33		paper
2019Are the crude oil markets really becoming more efficient over time? Some new evidence In: Energy Economics.
[Full Text][Citation analysis]		article12
2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence.(2018) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Bitcoin and its mining on the equilibrium path In: Energy Economics.
[Full Text][Citation analysis]		article0
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article278
2022Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2021Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters.
[Full Text][Citation analysis]		article21
2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2023Will Bitcoin ever become less volatile? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Safe havens for Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article51
2021Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2015Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2017Has global warming modified the relationship between sunspot numbers and global temperatures? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2018Does solar activity affect human happiness? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2018On Bitcoin markets (in)efficiency and its evolution In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article73
2019Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2019Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article29
2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article24
2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2023Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2020Bitcoin, 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]		article153
2012Correlations between biofuels and related commodities: A taxonomy perspective In: CAMA Working Papers.
[Full Text][Citation analysis]		paper9
2012Correlations between biofuels and related commodities: A taxonomy perspective.(2012) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2012Mutual Responsiveness of Biofuels, Fuels and Food Prices In: CAMA Working Papers.
[Full Text][Citation analysis]		paper10
2012Regime-Dependent Topological Properties of Biofuels Networks In: CAMA Working Papers.
[Full Text][Citation analysis]		paper12
2013Regime-dependent topological properties of biofuels networks.(2013) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2015Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA In: CAMA Working Papers.
[Full Text][Citation analysis]		paper8
2016Foods, fuels or finances: Which prices matter for biofuels? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2016Foods, Fuels or Finances: Which Prices Matter for Biofuels?.(2016) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals In: Czech Economic Review.
[Full Text][Citation analysis]		article15
2009Classical and modified rescaled range analysis: Sampling properties under heavy tails In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2010Long-range dependence in returns and volatility of Central European Stock Indices In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2011Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data In: Working Papers IES.
[Full Text][Citation analysis]		paper15
2011Modeling the Environmental and Socio-Economic Impacts of Biofuels In: Working Papers IES.
[Full Text][Citation analysis]		paper4
2014The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic In: Working Papers IES.
[Full Text][Citation analysis]		paper2
2014Price elasticity of household water demand in the Czech Republic In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2017Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2018The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2021Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2022Price Transmission and Policies in Biofuels-Related Global Networks In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2022On Empirical Challenges in Forecasting Market Betas in Crypto Markets In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2023Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness In: Working Papers IES.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		article0
2016Dynamics and evolution of the role of biofuels in global commodity and financial markets In: Nature Energy.
[Full Text][Citation analysis]		article17
2010Efficiency, Persistence and Predictability of Central European Stock Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2015Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries In: PLOS ONE.
[Full Text][Citation analysis]		article22
2015Nowcasting 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: 22		paper
2009Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2009Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009R/S analysis and DFA: finite sample properties and confidence intervals In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Provazanost trhu potravin, biopaliv a fosilnich paliv In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2012Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie In: Politická ekonomie.
[Full Text][Citation analysis]		article1
2014Modelování provázanosti trhů potravin, biopaliv a fosilních paliv In: Politická ekonomie.
[Full Text][Citation analysis]		article4
2018Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2022Return 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]		paper14
2024Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers In: Financial Innovation.
[Full Text][Citation analysis]		article47
2022On the role of stablecoins in cryptoasset pricing dynamics In: Financial Innovation.
[Full Text][Citation analysis]		article0
2023Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation.
[Full Text][Citation analysis]		article2
2023Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation In: Financial Innovation.
[Full Text][Citation analysis]		article0
2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article3
2015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches In: FinMaP-Working Papers.
[Full Text][Citation analysis]		paper5
2016Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team