prof. Ladislav Kriˇstoufek, Ph.D.
Email: LK@ruk.cuni.cz
Webpage: link
ORCID: 0000-0003-4843-9373 link
WoS ResearcherID: GOV-5386-2022 link
Scopus Author ID: 36131650100 link
Education & Academic titles
2020: Full Professorship (prof.) in Economics, Charles Uni
Professorship talk: Cryptoassets: A wider perspective
2016: Associate Professorship (doc.) in Economics, Charles Uni
Habilitation: Interdisciplinary Contributions to Energy Economics
and Finance
2004 – 2013: Bc., Mgr., PhDr., Ph.D. Economics, Faculty of Social
Sciences, Charles Uni
Dissertation: Long-range cross-correlations: Tests, estimators
and applications
Current positions
2022 – present: Vice-Rector for Research, Charles University
2020 – present: Full Professor, Department of Finance and Capital
Markets, Institute of Economic Studies, Faculty of Social Sciences,
Ch Uni
2018 – present: Senior Research Fellow, Department of Econometrics,
Institute of Information Theory and Automation, Czech Academy of Sciences
Previous positions (post-doctoral)
2018 – 2022: Vice-Dean for Students Affairs, Faculty of Social Sciences, Ch Uni
2014 – 2015: Research Fellow, Warwick Business School, University of Warwick, Coventry,
England, United Kingdom
2014 – 2018: Research Fellow, Department of Econometrics, Institute of Information Theory
and Automation, Czech Academy of Sciences
2013 – 2016: Assistant Professor, Department of Finance and Capital Markets, Institute of
Economic Studies, Faculty of Social Sciences, Ch Uni
prof. Ladislav Kriˇstoufek, Ph.D. 2
Research
outputs h-index citations
Scopus 91 36 4568 (self-citations excl.)
Web of Science 101 33 ∼ 4000 (self-citations excl.)
Google Scholar 149 42 8292
Top 3 publications
Kristoufek, L. (2013). BitCoin meets Google Trends and Wikipedia: Quantifying the relationship
between phenomena of the Internet era, Scientific Reports, 3:3415.
Clarivate Highly Cited Article (link)
Kristoufek, L. (2015). What are the main drivers of the Bitcoin price? Evidence from wavelet
coherence analysis, PLOS ONE, 10(4):e0123923.
Clarivate Highly Cited Article (link)
Filip, O. & Janda, K. & Kristoufek, L. & Zilberman, D. (2016). Dynamics and evolution of the
role of biofuels in global commodity and financial markets, Nature Energy, 1:16169.
IF 56.7, #1 journal in Energy & Fuels (link)
Top 5 recent publications (5 years, chronologically)
Kristoufek, L. (2021). Tethered, or Untethered? On the interplay between stablecoins and
major cryptoassets, Finance Research Letters, 101991. (link)
Kukacka, J. & Kristoufek, L. (2021). Does parametrization affect the complexity of agent-based
models?, Journal of Economic Behavior and Organization, 192, 324-356. (link)
Kristoufek, L. (2020). Bitcoin and its mining on the equilibrium path, Energy Economics, 85,
104588. (link)
Kukacka, J. & Kristoufek, L. (2020). Do ‘complex’ financial models really lead to complex dynamics?
Agent-based models and multifractality, Journal of Economic Dynamics and Control,
113, 103855. (link)
Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L. & Lucey, B. (2019). Is Bitcoin
a better safe-haven investment than gold and commodities?, International Review of Financial
Analysis, 63, 322-330. (link)
Selected grant activities
2023 – 2025 Deep dive into decentralized finance: Market microstructure, and behavioral and
psychological patterns (principal investigator), Czech Science Foundation
2020 – 2022 Cryptoassets: Pricing, interconnectedness, mining and their interactions (principal
investigator), Czech Science Foundation
2019 – 2021 Behavioral macroeconomics and finance: New insights for the mainstream (principal
investigator), Charles University
2017 – 2019 Multifractal analysis in finance: Extreme events, portfolio and risk management,
and market complexity (principal investigator), Czech Science Foundation
prof. Ladislav Kriˇstoufek, Ph.D. 3
2014 – 2016: FinMaP Financial Distortions and Macroeconomic Performance: Expectations,
Constraints and Interaction of Agents (team member), FP7 EC Project
2014 – 2016: Bivariate long memory analysis of financial time series (principal investigator),
Czech Science Foundation
2013 – 2015: Big Data, Innovations and New Business Models (team member), Research Councils
UK
Refereeing
(over 300 times) among others: Advances in Complex Systems, Algorithmic Finance, American
Journal of Agricultural Economics, Biodiversity and Conservation, British Journal of Applied
Science & Technology, Contemporary Economics, Economic Modelling, Emerging Markets Finance
and Trade, Energy Economics, Energy Journal, Energy Policy, Entropy, Expert Systems
with Applications, Fluctuation and Noise Letters, Frontiers in Neuroscience, International Journal
of Modern Physics B + C, International Review of Financial Analysis, Journal of Economic
Interaction and Coordination, Journal of International Money and Finance, Modern Physics
Letters B, Nature Communications, Physica A: Statistical Mechanics and Its Applications,
Physical Review E, Physics Letters A, PLoS ONE, Scientific Reports
Public and other service
Governmental
2022 – present: Research, Development, and Innovations Council
Selected TV & News & Podcasts
E15 – Inflation Is Also a Matter of Choice (in Czech) (link)
Fokus VM – Living on Debt (in Czech) (link)
Krypto Insider – Digital dollars are essential for the crypto system (in Czech) (link)
On the Brink with Castle Island – The Market Effects of Stablecoin Issuance (link)
Dezentrum Podcast by Think Tank Dezentrum – Bitcoin and the environment (link)
Last updated: July 27, 2023