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List of works by Ladislav Krištoufek

A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling

scientific article published in October 2024

Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour

scientific article published in July 2020

Are the crude oil markets really becoming more efficient over time? Some new evidence

scholarly article published in August 2019

Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis

scientific article published in 2023

BitCoin meets Google Trends and Wikipedia: quantifying the relationship between phenomena of the Internet era ⬇️

scientific article

Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain

scientific article published on 22 November 2022

Bitcoin and its mining on the equilibrium path ⬇️

scholarly article

Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

scientific article published in August 2020

Can Google Trends search queries contribute to risk diversification?

scientific article

Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?

scientific article published in August 2015

Capital asset pricing model in Portugal: Evidence from fractal regressions

scholarly article published on 18 April 2018

Commodity futures and market efficiency

scientific article published in March 2014

Comovements of ethanol‐related prices: evidence from Brazil and the <scp>USA</scp>

scientific article published on 8 June 2015

Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak

scientific article published in March 2022

Cryptocurrencies market efficiency ranking: Not so straightforward

scholarly article

DCCA and DMCA correlations of cryptocurrency markets

scientific article published in May 2020

Detrended fluctuation analysis as a regression framework: estimating dependence at different scales ⬇️

scientific article published on 2 February 2015

Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series

scientific article published in July 2014

Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality

scientific article published in April 2020

Dynamics and evolution of the role of biofuels in global commodity and financial markets

scientific article published on 7 November 2016

Estimating suicide occurrence statistics using Google Trends

article

Finite sample properties of power-law cross-correlations estimators

scientific article published in February 2015

Food versus fuel: An updated and expanded evidence

scientific article published in August 2019

Fractal approach towards power-law coherency to measure cross-correlations between time series

scientific article published in September 2017

Fractal markets hypothesis and the global financial crisis: wavelet power evidence

scientific article published on 4 October 2013

Fractality in market risk structure: Dow Jones Industrial components case

scientific article published in May 2018

Gold, currencies and market efficiency

scientific article published in May 2016

Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic

scientific article published on 31 July 2020

Has global warming modified the relationship between sunspot numbers and global temperatures?

scientific article published in February 2017

Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers

scientific article published on 2 March 2021

Information interdependence among energy, cryptocurrency and major commodity markets

scientific article published in June 2019

Is Bitcoin a better safe-haven investment than gold and commodities?

scholarly article

Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws

scholarly article

Leverage effect in energy futures

scientific article published in September 2014

Measuring capital market efficiency: Global and local correlations structure

scientific article published in January 2013

Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy

scientific article published in July 2014

Measuring correlations between non-stationary series with DCCA coefficient

scientific article published in May 2014

Nowcasting unemployment rates with Google searches: evidence from the Visegrad Group countries ⬇️

scientific article

On Bitcoin markets (in)efficiency and its evolution

scholarly article published in August 2018

On the interplay between short and long term memory in the power-law cross-correlations setting

scientific article published in March 2015

On the role of stablecoins in cryptoasset pricing dynamics

scientific article published on 17 April 2022

Pairs Trading in Cryptocurrency Markets

scientific article published in January 2020

Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components

scientific article published in June 2015

Power-law cross-correlations estimation under heavy tails

scientific article published in November 2016

Price transmission between biofuels, fuels, and food commodities

scientific article published on 17 December 2013

Realised volatility connectedness among Bitcoin exchange markets

scientific article published in January 2021

Return and volatility spillovers between Chinese and U.S. clean energy related stocks

scientific article published in April 2022

Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets

scientific article published in May 2015

Safe Haven, Hedge and Diversification for G7 Stock Markets: Gold Versus Bitcoin ⬇️

journal article from 'Economic Modelling' published in 2019

Safe havens for Bitcoin

scientific article published in January 2023

Spectrum-based estimators of the bivariate Hurst exponent. ⬇️

scientific article published on 2 December 2014

Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets

scientific article published in November 2021

The Relationship between Fuel and Food Prices: Methods, Outcomes, and Lessons for Commodity Price Risk Management

scholarly article

Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches

scientific article published on 14 February 2015

What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis ⬇️

scientific article

What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions

scientific article published in November 2017

Worldwide clustering of the corruption perception

scientific article published in June 2015

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