Články v impaktovaných časopisech
2023 Fundamental and speculative components of the cryptocurrency pricing dynamics, Financial Innovation, 9 (61), pp. 1-23, DOI
2023 Kristoufek, L. & Bouri, E.: Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges, Finance Research Letters 51:103332 PDF
2023 Kristoufek, L.: Will Bitcoin ever become less volatile?, Finance Research Letters 51:103353 PDF
2023 Nedved, M. & Kristoufek, L.: Safe havens for Bitcoin, Finance Research Letters 51:103436 PDF
2022 Bouri, E. & Kristoufek, L. & Ahmad, T. & Shahzad, S.J.H.: Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies, (online) Annals of Operations Research PDF
2022 Bouri, E. & Kristoufek, L. & Azoury, N.: Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain, PLOS ONE 17(11): e0277924 PDF
2022 Janda, K. & Kristoufek, L. & Zhang, B.: Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks, Energy Economics 108:105911 PDF
2022 Kristoufek, L.: On the role of stablecoins in cryptoasset pricing dynamics, Financial Innovation 8:37 SSRN PDF
2022 Kubal, J. & Kristoufek, L.: Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system, International Review of Financial Analysis 84:102375 PDF
2022 Kumar, A. & Kumar Mitra, S. & Bouri, E. & Kristoufek, L.: Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak, Journal of International Financial Markets, Institutions & Money 77:101523 PDF
2022 Tilfani, O. & Kristoufek, L. & Ferreira, P. & El Boukfaoui, M.Y.: Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression, Physica A: Statistical Mechanics and its Applications 588:126530 PDF
2021 Assaf, A. & Kristoufek, L & Demir, E. & Mitra, S.K..: Market Efficiency in the Art Markets Using a Combination of Long Memory, Fractal Dimension, and Approximate Entropy Measures, Journal of International Financial Markets, Institutions & Money 71:101312 PDF
2021 Does parameterization affect the complexity of agent-based models?, Journal of Economic Behavior & Organization, 192, pp. 324-356, DOI
2021 Kristoufek, L.: Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets, Finance Research Letters 43:101991 PDF
2021 Shahzad, S.J.H. & Bouri, E. & Kristoufek, L. & Saeed, T.: Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers, Financial Innovation 7:14 PDF
2020 Avdulaj, K. & Kristoufek, L.: On tail dependence and multifractality, Mathematics 8(10):1767 PDF
2020 Bouri, E. & Shahzad, S.J.H. & Roubaud, D. & Kristoufek, L. & Lucey, B.: Bitcoin, gold, and commodities as safe-havens for stock indices: New insight through wavelet analysis, Quarterly Review of Economics and Finance 77, pp. 156-164 PDF
2020 Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality, Journal of Economic Dynamics and Control, 113, 103855, DOI
2020 Ferreira, P. & Kristoufek, L. & Pereira, E.: DCCA and DMCA correlations of cryptocurrency markets, Physica A: Statistical Mechanics and Its Applications 545:123803 PDF
2020 Ferreira, P. & Kristoufek, L.: Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union, Physica A: Statistical Mechanics and Its Applications 553:124257 PDF
2020 Fil, M. & Kristoufek, L.: Pairs Trading in Cryptocurrency Markets, IEEE Access 8, pp. 172644-172651 PDF
2020 Kristoufek, L.: Bitcoin and its mining on the equilibrium path, Energy Economics 85, art. 104588 PDF
2020 Kristoufek, L.: Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic, Frontiers in Physics 8:296 arXiv PDF
2020 Shahzad, S.J.H. & Bouri, E. & Kayani, G.M. & Nasir, R.M. & Kristoufek, L. Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour, Physica A: Statistical Mechanics and Its Applications 550:124519 PDF
2019 Filip, O. & Janda, K. & Kristoufek, L. & Zilberman, D.: Food versus fuel: An updated and expanded evidence, Energy Economics 82, pp. 152-166 PDF
2019 Janda, K. & Kristoufek, L.: The Relationship Between Fuel and Food Prices: Methods and Outcomes, Annual Review of Resource Economics 11, pp. 195-216 PDF
2019 Ji, Q. & Bouri, E. & Kristoufek, L. & Lucey, B.: Realised volatility connectedness among Bitcoin exchange markets, Finance Research Letters 38:101391 PDF
2019 Ji, Q. & Bouri, E. & Roubaud, D. & Kristoufek, L.: Information interdependence among energy, cryptocurrencies and major commodity markets, Energy Economics 81, pp. 1042-1055 PDF
2019 Kristoufek, L. & Vosvrda, M.: Cryptocurrencies market efficiency ranking: Not so straightforward, Physica A: Statistical Mechanics and its Applications 531:120853 PDF
2019 Kristoufek, L.: Are the crude oil markets really becoming more efficient over time? Some new evidence, Energy Economics 82, pp. 253-263 PDF
2019 Kristoufek, L.: Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws, Physica A: Statistical Mechanics and Its Applications 536, art. 120873 PDF
2019 Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L. & Lucey, B.: Is Bitcoin a better safe-haven investment than gold and commodities?, International Review of Financial Analysis 63, pp. 322-330 PDF
2019 Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L.: Hedging assets for G7 stock markets: Gold versus Bitcoin, (forthcoming) Economic Modelling PDF
2019 Tejkalova, A.N. & Kristoufek, L.: Anything Can Happen in Women’s Tennis, or Can It? An Empirical Investigation into Bias in Sports Journalism, (forthcoming) Communication and Sport PDF
2018 Filip, O. & Janda, K. & Kristoufek, L.: Ceny biopaliv a souvisejících komodit: propojení ekonomie a teorie grafů, Politická ekonomie 66 (2), pp. 218-239
2018 Kristoufek, L. & Ferreira, P.: Capital asset pricing model in Portugal: Evidence from fractal regressions, Portuguese Economic Journal 17 (3) pp. 173–183 PDF
2018 Kristoufek, L. & Vosvrda, M.: Herding, minority game, market clearing and efficient markets in a simple spin model framework, Communications in Nonlinear Science and Numerical Simulations 54, pp. 148-155 FinMaP WP PDF
2018 Kristoufek, L.: Does solar activity affect human happiness?, Physica A: Statistical Mechanics and Its Applications 493, pp. 47-53 PDF
2018 Kristoufek, L.: Fractality in market risk structure: Dow Jones Industrial components case, Chaos Solitons Fractals 110, pp. 69-75 PDF
2018 Kristoufek, L.: On Bitcoin markets (in)efficiency and its evolution, Physica A: Statistical Mechanics and Its Applications 503, pp. 257-262 PDF
2017 Ferreira, P. & Kristoufek, L.: What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions, Physica A: Statistical Mechanics and Its Applications 486, pp. 554-566 PDF
2017 Kristoufek, L.: Fractal approach towards power-law coherency to measure cross-correlations between time series, Communications in Nonlinear Science and Numerical Simulation 50, pp. 193-200 arXiv PDF
2017 Kristoufek, L.: Has global warming modified the relationship between sunspot numbers and global temperatures?, Physica A: Statistical Mechanics and Its Applications 468, pp. 351-358 arXiv PDF
2016 Filip, O. & Janda, K. & Kristoufek, L. & Zilberman, D.: Dynamics and evolution of the role of biofuels in global commodity and financial markets, Nature Energy 1:16169 PDF
2016 Kristoufek, L. & Janda, K. & Zilberman, D.: Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA, GCB Bioenergy 8 (2), pp. 346-356 PDF
2016 Kristoufek, L. & Moat, H.S. & Preis, T.: Estimating suicide occurrence statistics using Google Trends, EPJ Data Science 5:32 PDF
2016 Kristoufek, L. & Vosvrda, M.: Gold, currencies and market efficiency, Physica A: Statistical Mechanics and Its Applications 449, pp. 27-34 arXiv PDF
2016 Kristoufek, L.: Power-law cross-correlations estimation under heavy tails, Communications in Nonlinear Science and Numerical Simulation 40, pp. 163-172 arXiv PDF
2016 Kristoufek, L.: Scaling of dependence between foreign exchange rates and stock markets in Central Europe, Acta Physica Polonica A 129(5), pp. 908-912 PDF
2015 Kristoufek, L. & Lunackova, P.: Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets, Energy Economics 49, pp. 1-8 arXiv PDF
2015 Kristoufek, L.: Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?, Physica A: Statistical Mechanics and Its Applications 431, pp. 124-127 arXiv PDF
2015 Kristoufek, L.: Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales, Physical Review E 91, art. 022802 arXiv PDF
2015 Kristoufek, L.: Finite sample properties of power-law cross-correlations estimators, Physica A: Statistical Mechanics and Its Applications 419, pp. 513-525 PDF arXiv
2015 Kristoufek, L.: On the interplay between short- and long-term memory in the power-law cross-correlations setting, Physica A: Statistical Mechanics and Its Applications 421, pp. 218-222 arXiv PDF
2015 Kristoufek, L.: Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components, Physica A: Statistical Mechanics and Its Applications 428, pp. 194-205 arXiv PDF
2015 Kristoufek, L.: What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis, PLoS ONE 10(4): e0123923 PDF
2015 Paulus, M. & Kristoufek, L.: Worldwide clustering of the corruption perception, Physica A: Statistical Mechanics and Its Applications 421, pp. 351-358 arXiv PDF
2015 Pavlicek, J. & Kristoufek, L.: Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries, PLoS ONE 10(5): e0127084 arXiv PDF
2015 Vakrman, T. & Kristoufek, L.: Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches, SpringerPlus 4:84 PDF
2014 Blahova, P. & Janda, K. & Kristoufek, L.: The Perspectives for Genetically Modified Cellulosic Biofuels in the Central European Conditions, Agricultural Economics (Zemedelska Ekonomika) 60 (6), pp. 247-259 PDF
2014 Chrz, S. & Janda, K. & Kristoufek, L.: Provázanost trhu potravin, biopaliv a fosilních paliv, Politická ekonomie 62(1), pp. 117-140 MPRA PDF
2014 Kristoufek, L. & Janda, K. & Zilberman, D.: Price transmission between biofuels, fuels and food commodities, Biofuels Bioproducts & Biorefining 8 (3), pp. 362-373 PDF
2014 Kristoufek, L. & Vosvrda, M.: Commodity futures and market efficiency, Energy Economics 42, pp. 50-57 arXiv PDF
2014 Kristoufek, L. & Vosvrda, M.: Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy, European Physical Journal B 87, art. 162 PDF arXiv
2014 Kristoufek, L.: Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series, Physica A: Statistical Mechanics and Its Applications 406, pp. 169-175 PDF arXiv
2014 Kristoufek, L.: Leverage effect in energy futures, Energy Economics 45, pp. 1-9 arXiv PDF
2014 Kristoufek, L.: Measuring correlations between non-stationary series with DCCA coefficient, Physica A: Statistical Mechanics and Its Applications 402, pp. 291-298 PDF arXiv
2014 Kristoufek, L.: Spectrum-based estimators of the bivariate Hurst exponent, Physical Review E 90, art. 062802 arXiv PDF
2013 Kristoufek, L. & Janda, K. & Zilberman, D.: Regime-dependent topological properties of biofuels networks, European Physical Journal B 86, art. 40 PDF
2013 Kristoufek, L. & Lunackova, P.: Long-term memory in electricity prices: Czech market evidence, Czech Journal of Economics and Finance 63(5), pp. 407-424 arXiv PDF
2013 Kristoufek, L. & Vosvrda, M.: Measuring capital market efficiency: Global and local correlations structure, Physica A: Statistical Mechanics and its Applications 392(1), pp. 184-193 arXiv PDF
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