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Ladislav Krištoufek
(Ladislav Kristoufek)

Personal Details

First Name:Ladislav
Middle Name:
Last Name:Kristoufek
Suffix:
RePEc Short-ID:pkr148
https://ies.fsv.cuni.cz/en/contacts/institute-members/17152303
Twitter: @lkristoufek
Terminal Degree:2013 Institut ekonomických studií; Univerzita Karlova v Praze (from RePEc Genealogy)

Affiliation

(70%) Institut ekonomických studií
Univerzita Karlova v Praze

Praha, Czech Republic
http://ies.fsv.cuni.cz/
RePEc:edi:icunicz (more details at EDIRC)

(30%) Ústav teorie informace a automatizace (ÚTIA)
Akademie věd České Republiky

Praha, Czech Republic
http://www.utia.cas.cz/
RePEc:edi:utacacz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka, 2023. "Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness," Working Papers IES 2023/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2023.
  2. Jan Sila & Michael Mark & Ladislav Kristoufek, 2022. "On Empirical Challenges in Forecasting Market Betas in Crypto Markets," Working Papers IES 2022/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2022.
  3. Karel Janda & Ladislav Kristoufek & Barbora Schererova & David Zilberman, 2022. "Price Transmission and Policies in Biofuels-Related Global Networks," Working Papers IES 2022/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2022.
  4. Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2022. "Return and volatility spillovers between Chinese and US clean energy related stocks," CAMA Working Papers 2022-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2021. "Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations," FFA Working Papers 4.001, Prague University of Economics and Business, revised 17 Jan 2022.
  6. Weizhi Sun & Ladislav Kristoufek, 2021. "Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias," Working Papers IES 2021/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
  7. Ladislav Kristoufek, 2020. "Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics," Papers 2004.00047, arXiv.org.
  8. Jaroslav Pavlicek & Ladislav Kristoufek, 2019. "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES 2019/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2019.
  9. Karel Janda & Ladislav Kristoufek, 2019. "The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Ladislav Kristoufek, 2018. "Power-law cross-correlations: Issues, solutions and future challenges," Papers 1806.01616, arXiv.org.
  11. Karel Janda & Ladislav Kristoufek, 2018. "The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes," Working Papers IES 2018/32, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2018.
  12. Ladislav Kristoufek, 2018. "Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence," Working Papers IES 2018/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2018.
  13. Ondrej Filip & Karel Janda & Ladislav Kristoufek, 2017. "Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach," Working Papers IES 2017/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2017.
  14. Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2017. "Food versus fuel: An updated and expanded evidence," CAMA Working Papers 2017-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Ladislav Kristoufek, 2016. "Fractal approach towards power-law coherency to measure cross-correlations between time series," Papers 1608.06781, arXiv.org, revised Feb 2017.
  16. Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  17. Ladislav Kristoufek, 2016. "Power-law cross-correlations estimation under heavy tails," Papers 1602.05385, arXiv.org, revised Apr 2016.
  18. Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2016. "Foods, fuels or finances: Which prices matter for biofuels?," CAMA Working Papers 2016-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  19. Pavlicek, Jaroslav & Kristoufek, Ladislav, 2015. "Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries," FinMaP-Working Papers 34, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  20. Ladislav Kristoufek, 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," Papers 1502.00225, arXiv.org.
  21. Vakrman, Tomas & Kristoufek, Ladislav, 2015. "Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches," FinMaP-Working Papers 35, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  22. Ladislav Kristoufek & Karel Janda & David Zilberman, 2015. "Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA," CAMA Working Papers 2015-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  23. Michal Paulus & Ladislav Kristoufek, 2015. "Worldwide clustering of the corruption perception," Papers 1502.00104, arXiv.org.
  24. Ladislav Kristoufek & Miloslav Vosvrda, 2015. "Gold, currencies and market efficiency," Papers 1510.08615, arXiv.org.
  25. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
  26. Ladislav Kristoufek, 2014. "Leverage effect in energy futures," Papers 1403.0064, arXiv.org.
  27. Ladislav Kristoufek, 2014. "Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales," Papers 1411.0496, arXiv.org, revised Jan 2015.
  28. Ladislav Kristoufek & Petra Lunackova, 2014. "Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets," Papers 1407.5466, arXiv.org.
  29. Jaroslav Pavlicek & Ladislav Kristoufek, 2014. "Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries?," Papers 1408.6639, arXiv.org.
  30. Pavla Blahova & Karel Janda & Ladislav Kristoufek, 2014. "The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic," Working Papers IES 2014/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
  31. Jana Hortová & Ladislav Kristoufek, 2014. "Price elasticity of household water demand in the Czech Republic," Working Papers IES 2014/38, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2014.
  32. Ladislav Kristoufek, 2014. "What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis," Papers 1406.0268, arXiv.org.
  33. Ladislav Kristoufek, 2014. "On the interplay between short and long term memory in the power-law cross-correlations setting," Papers 1409.6444, arXiv.org, revised Dec 2014.
  34. Ladislav Kristoufek, 2014. "Finite sample properties of power-law cross-correlations estimators," Papers 1409.6857, arXiv.org.
  35. Ladislav Kristoufek, 2013. "Testing power-law cross-correlations: Rescaled covariance test," Papers 1307.4727, arXiv.org, revised Aug 2013.
  36. Chrz, Stepan & Hruby, Zdenek & Janda, Karel & Kristoufek, Ladislav, 2013. "Provazanost trhu potravin, biopaliv a fosilnich paliv [Interconnections within food, biofuel, and fossil fuel markets]," MPRA Paper 43958, University Library of Munich, Germany.
  37. Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Commodity futures and market efficiency," Papers 1309.1492, arXiv.org.
  38. Ladislav Kristoufek & Petra Lunackova, 2013. "Long-term memory in electricity prices: Czech market evidence," Papers 1309.0582, arXiv.org.
  39. Ladislav Kristoufek, 2013. "Measuring correlations between non-stationary series with DCCA coefficient," Papers 1310.3984, arXiv.org.
  40. Ladislav Kristoufek, 2013. "Can Google Trends search queries contribute to risk diversification?," Papers 1310.1444, arXiv.org.
  41. Ladislav Kristoufek, 2013. "Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series," Papers 1311.0657, arXiv.org.
  42. Ladislav Kristoufek, 2013. "Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence," Papers 1310.1446, arXiv.org.
  43. Ladislav Kristoufek & Jiri Skuhrovec, 2013. "Exponential and power laws in public procurement markets," Papers 1309.0218, arXiv.org.
  44. Ladislav Kristoufek & Karel Janda & David Zilberman, 2013. "Non-linear Price Transmission between Biofuels, Fuels and Food Commodities," CERGE-EI Working Papers wp481, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  45. Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy," Papers 1307.3060, arXiv.org, revised May 2014.
  46. Ladislav Kristoufek, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Papers 1307.6046, arXiv.org, revised Aug 2013.
  47. Ladislav Kristoufek & Karel Janda & David zilberman, 2012. "Correlations between biofuels and related commodities: A taxonomy perspective," CAMA Working Papers 2012-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  48. Kristoufek, Ladislav & Janda, Karel & Zilberman, David, 2012. "Relationship Between Prices of Food, Fuel and Biofuel," 131st Seminar, September 18-19, 2012, Prague, Czech Republic 135793, European Association of Agricultural Economists.
  49. Ladislav Kristoufek & Karel Janda & David Zilberman, 2012. "Mutual Responsiveness of Biofuels, Fuels and Food Prices," CAMA Working Papers 2012-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  50. Ladislav Kristoufek & Miloslav Vosvrda, 2012. "Measuring capital market efficiency: Global and local correlations structure," Papers 1208.1298, arXiv.org.
  51. Ladislav Kristoufek, 2012. "Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations," Papers 1201.3473, arXiv.org, revised Jan 2012.
  52. Ladislav Kristoufek, 2012. "How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study," Papers 1201.3511, arXiv.org.
  53. Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman, 2012. "Time-Frequency Dynamics of Biofuels-Fuels-Food System," Papers 1209.0900, arXiv.org.
  54. Ladislav Kristoufek, 2012. "Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity," Papers 1203.4979, arXiv.org.
  55. Jozef Barunik & Ladislav Kristoufek, 2012. "On Hurst exponent estimation under heavy-tailed distributions," Papers 1201.4786, arXiv.org.
  56. Ladislav Kristoufek & Karel Janda & David Zilberman, 2012. "Regime-Dependent Topological Properties of Biofuels Networks," CAMA Working Papers 2012-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  57. Jozef Barunik & Lukas Vacha & Ladislav Krištoufek, 2011. "Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data," Working Papers IES 2011/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2011.
  58. Karel Janda & Ladislav Kristoufek & David Zilberman, 2011. "Modeling the Environmental and Socio-Economic Impacts of Biofuels," Working Papers IES 2011/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2011.
  59. Ladislav Kristoufek, 2010. "Long-range dependence in returns and volatility of Central European Stock Indices," Working Papers IES 2010/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2010.
  60. Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany.
  61. Ladislav Kristoufek, 2009. "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES 2009/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2009.
  62. Kristoufek, Ladislav, 2009. "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper 16446, University Library of Munich, Germany.
  63. Kristoufek, Ladislav, 2009. "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]," MPRA Paper 16435, University Library of Munich, Germany.
  64. Janda, Karel & Kristoufek, Ladislav & Zilberman, David, "undated". "Biofuels: review of policies and impacts," CUDARE Working Papers 120415, University of California, Berkeley, Department of Agricultural and Resource Economics.

Articles

  1. Elie Bouri & Ladislav Kristoufek & Tanveer Ahmad & Syed Jawad Hussain Shahzad, 2024. "Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies," Annals of Operations Research, Springer, vol. 334(1), pages 547-573, March.
  2. Kristoufek, Ladislav & Bouri, Elie, 2023. "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, vol. 51(C).
  3. Nedved, Martin & Kristoufek, Ladislav, 2023. "Safe havens for Bitcoin," Finance Research Letters, Elsevier, vol. 51(C).
  4. Inacio, C.M.C. & Kristoufek, L. & David, S.A., 2023. "Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
  5. Jiri Kukacka & Ladislav Kristoufek, 2023. "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
  6. Elie Bouri & Syed Jawad Hussain Shahzad & Ladislav Kristoufek, 2023. "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," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-4, December.
  7. Kristoufek, Ladislav, 2023. "Will Bitcoin ever become less volatile?," Finance Research Letters, Elsevier, vol. 51(C).
  8. Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022. "Return and volatility spillovers between Chinese and U.S. clean energy related stocks," Energy Economics, Elsevier, vol. 108(C).
  9. Tilfani, Oussama & Kristoufek, Ladislav & Ferreira, Paulo & El Boukfaoui, My Youssef, 2022. "Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
  10. Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie, 2022. "Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  11. Ladislav Kristoufek, 2022. "On the role of stablecoins in cryptoasset pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-26, December.
  12. Kubal, Jan & Kristoufek, Ladislav, 2022. "Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system," International Review of Financial Analysis, Elsevier, vol. 84(C).
  13. Karel Janda & Ladislav Krištoufek & Barbora Schererová & David Zilberman, 2021. "Price transmission in biofuel-related global agricultural networks," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 67(10), pages 399-408.
  14. Syed Jawad Hussain Shahzad & Elie Bouri & Ladislav Kristoufek & Tareq Saeed, 2021. "Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-23, December.
  15. Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian, 2021. "Realised volatility connectedness among Bitcoin exchange markets," Finance Research Letters, Elsevier, vol. 38(C).
  16. Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
  17. Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata, 2021. "Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  18. Kristoufek, Ladislav, 2021. "Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets," Finance Research Letters, Elsevier, vol. 43(C).
  19. Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2020. "Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin," Economic Modelling, Elsevier, vol. 87(C), pages 212-224.
  20. Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020. "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 156-164.
  21. Ferreira, Paulo & Kristoufek, Ladislav & Pereira, Eder Johnson de Area Leão, 2020. "DCCA and DMCA correlations of cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
  22. Krenar Avdulaj & Ladislav Kristoufek, 2020. "On Tail Dependence and Multifractality," Mathematics, MDPI, vol. 8(10), pages 1-13, October.
  23. Shahzad, Syed Jawad Hussain & Bouri, Elie & Kayani, Ghulam Mujtaba & Nasir, Rana Muhammad & Kristoufek, Ladislav, 2020. "Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
  24. Kristoufek, Ladislav, 2020. "Bitcoin and its mining on the equilibrium path," Energy Economics, Elsevier, vol. 85(C).
  25. Ferreira, Paulo & Kristoufek, Ladislav, 2020. "Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
  26. Kukacka, Jiri & Kristoufek, Ladislav, 2020. "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  27. Kristoufek, Ladislav, 2019. "Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
  28. Kristoufek, Ladislav & Vosvrda, Miloslav, 2019. "Cryptocurrencies market efficiency ranking: Not so straightforward," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
  29. Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
  30. Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019. "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 322-330.
  31. Filip, Ondrej & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2019. "Food versus fuel: An updated and expanded evidence," Energy Economics, Elsevier, vol. 82(C), pages 152-166.
  32. Karel Janda & Ladislav Krištoufek, 2019. "The Relationship Between Fuel and Food Prices: Methods and Outcomes," Annual Review of Resource Economics, Annual Reviews, vol. 11(1), pages 195-216, October.
  33. Kristoufek, Ladislav, 2019. "Are the crude oil markets really becoming more efficient over time? Some new evidence," Energy Economics, Elsevier, vol. 82(C), pages 253-263.
  34. Ladislav Kristoufek & Paulo Ferreira, 2018. "Capital asset pricing model in Portugal: Evidence from fractal regressions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 173-183, November.
  35. Kristoufek, Ladislav, 2018. "On Bitcoin markets (in)efficiency and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 257-262.
  36. Ondřej Filip & Karel Janda & Ladislav Krištoufek, 2018. "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," Politická ekonomie, Prague University of Economics and Business, vol. 2018(2), pages 218-239.
  37. Kristoufek, Ladislav, 2018. "Does solar activity affect human happiness?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 47-53.
  38. Kristoufek, Ladislav, 2018. "Fractality in market risk structure: Dow Jones Industrial components case," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 69-75.
  39. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "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, Elsevier, vol. 486(C), pages 554-566.
  40. Kristoufek, Ladislav, 2017. "Has global warming modified the relationship between sunspot numbers and global temperatures?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 351-358.
  41. Kristoufek, Ladislav & Vosvrda, Miloslav, 2016. "Gold, currencies and market efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 27-34.
  42. Ondrej Filip & Karel Janda & Ladislav Kristoufek & David Zilberman, 2016. "Dynamics and evolution of the role of biofuels in global commodity and financial markets," Nature Energy, Nature, vol. 1(12), pages 1-9, December.
  43. Kristoufek, Ladislav & Lunackova, Petra, 2015. "Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets," Energy Economics, Elsevier, vol. 49(C), pages 1-8.
  44. Kristoufek, Ladislav, 2015. "Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 431(C), pages 124-127.
  45. Kristoufek, Ladislav, 2015. "On the interplay between short and long term memory in the power-law cross-correlations setting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 218-222.
  46. Ladislav Kristoufek, 2015. "What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-15, April.
  47. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
  48. Jaroslav Pavlicek & Ladislav Kristoufek, 2015. "Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-11, May.
  49. Paulus, Michal & Kristoufek, Ladislav, 2015. "Worldwide clustering of the corruption perception," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 351-358.
  50. Kristoufek, Ladislav, 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," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 194-205.
  51. Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," Energy Economics, Elsevier, vol. 45(C), pages 1-9.
  52. Kristoufek, Ladislav, 2014. "Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 169-175.
  53. Štěpán Chrz & Karel Janda & Ladislav Krištoufek, 2014. "Modelování provázanosti trhů potravin, biopaliv a fosilních paliv [Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 117-140.
  54. Ladislav Kristoufek & Miloslav Vosvrda, 2014. "Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(7), pages 1-9, July.
  55. Kristoufek, Ladislav & Vosvrda, Miloslav, 2014. "Commodity futures and market efficiency," Energy Economics, Elsevier, vol. 42(C), pages 50-57.
  56. Kristoufek, Ladislav, 2014. "Measuring correlations between non-stationary series with DCCA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 402(C), pages 291-298.
  57. Pavla BLAHOVA & Karel JANDA & Ladislav KRISTOUFEK, 2014. "The perspectives for genetically modified cellulosic biofuels in the Central European conditions," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(6), pages 247-259.
  58. Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2013. "Time–frequency dynamics of biofuel–fuel–food system," Energy Economics, Elsevier, vol. 40(C), pages 233-241.
  59. Kristoufek, Ladislav, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6484-6493.
  60. Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013. "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 407-424, November.
  61. Kristoufek, Ladislav & Vosvrda, Miloslav, 2013. "Measuring capital market efficiency: Global and local correlations structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 184-193.
  62. Ladislav Kristoufek & Karel Janda & David Zilberman, 2013. "Regime-dependent topological properties of biofuels networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 86(2), pages 1-12, February.
  63. Kristoufek, Ladislav & Janda, Karel & Zilberman, David, 2012. "Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective," Energy Economics, Elsevier, vol. 34(5), pages 1380-1391.
  64. Ladislav Kristoufek, 2012. "Fractal Markets Hypothesis And The Global Financial Crisis: Scaling, Investment Horizons And Liquidity," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 1-13.
  65. Kristoufek, Ladislav, 2012. "How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(17), pages 4252-4260.
  66. Ladislav Krištoufek & Miloslav Vošvrda, 2012. "Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie [Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(2), pages 208-221.
  67. Karel Janda & Ladislav Kristoufek & David Zilberman, 2012. "Biofuels: policies and impacts," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(8), pages 372-386.
  68. Barunik, Jozef & Kristoufek, Ladislav, 2010. "On Hurst exponent estimation under heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3844-3855.
  69. Ladislav Krištoufek, 2010. "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]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 471-487.
  70. Ladislav Krištoufek, 2010. "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 315-329, November.
  71. Kristoufek, Ladislav, 2010. "On spurious anti-persistence in the US stock indices," Chaos, Solitons & Fractals, Elsevier, vol. 43(1), pages 68-78.
    RePEc:czx:journl:v:17:y:2010:i:27:id:170 is not listed on IDEAS

Chapters

  1. Ladislav Krištoufek, 2010. "Efficiency, Persistence and Predictability of Central European Stock Markets," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Roman Matousek (ed.), Money, Banking and Financial Markets in Central and Eastern Europe, chapter 5, pages 98-118, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. h-index
  11. Number of Abstract Views in RePEc Services over the past 12 months
  12. Number of Downloads through RePEc Services over the past 12 months
  13. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  14. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  15. Euclidian citation score
  16. Betweenness measure in co-authorship network
  17. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 64 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (23) 2011-11-07 2012-03-28 2012-09-09 2013-02-03 2013-05-19 2013-09-13 2013-11-16 2014-03-15 2014-07-28 2014-11-28 2015-02-11 2015-04-11 2016-08-14 2016-10-16 2017-07-30 2017-11-26 2018-01-29 2018-05-14 2018-08-20 2018-11-12 2022-02-28 2022-03-07 2022-03-28. Author is listed
  2. NEP-AGR: Agricultural Economics (19) 2011-11-07 2012-03-28 2012-06-25 2012-07-08 2012-09-09 2012-11-24 2013-05-19 2013-05-24 2013-09-28 2013-11-16 2014-05-17 2015-04-11 2016-10-16 2017-07-30 2017-11-26 2018-01-29 2018-11-12 2019-02-25 2022-03-28. Author is listed
  3. NEP-ECM: Econometrics (15) 2009-08-02 2009-08-02 2009-11-21 2012-01-25 2012-02-08 2013-07-20 2013-07-28 2013-10-25 2013-11-09 2014-09-05 2014-10-13 2014-11-22 2016-03-06 2016-08-28 2018-07-09. Author is listed
  4. NEP-ETS: Econometric Time Series (9) 2012-01-25 2012-02-08 2013-07-28 2013-10-25 2013-11-09 2014-09-05 2014-10-13 2016-03-06 2016-08-28. Author is listed
  5. NEP-TRA: Transition Economics (7) 2010-02-27 2013-09-06 2013-09-13 2014-05-17 2014-09-05 2015-01-31 2015-04-11. Author is listed
  6. NEP-ENV: Environmental Economics (6) 2011-11-07 2012-03-28 2014-05-17 2018-08-20 2022-02-28 2022-03-07. Author is listed
  7. NEP-RMG: Risk Management (6) 2013-10-11 2020-04-13 2022-02-28 2022-03-07 2022-09-12 2023-08-28. Author is listed
  8. NEP-FMK: Financial Markets (5) 2013-07-15 2013-10-11 2014-12-19 2015-04-11 2022-02-28. Author is listed
  9. NEP-PAY: Payment Systems and Financial Technology (4) 2020-04-13 2021-10-04 2022-09-12 2023-08-28
  10. NEP-FOR: Forecasting (3) 2013-10-11 2014-09-05 2019-12-09
  11. NEP-MAC: Macroeconomics (3) 2015-04-11 2015-04-11 2019-12-09
  12. NEP-MON: Monetary Economics (3) 2014-06-07 2015-11-01 2023-08-28
  13. NEP-COM: Industrial Competition (2) 2014-07-28 2015-02-11
  14. NEP-HME: Heterodox Microeconomics (2) 2012-04-03 2018-07-09
  15. NEP-ORE: Operations Research (2) 2019-12-09 2022-03-07
  16. NEP-BIG: Big Data (1) 2019-12-09
  17. NEP-CMP: Computational Economics (1) 2017-07-23
  18. NEP-CNA: China (1) 2022-02-28
  19. NEP-CWA: Central and Western Asia (1) 2021-10-04
  20. NEP-EEC: European Economics (1) 2015-04-11
  21. NEP-FDG: Financial Development and Growth (1) 2023-08-28
  22. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  23. NEP-MST: Market Microstructure (1) 2012-02-08
  24. NEP-REG: Regulation (1) 2013-09-13
  25. NEP-UPT: Utility Models and Prospect Theory (1) 2019-12-09

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