Ladislav Krištoufek
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Ladislav |
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Krištoufek |
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Affiliations
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Univerzita Karlova v Praze
/ Institut ekonomických studií (weight: 70%)
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Akademie věd České Republiky
/ Ústav teorie informace a automatizace (ÚTIA) (weight: 30%)
Research profile
author of:
- Relationship Between Prices of Food, Fuel and Biofuel (RePEc:ags:eaa131:135793)
by Kristoufek, Ladislav & Janda, Karel & Zilberman, David - Biofuels: review of policies and impacts (RePEc:ags:ucbecw:120415)
by Janda, Karel & Kristoufek, Ladislav & Zilberman, David - The Relationship Between Fuel and Food Prices: Methods and Outcomes (RePEc:anr:reseco:v:11:y:2019:p:195-216)
by Karel Janda & Ladislav Krištoufek - Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations (RePEc:arx:papers:1201.3473)
by Ladislav Kristoufek - How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study (RePEc:arx:papers:1201.3511)
by Ladislav Kristoufek - On Hurst exponent estimation under heavy-tailed distributions (RePEc:arx:papers:1201.4786)
by Jozef Barunik & Ladislav Kristoufek - Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity (RePEc:arx:papers:1203.4979)
by Ladislav Kristoufek - Measuring capital market efficiency: Global and local correlations structure (RePEc:arx:papers:1208.1298)
by Ladislav Kristoufek & Miloslav Vosvrda - Time-Frequency Dynamics of Biofuels-Fuels-Food System (RePEc:arx:papers:1209.0900)
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman - Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy (RePEc:arx:papers:1307.3060)
by Ladislav Kristoufek & Miloslav Vosvrda - Testing power-law cross-correlations: Rescaled covariance test (RePEc:arx:papers:1307.4727)
by Ladislav Kristoufek - Mixed-correlated ARFIMA processes for power-law cross-correlations (RePEc:arx:papers:1307.6046)
by Ladislav Kristoufek - Exponential and power laws in public procurement markets (RePEc:arx:papers:1309.0218)
by Ladislav Kristoufek & Jiri Skuhrovec - Long-term memory in electricity prices: Czech market evidence (RePEc:arx:papers:1309.0582)
by Ladislav Kristoufek & Petra Lunackova - Commodity futures and market efficiency (RePEc:arx:papers:1309.1492)
by Ladislav Kristoufek & Miloslav Vosvrda - Can Google Trends search queries contribute to risk diversification? (RePEc:arx:papers:1310.1444)
by Ladislav Kristoufek - Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence (RePEc:arx:papers:1310.1446)
by Ladislav Kristoufek - Measuring correlations between non-stationary series with DCCA coefficient (RePEc:arx:papers:1310.3984)
by Ladislav Kristoufek - Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series (RePEc:arx:papers:1311.0657)
by Ladislav Kristoufek - Leverage effect in energy futures (RePEc:arx:papers:1403.0064)
by Ladislav Kristoufek - What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis (RePEc:arx:papers:1406.0268)
by Ladislav Kristoufek - Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets (RePEc:arx:papers:1407.5466)
by Ladislav Kristoufek & Petra Lunackova - Spectrum-based estimators of the bivariate Hurst exponent (RePEc:arx:papers:1408.6637)
by Ladislav Kristoufek - Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? (RePEc:arx:papers:1408.6639)
by Jaroslav Pavlicek & Ladislav Kristoufek - On the interplay between short and long term memory in the power-law cross-correlations setting (RePEc:arx:papers:1409.6444)
by Ladislav Kristoufek - Finite sample properties of power-law cross-correlations estimators (RePEc:arx:papers:1409.6857)
by Ladislav Kristoufek - Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales (RePEc:arx:papers:1411.0496)
by Ladislav Kristoufek - Worldwide clustering of the corruption perception (RePEc:arx:papers:1502.00104)
by Michal Paulus & Ladislav Kristoufek - Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components (RePEc:arx:papers:1502.00225)
by Ladislav Kristoufek - Gold, currencies and market efficiency (RePEc:arx:papers:1510.08615)
by Ladislav Kristoufek & Miloslav Vosvrda - Power-law cross-correlations estimation under heavy tails (RePEc:arx:papers:1602.05385)
by Ladislav Kristoufek - Fractal approach towards power-law coherency to measure cross-correlations between time series (RePEc:arx:papers:1608.06781)
by Ladislav Kristoufek - Power-law cross-correlations: Issues, solutions and future challenges (RePEc:arx:papers:1806.01616)
by Ladislav Kristoufek - Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics (RePEc:arx:papers:2004.00047)
by Ladislav Kristoufek - Biofuels: policies and impacts (RePEc:caa:jnlage:v:58:y:2012:i:8:id:124-2011-agricecon)
by Karel Janda & Ladislav Kristoufek & David Zilberman - The perspectives for genetically modified cellulosic biofuels in the Central European conditions (RePEc:caa:jnlage:v:60:y:2014:i:6:id:96-2013-agricecon)
by Pavla BLAHOVA & Karel JANDA & Ladislav KRISTOUFEK - Price transmission in biofuel-related global agricultural networks (RePEc:caa:jnlage:v:67:y:2021:i:10:id:223-2021-agricecon)
by Karel Janda & Ladislav Krištoufek & Barbora Schererová & David Zilberman - Biofuels: Review of Policies and Impacts (RePEc:cdl:agrebk:qt5v1112qr)
by Janda, Karel & Kristoufek, Ladislav & Zilberman, David - Non-linear Price Transmission between Biofuels, Fuels and Food Commodities (RePEc:cer:papers:wp481)
by Ladislav Kristoufek & Karel Janda & David Zilberman - Unknown item RePEc:czx:journl:v:17:y:2010:i:27:id:170 (article)
- Fractality in market risk structure: Dow Jones Industrial components case (RePEc:eee:chsofr:v:110:y:2018:i:c:p:69-75)
by Kristoufek, Ladislav - On spurious anti-persistence in the US stock indices (RePEc:eee:chsofr:v:43:y:2010:i:1:p:68-78)
by Kristoufek, Ladislav - Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality (RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257)
by Kukacka, Jiri & Kristoufek, Ladislav - Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224)
by Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav - Return and volatility spillovers between Chinese and U.S. clean energy related stocks (RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000913)
by Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi - Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (RePEc:eee:eneeco:v:34:y:2012:i:5:p:1380-1391)
by Kristoufek, Ladislav & Janda, Karel & Zilberman, David - Time–frequency dynamics of biofuel–fuel–food system (RePEc:eee:eneeco:v:40:y:2013:i:c:p:233-241)
by Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David - Commodity futures and market efficiency (RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Leverage effect in energy futures (RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9)
by Kristoufek, Ladislav - Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets (RePEc:eee:eneeco:v:49:y:2015:i:c:p:1-8)
by Kristoufek, Ladislav & Lunackova, Petra - Information interdependence among energy, cryptocurrency and major commodity markets (RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055)
by Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav - Food versus fuel: An updated and expanded evidence (RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166)
by Filip, Ondrej & Janda, Karel & Kristoufek, Ladislav & Zilberman, David - Are the crude oil markets really becoming more efficient over time? Some new evidence (RePEc:eee:eneeco:v:82:y:2019:i:c:p:253-263)
by Kristoufek, Ladislav - Bitcoin and its mining on the equilibrium path (RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303834)
by Kristoufek, Ladislav - Is Bitcoin a better safe-haven investment than gold and commodities? (RePEc:eee:finana:v:63:y:2019:i:c:p:322-330)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian - Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003258)
by Kubal, Jan & Kristoufek, Ladislav - Realised volatility connectedness among Bitcoin exchange markets (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310773)
by Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian - Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000726)
by Kristoufek, Ladislav - Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116)
by Kristoufek, Ladislav & Bouri, Elie - Will Bitcoin ever become less volatile? (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005311)
by Kristoufek, Ladislav - Safe havens for Bitcoin (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134)
by Nedved, Martin & Kristoufek, Ladislav - Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures (RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317)
by Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata - Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000166)
by Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie - Does parameterization affect the complexity of agent-based models? (RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356)
by Kukacka, Jiri & Kristoufek, Ladislav - On Hurst exponent estimation under heavy-tailed distributions (RePEc:eee:phsmap:v:389:y:2010:i:18:p:3844-3855)
by Barunik, Jozef & Kristoufek, Ladislav - How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study (RePEc:eee:phsmap:v:391:y:2012:i:17:p:4252-4260)
by Kristoufek, Ladislav - Measuring capital market efficiency: Global and local correlations structure (RePEc:eee:phsmap:v:392:y:2013:i:1:p:184-193)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Mixed-correlated ARFIMA processes for power-law cross-correlations (RePEc:eee:phsmap:v:392:y:2013:i:24:p:6484-6493)
by Kristoufek, Ladislav - Measuring correlations between non-stationary series with DCCA coefficient (RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298)
by Kristoufek, Ladislav - Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series (RePEc:eee:phsmap:v:406:y:2014:i:c:p:169-175)
by Kristoufek, Ladislav - Finite sample properties of power-law cross-correlations estimators (RePEc:eee:phsmap:v:419:y:2015:i:c:p:513-525)
by Kristoufek, Ladislav - On the interplay between short and long term memory in the power-law cross-correlations setting (RePEc:eee:phsmap:v:421:y:2015:i:c:p:218-222)
by Kristoufek, Ladislav - Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components (RePEc:eee:phsmap:v:428:y:2015:i:c:p:194-205)
by Kristoufek, Ladislav - Worldwide clustering of the corruption perception (RePEc:eee:phsmap:v:428:y:2015:i:c:p:351-358)
by Paulus, Michal & Kristoufek, Ladislav - Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (RePEc:eee:phsmap:v:431:y:2015:i:c:p:124-127)
by Kristoufek, Ladislav - Gold, currencies and market efficiency (RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Has global warming modified the relationship between sunspot numbers and global temperatures? (RePEc:eee:phsmap:v:468:y:2017:i:c:p:351-358)
by Kristoufek, Ladislav - What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions (RePEc:eee:phsmap:v:486:y:2017:i:c:p:554-566)
by Ferreira, Paulo & Kristoufek, Ladislav - Does solar activity affect human happiness? (RePEc:eee:phsmap:v:493:y:2018:i:c:p:47-53)
by Kristoufek, Ladislav - On Bitcoin markets (in)efficiency and its evolution (RePEc:eee:phsmap:v:503:y:2018:i:c:p:257-262)
by Kristoufek, Ladislav - Cryptocurrencies market efficiency ranking: Not so straightforward (RePEc:eee:phsmap:v:531:y:2019:i:c:s0378437119304558)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws (RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304856)
by Kristoufek, Ladislav - DCCA and DMCA correlations of cryptocurrency markets (RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168)
by Ferreira, Paulo & Kristoufek, Ladislav & Pereira, Eder Johnson de Area Leão - Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour (RePEc:eee:phsmap:v:550:y:2020:i:c:s037843712030234x)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Kayani, Ghulam Mujtaba & Nasir, Rana Muhammad & Kristoufek, Ladislav - Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union (RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300698)
by Ferreira, Paulo & Kristoufek, Ladislav - Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression (RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037)
by Tilfani, Oussama & Kristoufek, Ladislav & Ferreira, Paulo & El Boukfaoui, My Youssef - Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis (RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006398)
by Inacio, C.M.C. & Kristoufek, L. & David, S.A. - Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164)
by Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian - Correlations between biofuels and related commodities: A taxonomy perspective (RePEc:een:camaaa:2012-29)
by Ladislav Kristoufek & Karel Janda & David zilberman - Mutual Responsiveness of Biofuels, Fuels and Food Prices (RePEc:een:camaaa:2012-38)
by Ladislav Kristoufek & Karel Janda & David Zilberman - Regime-Dependent Topological Properties of Biofuels Networks (RePEc:een:camaaa:2012-49)
by Ladislav Kristoufek & Karel Janda & David Zilberman - Time-Frequency Dynamics of Biofuels-Fuels-Food System (RePEc:een:camaaa:2013-27)
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilbermand - Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA (RePEc:een:camaaa:2015-11)
by Ladislav Kristoufek & Karel Janda & David Zilberman - Foods, fuels or finances: Which prices matter for biofuels? (RePEc:een:camaaa:2016-63)
by Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman - Food versus fuel: An updated and expanded evidence (RePEc:een:camaaa:2017-73)
by Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman - The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management (RePEc:een:camaaa:2019-20)
by Karel Janda & Ladislav Kristoufek - Return and volatility spillovers between Chinese and US clean energy related stocks (RePEc:een:camaaa:2022-17)
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals (RePEc:fau:aucocz:au2010_315)
by Ladislav Krištoufek - Long-term Memory in Electricity Prices: Czech Market Evidence (RePEc:fau:fauart:v:63:y:2013:i:5:p:407-424)
by Ladislav KRISTOUFEK & Petra LUNACKOVA - Classical and modified rescaled range analysis: Sampling properties under heavy tails (RePEc:fau:wpaper:wp2009_26)
by Ladislav Kristoufek - Long-range dependence in returns and volatility of Central European Stock Indices (RePEc:fau:wpaper:wp2010_03)
by Ladislav Kristoufek - Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data (RePEc:fau:wpaper:wp2011_22)
by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek - Modeling the Environmental and Socio-Economic Impacts of Biofuels (RePEc:fau:wpaper:wp2011_33)
by Karel Janda & Ladislav Kristoufek & David Zilberman - Correlations between biofuels and related commodities: A taxonomy perspective (RePEc:fau:wpaper:wp2012_15)
by Ladislav Krištoufek & Karel Janda & David Zilberman - Non-linear price transmission between biofuels, fuels and food commodities (RePEc:fau:wpaper:wp2013_16)
by Ladislav Kristoufek & Karel Janda & David Zilberman - The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic (RePEc:fau:wpaper:wp2014_02)
by Pavla Blahova & Karel Janda & Ladislav Kristoufek - Price elasticity of household water demand in the Czech Republic (RePEc:fau:wpaper:wp2014_38)
by Jana Hortová & Ladislav Kristoufek - Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets (RePEc:fau:wpaper:wp2015_02)
by Ladislav Kristoufek & Petra Lunackova - Foods, Fuels or Finances: Which Prices Matter for Biofuels? (RePEc:fau:wpaper:wp2016_16)
by Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman - Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach (RePEc:fau:wpaper:wp2017_07)
by Ondrej Filip & Karel Janda & Ladislav Kristoufek - Food versus Fuel: An Updated and Expanded Evidence (RePEc:fau:wpaper:wp2017_26)
by Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman - Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence (RePEc:fau:wpaper:wp2018_07)
by Ladislav Kristoufek - The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes (RePEc:fau:wpaper:wp2018_32)
by Karel Janda & Ladislav Kristoufek - Modeling UK Mortgage Demand Using Online Searches (RePEc:fau:wpaper:wp2019_18)
by Jaroslav Pavlicek & Ladislav Kristoufek - Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias (RePEc:fau:wpaper:wp2021_31)
by Weizhi Sun & Ladislav Kristoufek - Price Transmission and Policies in Biofuels-Related Global Networks (RePEc:fau:wpaper:wp2022_05)
by Karel Janda & Ladislav Kristoufek & Barbora Schererova & David Zilberman - On Empirical Challenges in Forecasting Market Betas in Crypto Markets (RePEc:fau:wpaper:wp2022_19)
by Jan Sila & Michael Mark & Ladislav Kristoufek - Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness (RePEc:fau:wpaper:wp2023_24)
by Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka - On Tail Dependence and Multifractality (RePEc:gam:jmathe:v:8:y:2020:i:10:p:1767-:d:427331)
by Krenar Avdulaj & Ladislav Kristoufek - Dynamics and evolution of the role of biofuels in global commodity and financial markets (RePEc:nat:natene:v:1:y:2016:i:12:d:10.1038_nenergy.2016.169)
by Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman - Efficiency, Persistence and Predictability of Central European Stock Markets (RePEc:pal:pmschp:978-0-230-30221-1_5)
by Ladislav Krištoufek - What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (RePEc:plo:pone00:0123923)
by Ladislav Kristoufek - Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries (RePEc:plo:pone00:0127084)
by Jaroslav Pavlicek & Ladislav Kristoufek - Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range (RePEc:pra:mprapa:16424)
by Kristoufek, Ladislav - Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
[Long-term memory and its evolution in returns of PX between 1999 and 2009] (RePEc:pra:mprapa:16435)
by Kristoufek, Ladislav - R/S analysis and DFA: finite sample properties and confidence intervals (RePEc:pra:mprapa:16446)
by Kristoufek, Ladislav - Provazanost trhu potravin, biopaliv a fosilnich paliv
[Interconnections within food, biofuel, and fossil fuel markets] (RePEc:pra:mprapa:43958)
by Chrz, Stepan & Hruby, Zdenek & Janda, Karel & Kristoufek, Ladislav - Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
[Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009] (RePEc:prg:jnlpol:v:2010:y:2010:i:4:id:742:p:471-487)
by Ladislav Krištoufek - Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
[Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy] (RePEc:prg:jnlpol:v:2012:y:2012:i:2:id:838:p:208-221)
by Ladislav Krištoufek & Miloslav Vošvrda - Modelování provázanosti trhů potravin, biopaliv a fosilních paliv
[Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets] (RePEc:prg:jnlpol:v:2014:y:2014:i:1:id:940:p:117-140)
by Štěpán Chrz & Karel Janda & Ladislav Krištoufek - Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů
[Prices of Biofuels and Related Commodities: an Analysis Using Methods of Minimum Span (RePEc:prg:jnlpol:v:2018:y:2018:i:2:id:1185:p:218-239)
by Ondřej Filip & Karel Janda & Ladislav Krištoufek - Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations (RePEc:prg:jnlwps:v:4:y:2022:id:4.001)
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04568-9)
by Elie Bouri & Ladislav Kristoufek & Tanveer Ahmad & Syed Jawad Hussain Shahzad - Regime-dependent topological properties of biofuels networks (RePEc:spr:eurphb:v:86:y:2013:i:2:p:1-12:10.1140/epjb/e2012-30871-9)
by Ladislav Kristoufek & Karel Janda & David Zilberman - Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy (RePEc:spr:eurphb:v:87:y:2014:i:7:p:1-9:10.1140/epjb/e2014-50113-6)
by Ladislav Kristoufek & Miloslav Vosvrda - Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00228-2)
by Syed Jawad Hussain Shahzad & Elie Bouri & Ladislav Kristoufek & Tareq Saeed - On the role of stablecoins in cryptoasset pricing dynamics (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00343-8)
by Ladislav Kristoufek - Fundamental and speculative components of the cryptocurrency pricing dynamics (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7)
by Jiri Kukacka & Ladislav Kristoufek - Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00560-9)
by Elie Bouri & Syed Jawad Hussain Shahzad & Ladislav Kristoufek - Capital asset pricing model in Portugal: Evidence from fractal regressions (RePEc:spr:portec:v:17:y:2018:i:3:d:10.1007_s10258-018-0145-5)
by Ladislav Kristoufek & Paulo Ferreira - Fractal Markets Hypothesis And The Global Financial Crisis: Scaling, Investment Horizons And Liquidity (RePEc:wsi:acsxxx:v:15:y:2012:i:06:n:s0219525912500658)
by Ladislav Kristoufek - Leverage effect in energy futures (RePEc:zbw:fmpwps:17)
by Kristoufek, Ladislav - Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy (RePEc:zbw:fmpwps:18)
by Kristoufek, Ladislav & Vosvrda, Miloslav - What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis (RePEc:zbw:fmpwps:23)
by Kristoufek, Ladislav - Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries (RePEc:zbw:fmpwps:34)
by Pavlicek, Jaroslav & Kristoufek, Ladislav - Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches (RePEc:zbw:fmpwps:35)
by Vakrman, Tomas & Kristoufek, Ladislav - Herding, minority game, market clearing and efficient markets in a simple spin model framework (RePEc:zbw:fmpwps:68)
by Kristoufek, Ladislav & Vošvrda, Miloslav S.