22
H index
37
i10 index
1994
Citations
Univerzita Karlova v Praze (70% share) | 22 H index 37 i10 index 1994 Citations RESEARCH PRODUCTION: 72 Articles 72 Papers 1 Chapters RESEARCH ACTIVITY:
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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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2024 | Tail Dependence of Commodity Futures Returns in the Agricultural and Energy Sectors. (2024). Lach, Agnieszka. In: Roczniki (Annals). RePEc:ags:paaero:348657. Full description at Econpapers || Download paper | |
2024 | . 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 | |
2024 | Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668. Full description at Econpapers || Download paper | |
2024 | . 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 | . 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 | |
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 | |
2025 | Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). KoÄenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658. 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 | |
2024 | A 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. 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 | |
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 | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | The 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. 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 | |
2024 | 10 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. 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 | |
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 | |
2024 | Mapping 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. Full description at Econpapers || Download paper | |
2024 | Market 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. Full description at Econpapers || Download paper | |
2024 | Do climate risks affect dirtyâclean 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. Full description at Econpapers || Download paper | |
2024 | Interdependencies 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. Full description at Econpapers || Download paper | |
2024 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | Are 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. Full description at Econpapers || Download paper | |
2024 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Spillovers 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. 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 | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Extreme 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Economic 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. Full description at Econpapers || Download paper | |
2024 | Hedging 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. Full description at Econpapers || Download paper | |
2024 | Connectedness 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. Full description at Econpapers || Download paper | |
2024 | Diversification, 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | Examining 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. Full description at Econpapers || Download paper | |
2024 | To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242. Full description at Econpapers || Download paper | |
2024 | Uncertainty 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. Full description at Econpapers || Download paper | |
2024 | Tail 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Break 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. Full description at Econpapers || Download paper | |
2024 | Unraveling 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Market 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. Full description at Econpapers || Download paper | |
2024 | Evaluating 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. Full description at Econpapers || Download paper | |
2024 | Bitcoin 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988. Full description at Econpapers || Download paper | |
2024 | Estimating the precise form of uncovered interest parity under the StockâWatson dynamic OLS approach. (2024). Wu, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400953x. Full description at Econpapers || Download paper | |
2024 | Mitigating 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. Full description at Econpapers || Download paper | |
2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the RussianâUkrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper | |
2024 | Should 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. Full description at Econpapers || Download paper | |
2024 | Volatile 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. Full description at Econpapers || Download paper | |
2024 | Bridging 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. Full description at Econpapers || Download paper | |
2024 | Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x. Full description at Econpapers || Download paper | |
2024 | Oil 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. Full description at Econpapers || Download paper | |
2024 | Tail 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. Full description at Econpapers || Download paper | |
2024 | Unveiling 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. Full description at Econpapers || Download paper | |
2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper | |
2024 | Money 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. Full description at Econpapers || Download paper | |
2024 | Economic 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; KoÄenda, 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. Full description at Econpapers || Download paper | |
2024 | Did grain futures prices overreact to the RussiaâUkraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Shining 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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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 |
2019 | The Relationship Between Fuel and Food Prices: Methods and Outcomes In: Annual Review of Resource Economics. [Full Text][Citation analysis] | article | 9 |
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 |
2012 | How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study.(2012) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2012 | On Hurst exponent estimation under heavy-tailed distributions In: Papers. [Full Text][Citation analysis] | paper | 91 |
2010 | On Hurst exponent estimation under heavy-tailed distributions.(2010) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
2012 | Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity In: Papers. [Full Text][Citation analysis] | paper | 27 |
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: 27 | article | |
2012 | Measuring capital market efficiency: Global and local correlations structure In: Papers. [Full Text][Citation analysis] | paper | 78 |
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: 78 | article | |
2012 | Time-Frequency Dynamics of Biofuels-Fuels-Food System In: Papers. [Full Text][Citation analysis] | paper | 55 |
2013 | Timeâfrequency dynamics of biofuelâfuelâfood system.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | 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: 55 | paper | |
2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers. [Full Text][Citation analysis] | paper | 37 |
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: 37 | 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: 37 | paper | |
2013 | Testing power-law cross-correlations: Rescaled covariance test In: Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Mixed-correlated ARFIMA processes for power-law cross-correlations In: Papers. [Full Text][Citation analysis] | paper | 12 |
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 | |
2013 | Exponential and power laws in public procurement markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Long-term memory in electricity prices: Czech market evidence In: Papers. [Full Text][Citation analysis] | paper | 6 |
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 | 67 |
2014 | Commodity futures and market efficiency.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | 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 | 46 |
2014 | Leverage effect in energy futures.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2014 | Leverage effect in energy futures.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | 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 | 26 |
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: 26 | 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: 26 | paper | |
2014 | Spectrum-based estimators of the bivariate Hurst exponent In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? In: Papers. [Full Text][Citation analysis] | paper | 3 |
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 | |
2015 | Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales In: Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Worldwide clustering of the corruption perception In: Papers. [Full Text][Citation analysis] | paper | 3 |
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 | 14 |
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: 14 | 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 |
2017 | Fractal approach towards power-law coherency to measure cross-correlations between time series In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Power-law cross-correlations: Issues, solutions and future challenges In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics In: Papers. [Full Text][Citation analysis] | paper | 0 |
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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 |
2010 | On spurious anti-persistence in the US stock indices In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2020 | Do âcomplexâ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
2020 | Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin In: Economic Modelling. [Full Text][Citation analysis] | article | 178 |
2022 | Return and volatility spillovers between Chinese and U.S. clean energy related stocks In: Energy Economics. [Full Text][Citation analysis] | article | 22 |
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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 | 72 |
2019 | Information interdependence among energy, cryptocurrency and major commodity markets In: Energy Economics. [Full Text][Citation analysis] | article | 127 |
2019 | Food versus fuel: An updated and expanded evidence In: Energy Economics. [Full Text][Citation analysis] | article | 33 |
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: 33 | 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: 33 | 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 | 278 |
2022 | Exploring the relationship between Bitcoin price and networkâs hashrate within endogenous system In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2021 | Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 13 |
2021 | Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets In: Finance Research Letters. [Full Text][Citation analysis] | article | 21 |
2023 | Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
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 | 2 |
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 | 51 |
2021 | Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
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 | 73 |
2019 | Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 20 |
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 | 29 |
2020 | Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 24 |
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 | 3 |
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 | 5 |
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 | 153 |
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 | 4 |
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 | 22 |
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: 22 | 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 | Procesy s dlouhou pamÄtà a jejich vývoj ve výnosech indexu PX v letech 1999 â 2009 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
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 |
2010 | Dlouhá pamÄÅ¥ a jejà vývoj ve výnosech burzovnÃho indexu PX v letech 1997-2009 In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2012 | Efektivita kapitálových trhů: fraktálnà dimenze, Hurstův exponent a entropie In: Politická ekonomie. [Full Text][Citation analysis] | article | 1 |
2014 | Modelovánà provázanosti trhů potravin, biopaliv a fosilnÃch paliv In: Politická ekonomie. [Full Text][Citation analysis] | article | 4 |
2018 | Ceny biopaliv a souvisejÃcÃch komodit: analýza s použitÃm metod minimálnà kostry grafu a hierarchických stromů In: Politická ekonomie. [Full Text][Citation analysis] | article | 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 | 14 |
2024 | Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
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 | 47 |
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 | 2 |
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 February, 4 2025. Contact: CitEc Team