Lukáš Vácha

1.9k total citations · 2 hit papers
29 papers, 1.4k citations indexed

About

Lukáš Vácha is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Lukáš Vácha has authored 29 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Economics and Econometrics, 17 papers in Finance and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Lukáš Vácha's work include Market Dynamics and Volatility (17 papers), Financial Risk and Volatility Modeling (16 papers) and Complex Systems and Time Series Analysis (16 papers). Lukáš Vácha is often cited by papers focused on Market Dynamics and Volatility (17 papers), Financial Risk and Volatility Modeling (16 papers) and Complex Systems and Time Series Analysis (16 papers). Lukáš Vácha collaborates with scholars based in Czechia, United States and Germany. Lukáš Vácha's co-authors include Jozef Baruník, Evžen Kočenda, Tomáš Křehlík, Karel Janda, Ladislav Krištoufek, David Zilberman, Miloslav Vošvrda, David Zilberman and Filip Šmolík and has published in prestigious journals such as European Journal of Operational Research, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Lukáš Vácha

29 papers receiving 1.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers

2015 345 citations Jozef Baruník, Evžen Kočenda et al. profile →
Asymmetric volatility connectedness on the forex market

2017 212 citations Jozef Baruník, Evžen Kočenda et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Lukáš Vácha Czechia	11	1.3k	544	394	211	100	29	1.4k
José Arreola Hernández France	18	940 0.7×	312 0.6×	229 0.6×	205 1.0×	115 1.1×	40	1.0k
Yonghong Jiang China	22	1.5k 1.2×	389 0.7×	294 0.7×	330 1.6×	359 3.6×	36	1.6k
Peterson Owusu Ghana	24	1.1k 0.9×	357 0.7×	317 0.8×	106 0.5×	157 1.6×	79	1.2k
Neda Todorova Australia	20	960 0.7×	464 0.9×	297 0.8×	213 1.0×	26 0.3×	57	1.1k
Hong Miao United States	16	819 0.6×	420 0.8×	297 0.8×	199 0.9×	30 0.3×	54	1.1k
Riadh Aloui Tunisia	9	1.2k 0.9×	534 1.0×	424 1.1×	292 1.4×	22 0.2×	9	1.3k
Cetin Ciner United States	23	2.1k 1.6×	617 1.1×	901 2.3×	536 2.5×	128 1.3×	53	2.3k
Heni Boubaker France	11	675 0.5×	251 0.5×	179 0.5×	149 0.7×	37 0.4×	38	758
Farooq Malik United States	18	2.3k 1.8×	925 1.7×	942 2.4×	530 2.5×	65 0.7×	40	2.4k
He Nie China	17	1.2k 0.9×	265 0.5×	255 0.6×	273 1.3×	302 3.0×	28	1.3k

Countries citing papers authored by Lukáš Vácha

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Lukáš Vácha

This figure shows the co-authorship network connecting the top 25 collaborators of Lukáš Vácha. A scholar is included among the top collaborators of Lukáš Vácha based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lukáš Vácha. Lukáš Vácha is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Baruník, Jozef & Lukáš Vácha. (2024). Predicting the volatility of major energy commodity prices: The dynamic persistence model. Energy Economics. 140. 107982–107982. 2 indexed citations

2.

Baruník, Jozef & Lukáš Vácha. (2023). The Dynamic Persistence of Economic Shocks. SSRN Electronic Journal. 2 indexed citations

3.

Vácha, Lukáš, et al.. (2019). Comovement and disintegration of EU sovereign bond markets during the crisis. International Review of Economics & Finance. 64. 541–556. 6 indexed citations

4.

Vácha, Lukáš, et al.. (2018). Growth cycle synchronization of the Visegrad Four and the European Union. Empirical Economics. 58(4). 1779–1795. 10 indexed citations

5.

Baruník, Jozef & Lukáš Vácha. (2016). Asymmetric Volatility Connectedness on Forex Markets. SSRN Electronic Journal. 3 indexed citations

6.

Baruník, Jozef & Lukáš Vácha. (2016). Do Co-Jumps Impact Correlations in Currency Markets?. SSRN Electronic Journal. 1 indexed citations

7.

Kočenda, Evžen, et al.. (2015). Volatility Spillovers Across Petroleum Markets. The Energy Journal. 36(3). 309–330. 107 indexed citations

8.

Baruník, Jozef, Evžen Kočenda, & Lukáš Vácha. (2015). Volatility Spillovers Across Petroleum Markets. SSRN Electronic Journal. 35 indexed citations

9.

Baruník, Jozef, Evžen Kočenda, & Lukáš Vácha. (2015). Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers. SSRN Electronic Journal. 3 indexed citations

10.

Baruník, Jozef & Lukáš Vácha. (2015). Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. Quantitative Finance. 15(8). 1347–1364. 17 indexed citations

11.

Vácha, Lukáš, Karel Janda, Ladislav Krištoufek, & David Zilberman. (2013). Time-Frequency Dynamics of Biofuels-Fuels-Food System. SSRN Electronic Journal. 8 indexed citations

12.

Baruník, Jozef, Evžen Kočenda, & Lukáš Vácha. (2013). Gold, Oil, and Stocks. SSRN Electronic Journal. 11 indexed citations

13.

Vácha, Lukáš, Karel Janda, Ladislav Krištoufek, & David Zilberman. (2013). Time–frequency dynamics of biofuel–fuel–food system. Energy Economics. 40. 233–241. 90 indexed citations

14.

Vácha, Lukáš & Jozef Baruník. (2011). Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. Energy Economics. 34(1). 241–247. 378 indexed citations

15.

Baruník, Jozef, Lukáš Vácha, & Miloslav Vošvrda. (2010). Tail Behavior of the Central European Stock Markets during the Financial Crisis. ASEP. 4(3). 281–294. 8 indexed citations

16.

Baruník, Jozef & Lukáš Vácha. (2010). Monte Carlo-based tail exponent estimator. Physica A Statistical Mechanics and its Applications. 389(21). 4863–4874. 5 indexed citations

17.

Baruník, Jozef, Lukáš Vácha, & Miloslav Vošvrda. (2009). Smart predictors in the heterogeneous agent model. Journal of Economic Interaction and Coordination. 4(2). 163–172. 9 indexed citations

18.

Vácha, Lukáš, Jozef Baruník, & Miloslav Vošvrda. (2009). Smart Agents and Sentiment in the Heterogeneous Agent Model. Prague Economic Papers. 18(3). 209–219. 5 indexed citations

19.

Vošvrda, Miloslav & Lukáš Vácha. (2008). Heterogeneous Agent Model And Numerical Analysis Of Learning. RePEc: Research Papers in Economics. 9(17). 2 indexed citations

20.

Vácha, Lukáš & Miloslav Vošvrda. (2005). Dynamical Agents' Strategies and the Fractal Market Hypothesis. Prague Economic Papers. 14(2). 163–170. 13 indexed citations

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.

Explore authors with similar magnitude of impact