What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis L Kristoufek PloS one 10 (4), e0123923, 2015 | 1227 | 2015 |
BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era L Kristoufek Scientific reports 3 (1), 3415, 2013 | 1168 | 2013 |
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 | 669 | 2019 |
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 | 446 | 2020 |
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 | 414 | 2020 |
On Hurst exponent estimation under heavy-tailed distributions J Barunik, L Kristoufek Physica A: statistical mechanics and its applications 389 (18), 3844-3855, 2010 | 311 | 2010 |
On Bitcoin markets (in) efficiency and its evolution L Kristoufek Physica A: statistical mechanics and its applications 503, 257-262, 2018 | 244 | 2018 |
Information interdependence among energy, cryptocurrency and major commodity markets Q Ji, E Bouri, D Roubaud, L Kristoufek Energy Economics 81, 1042-1055, 2019 | 241 | 2019 |
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 | 237 | 2013 |
Measuring correlations between non-stationary series with DCCA coefficient L Kristoufek Physica A: Statistical Mechanics and its Applications 402, 291-298, 2014 | 229 | 2014 |
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations L Kristoufek EPL (Europhysics Letters) 95, 68001, 2011 | 209 | 2011 |
Commodity futures and market efficiency L Kristoufek, M Vosvrda Energy Economics 42, 50-57, 2014 | 208 | 2014 |
Can Google Trends search queries contribute to risk diversification? L Kristoufek Scientific reports 3 (1), 2713, 2013 | 190 | 2013 |
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 | 182 | 2014 |
Correlations Between Biofuels and Related Commodities Before and During the Food Crisis: A Taxonomy Perspective L Kristoufek, K Janda, D Zilberman | 182 | 2012 |
Biofuels: Policies and impacts K Janda, L Kristoufek, D Zilberman Agricultural Economics 58 (8), 372, 2012 | 145 | 2012 |
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 | 133 | 2014 |
Time–frequency dynamics of biofuel–fuel–food system L Vacha, K Janda, L Kristoufek, D Zilberman Energy Economics 40, 233-241, 2013 | 132 | 2013 |
Estimating suicide occurrence statistics using Google Trends L Kristoufek, HS Moat, T Preis EPJ data science 5, 1-12, 2016 | 122 | 2016 |
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers SJH Shahzad, E Bouri, L Kristoufek, T Saeed Financial Innovation 7, 1-23, 2021 | 118 | 2021 |