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Ladislav Kristoufek

Ladislav Kristoufek

D-Index & Metrics

Economics and Finance

D-Index
46
Citations
10412
World Ranking
1651
National Ranking
1

Overview

Ladislav Kristoufek is affiliated with Charles University in the Czech Republic and has contributed extensively to research in the fields of economics, econometrics, finance, and computer science. Their work spans several subfields including economics and econometrics, information systems, finance, condensed matter physics, and general economics, econometrics, and finance.

Their research covers a variety of main topics, notably market dynamics and volatility, complex systems and time series analysis, blockchain technology applications and security, financial risk and volatility modeling, energy, environment, economic growth, financial markets and investment strategies, as well as theoretical and computational physics.

Frequent publication venues for Kristoufek's work include the SSRN Electronic Journal, Physica A Statistical Mechanics and its Applications, Financial Innovation, Finance Research Letters, and the Journal of International Financial Markets Institutions and Money.

Their recent papers include:

  • Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020), published in The Quarterly Review of Economics and Finance
  • Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022), published in Journal of International Financial Markets Institutions and Money
  • Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers (2021), published in Financial Innovation
  • Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic (2020), published in Frontiers in Physics
  • Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets (2021), published in Finance Research Letters

Kristoufek collaborates frequently with several co-authors, including Elie Bouri, Jiří Kukačka, Jan Šíla, Syed Jawad Hussain Shahzad, and Sérgio Adriani David. The collaborations reflect consistent engagement with researchers contributing similarly to economics and finance topics.

This researcher's work integrates cross-disciplinary approaches within economics, econometrics, finance, and computer science, addressing complex financial phenomena through quantitative and computational methods. The focus on cryptocurrency, market dynamics, and volatility underscores the adaptation to current financial trends and emerging technologies.

Best Publications

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

    Ladislav Kristoufek

  • BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era

    Ladislav Kristoufek;Ladislav Kristoufek

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

    Syed Jawad Hussain Shahzad;Elie Bouri;David Roubaud;Ladislav Kristoufek;Ladislav Kristoufek

  • Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

    Syed Jawad Hussain Shahzad;Elie Bouri;David Roubaud;Ladislav Kristoufek

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

    Elie Bouri;Syed Jawad Hussain Shahzad;David Roubaud;Ladislav Kristoufek

  • On Hurst exponent estimation under heavy-tailed distributions

    Jozef Baruník;Ladislav Krištoufek

  • On Hurst exponent estimation under heavy-tailed distributions

    Jozef Barunik;Jozef Barunik;Ladislav Kristoufek;Ladislav Kristoufek

  • Information interdependence among energy, cryptocurrency and major commodity markets

    Qiang Ji;Qiang Ji;Elie Bouri;David Roubaud;Ladislav Kristoufek

  • Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

    Ladislav Krištoufek

  • Measuring capital market efficiency: Global and local correlations structure

    Ladislav Kristoufek;Ladislav Kristoufek;Miloslav Vosvrda;Miloslav Vosvrda

  • Measuring correlations between non-stationary series with DCCA coefficient

    Ladislav Kristoufek;Ladislav Kristoufek

  • On Bitcoin markets (in)efficiency and its evolution

    Ladislav Kristoufek

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

    Unknown

  • Commodity futures and market efficiency

    Ladislav Kristoufek;Miloslav Vosvrda

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

    Ladislav Kristoufek;Ladislav Kristoufek

  • Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective

    Ladislav Kristoufek;Ladislav Kristoufek;Karel Janda;Karel Janda;Karel Janda;David Zilberman

  • Can Google Trends search queries contribute to risk diversification

    Ladislav Krištoufek

  • Time-Frequency Dynamics of Biofuels-Fuels-Food System

    Lukas Vacha;Lukas Vacha;Karel Janda;Karel Janda;Ladislav Kristoufek;Ladislav Kristoufek;David Zilberman

  • Can Google Trends search queries contribute to risk diversification

    Ladislav Kristoufek

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

    Syed Jawad Hussain Shahzad;Syed Jawad Hussain Shahzad;Elie Bouri;Ladislav Kristoufek;Ladislav Kristoufek;Tareq Saeed

  • Biofuels: policies and impacts

    Karel Janda;Ladislav Kristoufek;David Zilberman

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

    Ladislav Krištoufek;Miloslav Vošvrda

  • FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY

    Ladislav Kristoufek;Ladislav Kristoufek

  • Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals

    Ladislav Krištoufek

  • What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence

    Ladislav Kristoufek;West Midlands

Frequent Co-Authors

David Zilberman
David Zilberman University of California, Berkeley
Elie Bouri
Elie Bouri Lebanese American University
Syed Jawad Hussain Shahzad
Syed Jawad Hussain Shahzad Montpellier Business School
David Roubaud
David Roubaud Montpellier Business School
Brian M. Lucey
Brian M. Lucey Trinity College Dublin
Qiang Ji
Qiang Ji Chinese Academy of Sciences
Ender Demir
Ender Demir Reykjavík University

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