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Ladislav Kristoufek
Ladislav Kristoufek
Charles University; Czech Academy of Sciences
Adresse e-mail validée de fsv.cuni.cz - Page d'accueil
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What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis
L Kristoufek
PloS one 10 (4), e0123923, 2015
12702015
BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era
L Kristoufek
Scientific reports 3 (1), 3415, 2013
11902013
Is Bitcoin a better safe-haven investment than gold and commodities?
SJH Shahzad, E Bouri, D Roubaud, L Kristoufek, B Lucey
International Review of Financial Analysis 63, 322-330, 2019
7112019
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
SJH Shahzad, E Bouri, D Roubaud, L Kristoufek
Economic Modelling 87, 212-224, 2020
4722020
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
E Bouri, SJH Shahzad, D Roubaud, L Kristoufek, B Lucey
The Quarterly Review of Economics and Finance 77, 156-164, 2020
4552020
On Hurst exponent estimation under heavy-tailed distributions
J Barunik, L Kristoufek
Physica A: statistical mechanics and its applications 389 (18), 3844-3855, 2010
3202010
Information interdependence among energy, cryptocurrency and major commodity markets
Q Ji, E Bouri, D Roubaud, L Kristoufek
Energy Economics 81, 1042-1055, 2019
2602019
On Bitcoin markets (in) efficiency and its evolution
L Kristoufek
Physica A: statistical mechanics and its applications 503, 257-262, 2018
2542018
Measuring capital market efficiency: Global and local correlations structure
L Kristoufek, M Vosvrda
Physica A: statistical mechanics and its applications 392 (1), 184-193, 2013
2412013
Measuring correlations between non-stationary series with DCCA coefficient
L Kristoufek
Physica A: Statistical Mechanics and its Applications 402, 291-298, 2014
2342014
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
L Kristoufek
EPL (Europhysics Letters) 95, 68001, 2011
2122011
Commodity futures and market efficiency
L Kristoufek, M Vosvrda
Energy Economics 42, 50-57, 2014
2112014
Can Google Trends search queries contribute to risk diversification?
L Kristoufek
Scientific reports 3 (1), 2713, 2013
1962013
Correlations Between Biofuels and Related Commodities Before and During the Food Crisis: A Taxonomy Perspective
L Kristoufek, K Janda, D Zilberman
1872012
Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series
L Kristoufek
Physica A: Statistical mechanics and its applications 406, 169-175, 2014
1832014
Biofuels: Policies and impacts
K Janda, L Kristoufek, D Zilberman
Agricultural Economics 58 (8), 372, 2012
1492012
Estimating suicide occurrence statistics using Google Trends
L Kristoufek, HS Moat, T Preis
EPJ data science 5, 1-12, 2016
1472016
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy
L Kristoufek, M Vosvrda
The European Physical Journal B 87, 1-9, 2014
1362014
Time–frequency dynamics of biofuel–fuel–food system
L Vacha, K Janda, L Kristoufek, D Zilberman
Energy Economics 40, 233-241, 2013
1342013
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
A Kumar, N Iqbal, SK Mitra, L Kristoufek, E Bouri
Journal of International Financial Markets, Institutions and Money 77, 101523, 2022
1262022
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