Lukáš Vácha
Impact in
- General Energy top 1%
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
Papers in
-
- Market Dynamics and Volatility 17
- Complex Systems and Time Series Analysis 16
- Economic theories and models 4
- Finance 17
- Financial Risk and Volatility Modeling 16
- Financial Markets and Investment Strategies 4
- Stochastic processes and financial applications 3
- Co-authors
- Jozef Baruník (20 shared papers)Evžen Kočenda (7 shared papers)Tomáš Křehlík (1 shared paper)Karel Janda (2 shared papers)Ladislav Krištoufek (2 shared papers)David Zilberman (1 shared paper)Miloslav Vošvrda (8 shared papers)Filip Šmolík (1 shared paper)
- Journals
- Energy Economics (3 papers)International Review of Economics & Finance (2 papers)The Energy Journal (2 papers)The Review of Economics and Statistics (1 paper)Empirical Economics (1 paper)
- Partner nations
- CzechiaUnited StatesGermany
In The Last Decade
Lukáš Vácha
29 papers receiving 1.4k citations
Lukáš Vácha's Hit Papers
Peers
Comparison fields: 5 of 68
- General Energy 77
- Finance 547
- Economics and Econometrics 1.3k
- General Economics, Econometrics and Finance 400
- Renewable Energy, Sustainability and the Environment 215
Countries citing papers authored by Lukáš Vácha
This map shows the geographic impact of Lukáš Vácha's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lukáš Vácha with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lukáš Vácha more than expected).
Fields of papers citing papers by Lukáš Vácha
This network shows the impact of papers produced by Lukáš Vácha. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lukáš Vácha. The network helps show where Lukáš Vácha may publish in the future.
Co-authors
The 9 scholars most cited alongside Lukáš Vácha, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 30 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2011 | 387 | |
| 2 | Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers Hit paper breakdown → | 2015 | 357 |
| 3 | Asymmetric volatility connectedness on the forex market Hit paper breakdown → | 2017 | 216 |
| 4 | 2015 | 107 | |
| 5 | 2013 | 90 | |
| 6 | 2015 | 83 | |
| 7 | 2015 | 35 | |
| 8 | 2015 | 17 | |
| 9 | 2005 | 13 | |
| 10 | 2013 | 11 | |
| 11 | 2018 | 10 | |
| 12 | 2009 | 9 | |
| 13 | Tail Behavior of the Central European Stock Markets during the Financial Crisis | 2010 | 8 |
| 14 | 2013 | 8 | |
| 15 | 2011 | 8 | |
| 16 | 2014 | 7 | |
| 17 | 2019 | 6 | |
| 18 | 2003 | 5 | |
| 19 | 2009 | 5 | |
| 20 | 2015 | 5 |
About Lukáš Vácha
Lukáš Vácha is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research and Renewable Energy, Sustainability and the Environment, having authored 30 papers that have together received 1.4k indexed citations. Recurring topics across this work include Market Dynamics and Volatility (17 papers), Financial Risk and Volatility Modeling (16 papers), Complex Systems and Time Series Analysis (16 papers), Monetary Policy and Economic Impact (5 papers), Financial Markets and Investment Strategies (4 papers), Economic theories and models (4 papers), Stochastic processes and financial applications (3 papers) and Global Energy and Sustainability Research (3 papers). The work is most often cited by research in General Energy (77 citations), Finance (547 citations), Economics and Econometrics (1.3k citations), General Economics, Econometrics and Finance (400 citations) and Renewable Energy, Sustainability and the Environment (215 citations). Lukáš Vácha has collaborated with scholars based in Czechia, United States and Germany. Frequent co-authors include Jozef Baruník, Evžen Kočenda, Tomáš Křehlík, Karel Janda, Ladislav Krištoufek, David Zilberman, Miloslav Vošvrda, Filip Šmolík and David Zilberman. Their work appears in journals such as Energy Economics, International Review of Economics & Finance, The Energy Journal, The Review of Economics and Statistics and Empirical Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.