prof. PhDr. Ladislav Krištoufek, Ph.D.

Vzdělání

2009-2013: PhD. - IES FSV UK
2009: PhDr. - IES FSV UK
2007 - 2009: Mgr. ekonomie - IES FSV UK
2006-2007: Economics, London Metropolitan Business School, London Metropolitan University, UK (Erasmus Exchange Program)
2004 - 2007: Bc. ekonomie - IES FSV UK

Odborná praxe

2022+: Vice-Rector for Research, UK
2018-2022: Vice-Dean for Student Affairs, FSV UK
2020+: Full Professor, IES FSV UK
2016-2020: Associate Professor, IES FSV UK
2014-2015: Research Fellow, Warwick Business School, University of Warwick
2014+: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics; research fellow
2013-2016: Assistant Professor, IES FSV UK
2013-2014: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics; postdoc
2009-2013: Teaching Assistant, IES FSV UK
2011: Research visit, University of California, Berkeley
2010-2012: External lecturer, Metropolitan University Prague
2009-2013: Research Assistant, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics

Monografie

Kapitoly v monografiích

Články

• KRIŠTOUFEK, Ladislav. Power-law cross-correlations estimation under heavy tails. Communications in Nonlinear Science and Numerical Simulation. 2016, 40(November), 163-172. ISSN 1007-5704. UT-WOS link
• KRIŠTOUFEK, Ladislav - LUŇÁČKOVÁ, Petra. Long-term Memory in Electricity Prices: Czech Market Evidence. Finance a úvěr. 2013, 63(5), 407-424. ISSN 0015-1920. UT-WOS link
• KRIŠTOUFEK, Ladislav. Mixed-correlated ARFIMA processes for power-law cross-correlations. Physica A: Statistical Mechanics and its Applications. 2013, 392(24), 6484-6493. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence. Scientific Reports. 2013, 3(October), nestránkováno. ISSN 2045-2322. UT-WOS link
• KRIŠTOUFEK, Ladislav. Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility. Hyperion International Journal of Econophysics & New Economy. 2013, 6(1), 39-58. ISSN 2069-3508.
• KRIŠTOUFEK, Ladislav. Can Google Trends search queries contribute to risk diversification?. Scientific Reports. 2013, 3(September), nestránkováno. ISSN 2045-2322. UT-WOS link
• KRIŠTOUFEK, Ladislav - JANDA, Karel - ZILBERMAN, David. Price transmission between biofuels, fuels, and food commodities. Biofuels, Bioproducts and Biorefining. 2014, 8(3), 362-373. ISSN 1932-104X. UT-WOS link
• KRIŠTOUFEK, Ladislav. Local scaling properties and market turning points at Prague Stock Exchange. Acta Physica Polonica, Series B. 2010, 41(6), 1223-1236. ISSN 0587-4254. UT-WOS link
• KRIŠTOUFEK, Ladislav. Long-range dependence in returns and volatility of Central European Stock Indices. Bulletin of the Czech Econometric Society. 2010, 17(27), 50-67. ISSN 1212-074X.
• KRIŠTOUFEK, Ladislav. Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009. Politická ekonomie. 2010, 58(4), 471-487. ISSN 0032-3233. UT-WOS link
• KRIŠTOUFEK, Ladislav. Finite sample properties of power-law cross-correlations estimators. Physica A: Statistical Mechanics and its Applications. 2015, 419(February), 513-525. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. Are the crude oil markets really becoming more efficient over time? Some new evidence. Energy Economics. 2019, 82(August), 253-263. ISSN 0140-9883. UT-WOS link
• KRIŠTOUFEK, Ladislav. Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales. Physical Review E: Statistical, Nonlinear and Soft Matter Physics. 2015, 91(2), nestránkováno. ISSN 1539-3755. UT-WOS link
• KRIŠTOUFEK, Ladislav. Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic. Frontiers in Physics [online]. 2020, 8(July), 1-6. ISSN 2296-424X. UT-WOS link
• KRIŠTOUFEK, Ladislav. Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws. Physica A: Statistical Mechanics and its Applications. 2019, 536(December), 1-7. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. Leverage effect in energy futures. Energy Economics. 2014, 45(September), 1-9. ISSN 0140-9883. UT-WOS link
• KRIŠTOUFEK, Ladislav. Measuring correlations between non-stationary series with DCCA coefficient. Physica A: Statistical Mechanics and its Applications. 2014, 402(May), 291-298. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. Spectrum-based estimators of the bivariate Hurst exponent. Physical Review E: Statistical, Nonlinear and Soft Matter Physics. 2014, 90(6), nestránkováno. ISSN 1539-3755. UT-WOS link
• KRIŠTOUFEK, Ladislav - MOAT, Helen Susannah - PREIS, Tobias. Estimating suicide occurrence statistics using Google Trends. EPJ Data Science. 2016, 5(1), nestránkováno. ISSN 2193-1127. UT-WOS link
• KRIŠTOUFEK, Ladislav - JANDA, Karel - ZILBERMAN, David. Non-linear Price Transmission between Biofuels, Fuels and Food Commodities. Working Paper Series. 2014, Neuveden(481), 1-28. ISSN 1211-3298.
• KRIŠTOUFEK, Ladislav. BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era. Scientific Reports. 2013, 3(3415), nestránkováno. ISSN 2045-2322. UT-WOS link
• KRIŠTOUFEK, Ladislav. Testing power-law cross-correlations: rescaled covariance test. European Physical Journal B. 2013, 86(10), nestránkováno. ISSN 1434-6028. UT-WOS link
• KRIŠTOUFEK, Ladislav. Bitcoin and its mining on the equilibrium path. Energy Economics. 2020, 85(January), 1-9. ISSN 0140-9883. UT-WOS link
• KRIŠTOUFEK, Ladislav. Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?. Physica A: Statistical Mechanics and its Applications. 2015, 431(1.8.), 124-127. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series. Physica A: Statistical Mechanics and its Applications. 2014, 406(July), 169-175. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav - JANDA, Karel - ZILBERMAN, David. Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. Energy Economics. 2012, 34(5), 1380-1391. ISSN 0140-9883. UT-WOS link
• KRIŠTOUFEK, Ladislav - JANDA, Karel - ZILBERMAN, David. Regime-dependent topological properties of biofuels networks. European Physical Journal B. 2013, 86(2), 1-12. ISSN 1434-6028. UT-WOS link
• KRIŠTOUFEK, Ladislav. Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets. Finance Research Letters. 2021, 43(November), 1-5. ISSN 1544-6123. UT-WOS link
• KRIŠTOUFEK, Ladislav - BOURI, Elie. Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. Finance Research Letters. 2023, 51(Januar 2023), nestránkováno. ISSN 1544-6123. UT-WOS link
• KRIŠTOUFEK, Ladislav. Will Bitcoin ever become less volatile?. Finance Research Letters. 2023, 51(Januar 2023), nestránkováno. ISSN 1544-6123. UT-WOS link
• KRIŠTOUFEK, Ladislav. On the role of stablecoins in cryptoasset pricing dynamics. Financial Innovation [online]. 2022, 8(1), nestránkováno. ISSN 2199-4730. UT-WOS link
• KRIŠTOUFEK, Ladislav - JANDA, Karel - ZILBERMAN, David. Comovements of ethanol-related prices: evidence from Brazil and the USA. GCB Bioenergy. 2016, 8(2), 346-356. ISSN 1757-1693. UT-WOS link
• KRIŠTOUFEK, Ladislav - LUŇÁČKOVÁ, Petra. Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets. Energy Economics. 2015, 49(May), 1-8. ISSN 0140-9883. UT-WOS link
• KRIŠTOUFEK, Ladislav. Has global warming modified the relationship between sunspot numbers and global temperatures?. Physica A: Statistical Mechanics and its Applications. 2017, 468(February), 351-358. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. On Bitcoin markets (in)efficiency and its evolution. Physica A: Statistical Mechanics and its Applications. 2018, 503(August), 257-262. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. On the interplay between short and long term memory in the power-law cross-correlations setting. Physica A: Statistical Mechanics and its Applications. 2015, 421(1.3.), 218-222. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis. PLoS One. 2015, 10(4), nestránkováno. ISSN 1932-6203. UT-WOS link
• KRIŠTOUFEK, Ladislav. Does solar activity affect human happiness?. Physica A: Statistical Mechanics and its Applications. 2018, 493(March), 47-53. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie. Politická ekonomie. 2012, 60(2), 208-221. ISSN 0032-3233. UT-WOS link
• KRIŠTOUFEK, Ladislav - SKUHROVEC, Jiří. Exponential and power laws in public procurement markets. Europhysics Letters. 2012, 99(2), 28005_p1-28005_p6. ISSN 0295-5075. UT-WOS link
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Measuring capital market efficiency: Global and local correlations structure. Physica A: Statistical Mechanics and its Applications. 2013, 392(1), 184-193. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. Physica A: Statistical Mechanics and its Applications. 2012, 391(17), 4252-4260. ISSN 0378-4371. UT-WOS link
• KRIŠTOUFEK, Ladislav. Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations. Europhysics Letters. 2011, 95(6), 1-6. ISSN 0295-5075. UT-WOS link
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy. European Physical Journal B. 2014, 87(7), nestránkováno. ISSN 1434-6028. UT-WOS link
• KRIŠTOUFEK, Ladislav. Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals. Acta Universitatis Carolinae. Oeconomica, Czech Economic Review. 2010, 4(3), 315-329. ISSN 1802-4696.
• KRIŠTOUFEK, Ladislav. On spurious anti-persistence in the US stock indices. Chaos, Solitons and Fractals. 2010, 43(1-12), 68-78. ISSN 0960-0779. UT-WOS link
• KRIŠTOUFEK, Ladislav. Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. Advances in Complex Systems. 2012, 15(6), 1250065_1-1250065_13. ISSN 0219-5259. UT-WOS link
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Commodity futures and market efficiency. Energy Economics. 2014, 42(March), 50-57. ISSN 0140-9883. UT-WOS link
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Herding, minority game, market clearing and efficient markets in a simple spin model framework. Communications in Nonlinear Science and Numerical Simulation. 2018, 54(January), 148-155. ISSN 1007-5704. UT-WOS link
• BARUNÍK, Jozef - KRIŠTOUFEK, Ladislav. On Hurst exponent estimation under heavy-tailed distributions. Physica A: Statistical Mechanics and its Applications. 2010, 389(18), 3844-3855. ISSN 0378-4371. UT-WOS link
• NĚMCOVÁ TEJKALOVÁ, Alice - KRIŠTOUFEK, Ladislav. Anything Can Happen in Women's Tennis, or Can It? An Empirical Investigation Into Bias in Sports Journalism. Communication & Sport. 2021, 9(5), 742-760. ISSN 2167-4795. UT-WOS link
• JANDA, Karel - KRIŠTOUFEK, Ladislav. The Relationship Between Fuel and Food Prices: Methods and Outcomes. Annual Review of Resource Economics. 2019, 11(October), 195-216. ISSN 1941-1340. UT-WOS link
• ASSAF, Ata - KRIŠTOUFEK, Ladislav - DEMIR, Ender - KUMAR MITRA, Subrata. 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. 2021, 71(March), 1-15. ISSN 1042-4431. UT-WOS link
• KUKAČKA, Jiří - KRIŠTOUFEK, Ladislav. Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality. Journal of Economic Dynamics and Control. 2020, 113(April), 1-23. ISSN 0165-1889. UT-WOS link
• JANDA, Karel - KRIŠTOUFEK, Ladislav - SCHEREROVÁ, Barbora - ZILBERMAN, David. Price transmission in biofuel-related global agricultural networks. Agricultural Economics. 2021, 67(10), 399-408. ISSN 0139-570X. UT-WOS link
• KUKAČKA, Jiří - KRIŠTOUFEK, Ladislav. Does parameterization affect the complexity of agent-based models?. Journal of Economic Behavior and Organization. 2021, 192(December), 324-356. ISSN 0167-2681. UT-WOS link
• TILFANI, Oussama - KRIŠTOUFEK, Ladislav - FERREIRA, Paulo - BOUKFAOUI, My Youssef El. Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression. Physica A: Statistical Mechanics and its Applications. 2022, 588(February), nestránkováno. ISSN 0378-4371. UT-WOS link
• FIL, Miroslav - KRIŠTOUFEK, Ladislav. Pairs Trading in Cryptocurrency Markets. IEEE Access. 2020, 8(September), 172644-172651. ISSN 2169-3536. UT-WOS link
• VAKRMAN, Tomáš - KRIŠTOUFEK, Ladislav. Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches. SpringerPlus. 2015, 4(February 14), 1-11. ISSN 2193-1801. UT-WOS link
• FERREIRA, Paulo - KRIŠTOUFEK, Ladislav - PEREIRA, Eder Johnson de Area Leão. DCCA and DMCA correlations of cryptocurrency markets. Physica A: Statistical Mechanics and its Applications. 2020, 545(May), 1-8. ISSN 0378-4371. UT-WOS link
• JANDA, Karel - KRIŠTOUFEK, Ladislav - ZILBERMAN, David. Biofuels: Impacts and Policies. Agricultural Economics. 2012, 58(8), 372-386. ISSN 0139-570X. UT-WOS link
• KUKAČKA, Jiří - KRIŠTOUFEK, Ladislav. Fundamental and speculative components of the cryptocurrency pricing dynamics. Financial Innovation. 2023, 9(1), ISSN 2199-4730. UT-WOS link
• NEDVĚD, Martin - KRIŠTOUFEK, Ladislav. Safe havens for Bitcoin. Finance Research Letters. 2023, 51(January), ISSN 1544-6123. UT-WOS link
• KUBAL, Jan - KRIŠTOUFEK, Ladislav. Exploring the relationship between Bitcoin price and network's hashrate within endogenous system. International Review of Financial Analysis. 2022, 84(November 2022), ISSN 1057-5219. UT-WOS link
• JANDA, Karel - KRIŠTOUFEK, Ladislav - ZHANG, Binyi. Return and volatility spillovers between Chinese and US clean energy related stocks. Energy Economics. 2022, 108(April 2022), nestránkováno. ISSN 0140-9883. UT-WOS link
• AVDULAJ, Krenar - KRIŠTOUFEK, Ladislav. On Tail Dependence and Multifractality. Mathematics [online]. 2020, 8(10), nestránkováno. ISSN 2227-7390. UT-WOS link
• PAULUS, Michal - KRIŠTOUFEK, Ladislav. Worldwide clustering of the corruption perception. Physica A: Statistical Mechanics and its Applications. 2015, 428(15.6.), 351-358. ISSN 0378-4371. UT-WOS link
• PAVLÍČEK, Jaroslav - KRIŠTOUFEK, Ladislav. Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries. PLoS One. 2015, 10(5), nestránkováno. ISSN 1932-6203. UT-WOS link
• FILIP, Ondřej - JANDA, Karel - KRIŠTOUFEK, Ladislav. Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů. Politická ekonomie. 2018, 66(2), 218-239. ISSN 0032-3233. UT-WOS link
• FILIP, Ondřej - JANDA, Karel - KRIŠTOUFEK, Ladislav - ZILBERMAN, David. Food versus fuel: An updated and expanded evidence. Energy Economics. 2019, 82(August), 152-166. ISSN 0140-9883. UT-WOS link
• BOURI, Elie - SHAHZAD, Syed Jawad Hussain - KRIŠTOUFEK, Ladislav. 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. 2023, 9(1), ISSN 2199-4730. UT-WOS link
• ŠÍLA, Jan - KOČENDA, Evžen - KRIŠTOUFEK, Ladislav - KUKAČKA, Jiří. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. Journal of International Financial Markets, Institutions and Money. 2024, 96(October 2024), ISSN 1042-4431. UT-WOS link
• JI, Qiang - BOURI, Elie - KRIŠTOUFEK, Ladislav - LUCEY, Brian. Realised volatility connectedness among Bitcoin exchange markets. Finance Research Letters. 2021, 38(January), nestránkováno. ISSN 1544-6123. UT-WOS link
• SHAHZAD, Syed J.H. - BOURI, Elie - KRIŠTOUFEK, Ladislav - SAEED, Tareq. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. Financial Innovation [online]. 2021, 7(1), 1-23. ISSN 2199-4730. UT-WOS link
• FILIP, Ondřej - JANDA, Karel - KRIŠTOUFEK, Ladislav - ZILBERMAN, David. Dynamics and evolution of the role of biofuels in global commodity and financial markets. Nature Energy [online]. 2016, 1(November), 1-9. ISSN 2058-7546. UT-WOS link
• BLÁHOVÁ, Pavla - JANDA, Karel - KRIŠTOUFEK, Ladislav. The perspectives for genetically modified cellulosic biofuels in the Central European conditions. Agricultural Economics. 2014, 60(6), 247-259. ISSN 0139-570X. UT-WOS link
• VÁCHA, Lukáš - JANDA, Karel - KRIŠTOUFEK, Ladislav - ZILBERMAN, David. Time-frequency dynamics of biofuel-fuel-food system. Energy Economics. 2013, 40(November), 233-241. ISSN 0140-9883. UT-WOS link
• CHRZ, Štěpán - JANDA, Karel - KRIŠTOUFEK, Ladislav. Modelování provázanosti trhů potravin, biopaliv a fosilních paliv. Politická ekonomie. 2014, 62(1), 117-140. ISSN 0032-3233. UT-WOS link
• HUSSAIN SHAHZAD, Syed Jawad - BOURI, Elie - ROUBAUD, David - KRIŠTOUFEK, Ladislav. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. Economic Modelling. 2020, 87(May), 212-224. ISSN 0264-9993. UT-WOS link
• KUMAR, Ashish - IQBAL, Najaf - MITRA, Subrata Kumar - KRIŠTOUFEK, Ladislav - BOURI, Elie. Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. Journal of International Financial Markets, Institutions and Money. 2022, 77(March), 1-17. ISSN 1042-4431. UT-WOS link
• BOURI, Elie - SHAHZAD, Syed Jawad Hussain - ROUBAUD, David - KRIŠTOUFEK, Ladislav - LUCEY, Brian. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. Quarterly Review of Economics and Finance. 2020, 77(August), 156-164. ISSN 1062-9769. UT-WOS link
• JI, Qiang - BOURI, Elie - ROUBAUD, David - KRIŠTOUFEK, Ladislav. Information interdependence among energy, cryptocurrency and major commodity markets. Energy Economics. 2019, 81(June), 1042-1055. ISSN 0140-9883. UT-WOS link
• SHAHZAD, Syed Jawad Hussain - BOURI, Elie - ROUBAUD, David - KRIŠTOUFEK, Ladislav - LUCEY, Brian. Is Bitcoin a better safe-haven investment than gold and commodities?. International Review of Financial Analysis. 2019, 63(May), 322-330. ISSN 1057-5219. UT-WOS link

Příspěvky v konferenčních sbornících

• KRIŠTOUFEK, Ladislav. Local scaling properties and market turning points at Prague Stock Exchange. In: PROCHÁZKA, David. Collection of papers 2010 1st ed vyd. Prague: Oeconomica, 2010, s. 27-36. ISBN 978-80-245-1651-6.
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Measuring capital market efficiency with tools of statistical physics. In: RAMÍK, Jaroslav - STAVÁREK, Daniel. Proceedings of 30th International Conference Mathematical Methods in Economics 1st ed vyd. Karviná: Silesian University in Opava, 2012, s. 496-501. ISBN 978-80-7248-779-0.
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Herding, minority game, market clearing and efficient markets in a simple spin model framework. In: PRAŽÁK, Pavel. Mathematical Methods in Economics (MME 2017) 1st ed vyd. Hradec Králové: University of Hradec Králové, 2017, s. 372-377. ISBN 978-80-7435-678-0. UT-WOS link
• KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Capital market efficiency in the Ising model environment: Local and global effects. In: KOCOUREK, Aleš - VAVROUŠEK, Miroslav. 34th International Conference Mathematical Methods in Economics (MME 2016) Liberec: Technical University Liberec, 2016, s. 465-470. ISBN 978-80-7494-296-9. UT-WOS link
• KRIŠTOUFEK, Ladislav. Scaling of Dependence between Foreign Exchange Rates and Stock Markets in Central Europe. Acta Physica Polonica A Warsaw: Polish Academy of Sciences, Institute of Physics, 2016, s. 908-912. ISBN 0-000-00000-0. UT-WOS link
• KRIŠTOUFEK, Ladislav. Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?. In: RAMÍK, Jaroslav - STAVÁREK, Daniel. Proceedings of 30th International Conference Mathematical Methods in Economics 1st ed vyd. Karviná: Silesian University in Opava, 2012, s. 490-495. ISBN 978-80-7248-779-0.
• KRIŠTOUFEK, Ladislav. Multifractal height cross-correlation analysis. In: DLOUHÝ, Martin - SKOČDOPOLOVÁ, Veronika. Mathematical methods in economics 2011 : 29th International conference : proceedings : September 6-9 2011, Janská Dolina, Slovakia. Part 2 2nd ed vyd. Praha: Professional Publishing, 2011, s. 407-412. ISBN 978-80-7431-059-1. UT-WOS link
• JANDA, Karel - KRIŠTOUFEK, Ladislav - ZILBERMAN, David. Public Policies on Biofuels in the Context of Energy Security. Proceedings of the 18th International Conference – Theoretical and Practical Aspects of Public Finance 2013 1st ed vyd. Praha: Wolters Kluwer, 2013, s. 86-96. ISBN 978-80-7478-387-6.
• IVANKOVÁ, Kristýna - KRIŠTOUFEK, Ladislav - VOŠVRDA, Miloslav. Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent. In: DLOUHÝ, Martin - SKOČDOPOLOVÁ, Veronika. Mathematical methods in economics 2011 : 29th International conference : proceedings : September 6-9 2011, Janská Dolina, Slovakia. Part 1 1st ed vyd. Praha: Professional Publishing, 2011, s. 300-305. ISBN 978-80-7431-058-4.
• BARUNÍK, Jozef - VÁCHA, Lukáš - KRIŠTOUFEK, Ladislav. Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data. In: HOUDA, Michal - FRIEBELOVÁ, Jana. Mathematical Methods in Economics 1st ed vyd. České Budějovice: University of South Bohemia, Faculty of Economics, 2010, s. 12-17. ISBN 978-80-7394-218-2.

2014 Prémie Otty Wichterleho
2013 Cena České společnosti pro operační výzkum
2013 Cena České ekonometrické společnosti, 1. misto
2012 Energy Economics Contest, 1. místo
2011 Cena pro mladé autory (ÚTIA AV ČR)
2010 Cena České ekonometrické společnosti, 3. misto

JEB157 - Data Analysis in R
JEM227 - Data Science with R I
JEM220 - Data Science with R II

Bakalářské práce

Please see Diploma theses section.

Diplomové práce

General topics, preferably applied (you are more than welcome to specify the topic yourself):

Topics on Crypto(currency) markets
Topics on Efficient markets hypothesis
Topics on Fractal markets hypothesis
Topics on Econometrics of financial time series
Topics on Fractality/self-similarity/long-range dependence
Topics in Inter(Multi)disciplinary Economics and Finance
Topics in Computational Social Science
Topics in Energy Economics and Finance
Topics in Data Science (also in cooperation with CSOB)

Some specific topics (not limited to):
- Cryptomining and global warming: Are we heading towards catastrophe?
- Efficiency, predictability and liquidity in the crypto-markets
- Fundamental trading in cryptomarkets
- HODLing and mooning vs. standard strategies in the crypto-markets
- ICOs vs. IPOs: Comparison of the stylized facts
- Monetary economics of Bitcoin: Could it work?
- Multifractal signatures before the market crashes
- Predictability and liquidity in the crypto(currency) markets
- Spin models in marketing
- Spin models in biofuels markets (interplay between producing for food and for biofuel)

Only theses in English and LaTeX are to be supervised.

Finanční ekonometrie, interdisciplinární finance a ekonomie, energetické finance, kryptoaktiva, kryptoměny