| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
107 |
| Biofuels: review of policies and impacts |
0 |
0 |
0 |
30 |
2 |
3 |
4 |
27 |
| Can Google Trends search queries contribute to risk diversification? |
0 |
0 |
2 |
52 |
0 |
1 |
5 |
120 |
| Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? |
0 |
0 |
0 |
47 |
0 |
0 |
3 |
75 |
| Classical and modified rescaled range analysis: Sampling properties under heavy tails |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
252 |
| Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA |
0 |
0 |
0 |
40 |
1 |
1 |
2 |
178 |
| Commodity futures and market efficiency |
0 |
0 |
1 |
40 |
1 |
4 |
9 |
119 |
| Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data |
0 |
0 |
0 |
108 |
0 |
0 |
2 |
269 |
| Correlations between biofuels and related commodities: A taxonomy perspective |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
93 |
| Correlations between biofuels and related commodities: A taxonomy perspective |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
78 |
| Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
27 |
| Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series |
0 |
0 |
0 |
44 |
0 |
1 |
6 |
110 |
| Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range |
0 |
0 |
0 |
84 |
0 |
0 |
4 |
347 |
| Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
120 |
| Exponential and power laws in public procurement markets |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
33 |
| Finite sample properties of power-law cross-correlations estimators |
0 |
0 |
0 |
73 |
1 |
1 |
4 |
45 |
| Food Versus Fuel: An Updated and Expanded Evidence |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
61 |
| Food versus Fuel: An Updated and Expanded Evidence |
0 |
0 |
0 |
7 |
0 |
3 |
3 |
79 |
| Foods, Fuels or Finances: Which Prices Matter for Biofuels? |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
68 |
| Foods, Fuels or Finances: Which Prices Matter for Biofuels? |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
54 |
| Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity |
1 |
1 |
3 |
67 |
3 |
4 |
9 |
247 |
| Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence |
0 |
0 |
2 |
70 |
0 |
0 |
6 |
83 |
| Fractal approach towards power-law coherency to measure cross-correlations between time series |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
21 |
| Gold, currencies and market efficiency |
0 |
0 |
0 |
26 |
1 |
5 |
9 |
84 |
| Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness |
0 |
0 |
2 |
13 |
0 |
2 |
12 |
36 |
| Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics |
0 |
0 |
1 |
57 |
0 |
2 |
12 |
147 |
| Herding, minority game, market clearing and efficient markets in a simple spin model framework |
1 |
1 |
1 |
23 |
2 |
2 |
7 |
54 |
| How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
93 |
| Leverage effect in energy futures |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
72 |
| Leverage effect in energy futures |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
141 |
| Long-range dependence in returns and volatility of Central European Stock Indices |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
119 |
| Long-term memory in electricity prices: Czech market evidence |
0 |
0 |
0 |
22 |
1 |
2 |
4 |
47 |
| Measuring capital market efficiency: Global and local correlations structure |
0 |
0 |
2 |
80 |
0 |
0 |
5 |
397 |
| Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy |
0 |
0 |
1 |
41 |
0 |
0 |
5 |
139 |
| Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy |
0 |
0 |
0 |
68 |
0 |
1 |
7 |
98 |
| Measuring correlations between non-stationary series with DCCA coefficient |
0 |
0 |
0 |
56 |
2 |
2 |
3 |
131 |
| Mixed-correlated ARFIMA processes for power-law cross-correlations |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
60 |
| Modeling UK Mortgage Demand Using Online Searches |
0 |
0 |
0 |
30 |
0 |
1 |
4 |
42 |
| Modeling the Environmental and Socio-Economic Impacts of Biofuels |
0 |
0 |
0 |
86 |
0 |
0 |
2 |
203 |
| Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations |
0 |
0 |
0 |
21 |
0 |
2 |
7 |
122 |
| Mutual Responsiveness of Biofuels, Fuels and Food Prices |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
222 |
| Non-linear Price Transmission between Biofuels, Fuels and Food Commodities |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
137 |
| Non-linear price transmission between biofuels, fuels and food commodities |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
75 |
| Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries |
0 |
0 |
0 |
60 |
1 |
3 |
7 |
140 |
| On Empirical Challenges in Forecasting Market Betas in Crypto Markets |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
35 |
| On Hurst exponent estimation under heavy-tailed distributions |
0 |
0 |
1 |
116 |
0 |
0 |
2 |
319 |
| On the interplay between short and long term memory in the power-law cross-correlations setting |
0 |
0 |
0 |
7 |
2 |
2 |
3 |
49 |
| Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
104 |
| Power-law cross-correlations estimation under heavy tails |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
43 |
| Power-law cross-correlations: Issues, solutions and future challenges |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
45 |
| Price Transmission and Policies in Biofuels-Related Global Networks |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
35 |
| Price elasticity of household water demand in the Czech Republic |
0 |
0 |
2 |
36 |
2 |
2 |
6 |
142 |
| Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
55 |
| Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
266 |
| Provazanost trhu potravin, biopaliv a fosilnich paliv |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
116 |
| R/S analysis and DFA: finite sample properties and confidence intervals |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
314 |
| Regime-Dependent Topological Properties of Biofuels Networks |
0 |
0 |
1 |
14 |
2 |
2 |
4 |
113 |
| Relationship Between Prices of Food, Fuel and Biofuel |
0 |
0 |
1 |
69 |
0 |
1 |
5 |
154 |
| Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks |
0 |
0 |
1 |
22 |
0 |
1 |
6 |
49 |
| Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
26 |
| Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
86 |
| Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets |
0 |
0 |
0 |
32 |
0 |
2 |
4 |
95 |
| Spectrum-based estimators of the bivariate Hurst exponent |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
89 |
| Testing power-law cross-correlations: Rescaled covariance test |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
54 |
| The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
97 |
| The Relationship Between Fuel and Food Prices: Methods, Outcomes, and Lessons for Commodity Price Risk Management |
0 |
0 |
0 |
51 |
1 |
1 |
4 |
227 |
| The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
66 |
| Time-Frequency Dynamics of Biofuels-Fuels-Food System |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
101 |
| Time-Frequency Dynamics of Biofuels-Fuels-Food System |
0 |
0 |
0 |
48 |
0 |
1 |
1 |
196 |
| Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
89 |
| What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis |
0 |
0 |
3 |
106 |
0 |
1 |
20 |
422 |
| What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis |
0 |
0 |
0 |
72 |
0 |
2 |
7 |
182 |
| Worldwide clustering of the corruption perception |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
60 |
| Total Working Papers |
2 |
2 |
25 |
3,017 |
28 |
66 |
266 |
8,801 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |
| Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
32 |
| Are the crude oil markets really becoming more efficient over time? Some new evidence |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
41 |
| Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis |
1 |
1 |
5 |
10 |
1 |
3 |
25 |
52 |
| Biofuels: policies and impacts |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
8 |
| Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain |
0 |
1 |
1 |
1 |
0 |
2 |
2 |
2 |
| Bitcoin and its mining on the equilibrium path |
1 |
2 |
6 |
23 |
3 |
9 |
26 |
142 |
| Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis |
1 |
1 |
11 |
124 |
4 |
8 |
45 |
445 |
| Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
23 |
| Capital asset pricing model in Portugal: Evidence from fractal regressions |
0 |
0 |
1 |
17 |
1 |
1 |
5 |
76 |
| Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
130 |
| Commodity futures and market efficiency |
0 |
0 |
4 |
109 |
1 |
2 |
14 |
383 |
| Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak |
0 |
0 |
2 |
10 |
4 |
5 |
14 |
52 |
| Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective |
0 |
0 |
1 |
34 |
0 |
1 |
7 |
178 |
| Crypto market betas: the limits of predictability and hedging |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
| Cryptocurrencies market efficiency ranking: Not so straightforward |
0 |
1 |
1 |
8 |
1 |
4 |
7 |
42 |
| DCCA and DMCA correlations of cryptocurrency markets |
0 |
0 |
0 |
15 |
0 |
3 |
7 |
95 |
| Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series |
0 |
0 |
0 |
13 |
1 |
1 |
5 |
102 |
| Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
123 |
| Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality |
0 |
0 |
1 |
15 |
0 |
1 |
5 |
58 |
| Does parameterization affect the complexity of agent-based models? |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
| Does solar activity affect human happiness? |
0 |
0 |
1 |
11 |
0 |
1 |
8 |
49 |
| Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Dynamics and evolution of the role of biofuels in global commodity and financial markets |
0 |
0 |
0 |
12 |
3 |
3 |
5 |
28 |
| 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 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie |
0 |
0 |
0 |
84 |
0 |
1 |
2 |
252 |
| Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges |
0 |
1 |
3 |
26 |
0 |
13 |
24 |
75 |
| Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system |
0 |
0 |
4 |
17 |
1 |
9 |
18 |
62 |
| FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY |
0 |
0 |
1 |
9 |
0 |
0 |
5 |
40 |
| Finite sample properties of power-law cross-correlations estimators |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
30 |
| Food versus fuel: An updated and expanded evidence |
0 |
0 |
0 |
11 |
1 |
3 |
4 |
94 |
| Fractality in market risk structure: Dow Jones Industrial components case |
0 |
0 |
1 |
3 |
1 |
1 |
4 |
11 |
| Fundamental and speculative components of the cryptocurrency pricing dynamics |
0 |
1 |
2 |
3 |
1 |
4 |
12 |
21 |
| Gold, currencies and market efficiency |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
41 |
| Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
7 |
| Has global warming modified the relationship between sunspot numbers and global temperatures? |
0 |
0 |
0 |
11 |
1 |
3 |
6 |
42 |
| Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression |
0 |
0 |
3 |
8 |
0 |
0 |
6 |
15 |
| How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
33 |
| Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers |
0 |
1 |
1 |
17 |
0 |
3 |
6 |
43 |
| Information interdependence among energy, cryptocurrency and major commodity markets |
1 |
1 |
4 |
74 |
1 |
3 |
16 |
207 |
| Is Bitcoin a better safe-haven investment than gold and commodities? |
1 |
5 |
23 |
167 |
9 |
20 |
93 |
591 |
| Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws |
0 |
1 |
3 |
22 |
1 |
3 |
8 |
59 |
| Leverage effect in energy futures |
0 |
0 |
0 |
27 |
0 |
2 |
7 |
144 |
| Long-term Memory in Electricity Prices: Czech Market Evidence |
0 |
0 |
0 |
22 |
1 |
1 |
7 |
137 |
| Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures |
0 |
0 |
2 |
22 |
1 |
1 |
7 |
59 |
| Measuring capital market efficiency: Global and local correlations structure |
1 |
1 |
3 |
61 |
1 |
5 |
16 |
202 |
| Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |
| Measuring correlations between non-stationary series with DCCA coefficient |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
113 |
| Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies |
0 |
1 |
4 |
10 |
1 |
3 |
10 |
21 |
| Mixed-correlated ARFIMA processes for power-law cross-correlations |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
61 |
| Modelování provázanosti trhů potravin, biopaliv a fosilních paliv |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
127 |
| Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| On Bitcoin markets (in)efficiency and its evolution |
0 |
0 |
7 |
81 |
1 |
4 |
21 |
237 |
| On Hurst exponent estimation under heavy-tailed distributions |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
158 |
| On Tail Dependence and Multifractality |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| On spurious anti-persistence in the US stock indices |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
9 |
| On the interplay between short and long term memory in the power-law cross-correlations setting |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
53 |
| On the role of stablecoins in cryptoasset pricing dynamics |
0 |
0 |
1 |
2 |
0 |
2 |
4 |
16 |
| Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
46 |
| Price transmission in biofuel-related global agricultural networks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Realised volatility connectedness among Bitcoin exchange markets |
0 |
1 |
2 |
12 |
1 |
4 |
9 |
49 |
| Regime-dependent topological properties of biofuels networks |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
24 |
| Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals |
0 |
1 |
9 |
105 |
3 |
5 |
22 |
493 |
| Return and volatility spillovers between Chinese and U.S. clean energy related stocks |
0 |
0 |
1 |
6 |
1 |
2 |
5 |
16 |
| Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
88 |
| Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin |
1 |
9 |
34 |
151 |
4 |
24 |
92 |
466 |
| Safe havens for Bitcoin |
0 |
2 |
8 |
17 |
1 |
5 |
19 |
36 |
| Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets |
0 |
0 |
2 |
14 |
1 |
1 |
7 |
39 |
| The Relationship Between Fuel and Food Prices: Methods and Outcomes |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
24 |
| The perspectives for genetically modified cellulosic biofuels in the Central European conditions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Time–frequency dynamics of biofuel–fuel–food system |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
109 |
| Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
26 |
| What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis |
0 |
0 |
7 |
83 |
2 |
6 |
26 |
433 |
| What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
38 |
| Will Bitcoin ever become less volatile? |
0 |
0 |
3 |
13 |
1 |
1 |
8 |
26 |
| Worldwide clustering of the corruption perception |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
67 |
| Total Journal Articles |
7 |
31 |
166 |
1,673 |
58 |
194 |
724 |
7,059 |
LogEc is hosted by the
Örebro University School of Business.