| Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach M Just, K Echaust Finance Research Letters 37, 101775, 2020 | 202 | 2020 |
| Dynamic spillover transmission in agricultural commodity markets: what has changed after the COVID-19 threat? M Just, K Echaust Economics Letters 217, 110671, 2022 | 52 | 2022 |
| Value at risk estimation using the GARCH-EVT approach with optimal tail selection K Echaust, M Just Mathematics 8 (1), 114, 2020 | 27 | 2020 |
| Sustainable development of territorial units: MCDM approach with optimal tail selection A Łuczak, M Just Ecological Modelling 457, 109674, 2021 | 21 | 2021 |
| Tail dependence between crude oil volatility index and WTI oil price movements during the COVID-19 pandemic K Echaust, M Just Energies 14 (14), 4147, 2021 | 17 | 2021 |
| A complex MCDM procedure for the assessment of economic development of units at different government levels A Łuczak, M Just Mathematics 8 (7), 1067, 2020 | 17 | 2020 |
| Zastosowanie wybranych modeli analizy dyskryminacyjnej do prognozowania zagrożenia upadłością przedsiębiorstw produkujących pasze M Śmiglak-Krajewska, M Just Zarządzanie i Finanse 11 (1), 431-444, 2013 | 14 | 2013 |
| Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions K Echaust, M Just Research in International Business and Finance 63, 101788, 2022 | 13 | 2022 |
| Assessment of conditional dependence structures in commodity futures markets using copula-garch models and fuzzy clustering methods M Just, A Łuczak Sustainability 12 (6), 2571, 2020 | 13 | 2020 |
| The positional MEF-TOPSIS method for the assessment of complex economic phenomena in territorial units A Łuczak, M Just Statistics in Transition new series 21 (2), 157-172, 2020 | 12 | 2020 |
| Implied correlation index: An application to economic sectors of commodity futures and stock markets K Echaust, J Małgorzata Engineering Economics 31 (1), 4-17, 2020 | 12 | 2020 |
| Pomiar zmienności cen na rynku ziarna roślin strączkowych uprawianych w Polsce oraz rynku śruty sojowej M Just, M Śmiglak-Krajewska Zeszyty Naukowe SGGW w Warszawie-Problemy Rolnictwa Światowego 13 (1), 58-69, 2013 | 9 | 2013 |
| Modified positional TOPSIS method for assessing the socio-economic development level of rural municipalities M Just, A Łuczak University of Hradec Kralove, 2019 | 6 | 2019 |
| Inwestycje rzeczowe w gospodarstwach rolnych w województwie wielkopolskim w latach 2009-2011 M Smiglak-Krajewska, M Just Zeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego. Ekonomika i …, 2013 | 6 | 2013 |
| Application of the positional POT-TOPSIS method to the assessment of financial self-sufficiency of local administrative units A Łuczak, M Just, A Kozera Paper presented by the 10th Economics and Finance Conference, Rome, Italy, 10-13, 2018 | 5 | 2018 |
| The use of Value-at-Risk models to estimate the investment risk on agricultural commodity market M Just Proceedings of the International Conference Hradec Economic Days, 2014 | 5 | 2014 |
| Conditional versus Unconditional Models for VaR Measurement K Echaust, M Just SSRN Electronic Journal, 2014 | 5 | 2014 |
| Cryptocurrencies against stock market risk: New insights into hedging effectiveness M Just, K Echaust Research in International Business and Finance 67, 102134, 2024 | 4 | 2024 |
| The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory B Będowska-Sójka, K Echaust, M Just Journal of International Financial Markets, Institutions and Money 78, 101563, 2022 | 4 | 2022 |
| An optimal tail selection in risk measurement M Just, K Echaust Risks 9 (4), 70, 2021 | 4 | 2021 |
Krzysztof EchaustAssociate Professor, Poznan University of Economics and Business, Department of Operations ResearchVerified email at ue.poznan.pl
