Details about Henryk Gurgul

Access statistics for papers by Henryk Gurgul.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pgu102

Working Papers

2020

1. Testing for economic and environmental impacts of EU Emissions Trading System: A panel GMM approach
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Testing for the economic and environmental impacts of EU Emissions Trading System: A panel GMM approach, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2020) (2020)
2. The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2021) (2021)

2019

3. Eco-efficiency analysis in generalized IO models: Methods and examples
   MPRA Paper, University Library of Munich, Germany
4. Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
   Papers, arXiv.org View citations (1)
   See also Journal Article Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction, Statistics in Transition New Series, Statistics Poland (2020) (2020)

2016

5. Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2016) View citations (3) (2016)

2015

6. Key sectors after a decade of transformation: Evidence from Poland
   MPRA Paper, University Library of Munich, Germany View citations (1)

2014

7. Globalization and economic growth: Evidence from two decades of transition in CEE
   MPRA Paper, University Library of Munich, Germany View citations (61)
   See also Journal Article Globalization and economic growth: Evidence from two decades of transition in CEE, Economic Modelling, Elsevier (2014) View citations (62) (2014)

2013

8. Modeling of Withdrawals from Selected ATMs of the “Euronet” Network
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Modeling of withdrawals from selected ATMs of the "Euronet" network, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2013) (2013)
9. Political instability and economic growth: Evidence from two decades of transition in CEE
   MPRA Paper, University Library of Munich, Germany View citations (10)
   Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (3)

2012

10. Financial Development and Economic Growth in Poland in Transition: Causality Analysis
    MPRA Paper, University Library of Munich, Germany View citations (9)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (2)
    See also Journal Article Financial Development and Economic Growth in Poland in Transition: Causality Analysis, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2012) View citations (11) (2012)
11. Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2012) View citations (7) (2012)
12. Technological progress and economic growth: evidence from Poland
    MPRA Paper, University Library of Munich, Germany
13. The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies
    MPRA Paper, University Library of Munich, Germany View citations (1)
14. The electricity consumption versus economic growth of the Polish economy
    MPRA Paper, University Library of Munich, Germany View citations (85)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (7)
    See also Journal Article The electricity consumption versus economic growth of the Polish economy, Energy Economics, Elsevier (2012) View citations (80) (2012)
15. The relationship between budgetary expenditure and economic growth in Poland
    MPRA Paper, University Library of Munich, Germany View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (4)
    See also Journal Article The relationship between budgetary expenditure and economic growth in Poland, Central European Journal of Operations Research, Springer (2012) View citations (10) (2012)
16. Two deficits and economic growth: Case of CEE countries in transition
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Two deficits and economic growth: case of CEE countries in transition, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2012) View citations (2) (2012)

2011

17. Causality analysis between public expenditure and economic growth of Polish economy in last decade
    MPRA Paper, University Library of Munich, Germany
18. The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2011) View citations (5) (2011)
19. The impact of regional disparities on economic growth
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article The impact of regional disparities on economic growth, Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management (2011) View citations (2) (2011)
20. The interdependence between energy consumption and economic growth in the Polish economy in the last decade
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article The interdependence between energy consumption and economic growth in the Polish economy in the last decade, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2011) View citations (4) (2011)
21. The nexus between economic freedom and growth: Evidence from CEE countries in transition
    MPRA Paper, University Library of Munich, Germany View citations (5)
22. The role of coal consumption in the economic growth of the Polish economy in transition
    MPRA Paper, University Library of Munich, Germany View citations (27)
    See also Journal Article The role of coal consumption in the economic growth of the Polish economy in transition, Energy Policy, Elsevier (2011) View citations (27) (2011)

2010

23. International trade and economic growth in the Polish economy
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article International trade and economic growth in the Polish economy, Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management (2010) View citations (6) (2010)
24. Polish stock market and some foreign markets – dependence analysis by regime-switching copulas
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Polish stock market and some foreign markets - dependence analysis by regime-switching copulas, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2010) (2010)
25. The causal link between Polish stock market and key macroeconomic aggregates
    MPRA Paper, University Library of Munich, Germany View citations (17)

2007

26. Distribution of Volume on the American Stock Market
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Distribution of volume on the American stock market, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2007) (2007)
27. Product-embodied diffusion of innovations in Poland: R&D multiplier analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Product-embodied diffusion of innovations in Poland: R&D multiplier analysis, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2007) View citations (1) (2007)
28. Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
    (On application of regression models in event studies on financial markets)
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2007) (2007)

Journal Articles

2024

1. Effectiveness of ATM withdrawal forecasting methods under different market conditions
   Technological Forecasting and Social Change, 2024, 200, (C)

2023

2. Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi
   Central European Journal of Operations Research, 2023, 31, (2), 445-465 View citations (1)
3. Contagion between selected European indexes during the Covid-19 pandemic
   Operations Research and Decisions, 2023, 33, (1), 47-59

2022

4. Multi-feature evaluation of financial contagion
   Central European Journal of Operations Research, 2022, 30, (4), 1167-1194

2021

5. Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange
   Statistics in Transition New Series, 2021, 22, (4), 41-58
   Also in Statistics in Transition New Series, 2021, 22, (4), 41-58 (2021)
6. Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study
   Operations Research and Decisions, 2021, 31, (2), 59-92 View citations (2)
7. The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange
   Central European Journal of Economic Modelling and Econometrics, 2021, 13, (3), 287-329
   See also Working Paper The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange, MPRA Paper (2020) (2020)
8. The dependencies of subindexes of Stoxx 600 during the Covid-19 pandemic
   Managerial Economics, 2021, 22, (2), 73-94

2020

9. Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange
   Central European Journal of Operations Research, 2020, 28, (3), 869-904 View citations (5)
10. Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
    Statistics in Transition New Series, 2020, 21, (5), 99-118
    Also in Statistics in Transition New Series, 2020, 21, (5), 99-118 (2020) View citations (1)
    See also Working Paper Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction, Papers (2019) View citations (1) (2019)
11. Testing for the economic and environmental impacts of EU Emissions Trading System: A panel GMM approach
    Managerial Economics, 2020, 21, (2), 99-125
    See also Working Paper Testing for economic and environmental impacts of EU Emissions Trading System: A panel GMM approach, MPRA Paper (2020) (2020)

2019

12. Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges
    Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (3), 298 - 321
13. On approximating the accelerator part in dynamic input–output models
    Central European Journal of Operations Research, 2019, 27, (1), 219-239 View citations (4)
14. Regional patterns in technological progress of Poland: the role of EU structural funds
    Central European Journal of Operations Research, 2019, 27, (4), 1195-1220 View citations (3)
15. Tracing VARDI coefficients: a proposal
    Economic Systems Research, 2019, 31, (3), 324-344 View citations (1)

2018

16. Impact of ATM location on its profi tability in Malopolskie and Podkarpackie provinces
    Managerial Economics, 2018, 19, (1), 49-73 View citations (2)
17. On using dynamic IO models with layers of techniques to measure value added in global value chains
    Structural Change and Economic Dynamics, 2018, 47, (C), 155-170 View citations (6)
18. Some remarks on a social network approach to identifying key sectors
    Economic Systems Research, 2018, 30, (1), 120-135 View citations (7)

2017

19. MIDAS models in banking sector – systemic risk comparison
    Managerial Economics, 2017, 18, (2), 165-181
20. TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
    Statistics in Transition New Series, 2017, 18, (1), 91-114
    Also in Statistics in Transition New Series, 2017, 18, (1), 91-114 (2017)
21. The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange
    Central European Journal of Operations Research, 2017, 25, (2), 287-301 View citations (2)
22. Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective
    Managerial Economics, 2017, 18, (1), 87-102 View citations (3)

2016

23. CALENDAR AND SEASONAL EFFECTS ON THE SIZE OF WITHDRAWALS FROM ATMS MANAGED BY EURONET
    Statistics in Transition New Series, 2016, 17, (4), 691-722 View citations (2)
    Also in Statistics in Transition New Series, 2016, 17, (4), 691-722 (2016) View citations (1)
24. Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?
    Managerial Economics, 2016, 17, (1), 21-58 View citations (3)
    See also Working Paper Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition?, MPRA Paper (2016) View citations (3) (2016)
25. Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (5), 405-425 View citations (1)
26. Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements: Evidence from Central Europe
    Managerial Economics, 2016, 17, (2), 217-240
27. Price duration versus trading volume in high-frequency data for selected DAX companies
    Managerial Economics, 2016, 17, (2), 241-260 View citations (1)
28. Simulating evolution of interindustry linkages in endogenous dynamic IO model with layers of techniques
    Metroeconomica, 2016, 67, (4), 632-666 View citations (9)
29. The impact of asynchronous trading on Epps effect. Comparative study on Warsaw Stock Exchange and Vienna Stock Exchange
    Managerial Economics, 2016, 17, (1), 57-75
30. The logarithmic ACD model: The microstructure of the German and Polish stock markets
    Managerial Economics, 2016, 17, (1), 77-92 View citations (1)

2015

31. Key sectors after a decade of transition: Evidence from Poland
    Managerial Economics, 2015, 16, (1), 39-76
32. ON THE ECONOMIC INTERPRETATION OF THE BR�DY CONJECTURE
    Economic Systems Research, 2015, 27, (1), 122-131 View citations (8)
33. Regime-Dependent Relationships among Stock Markets in Frankfurt, Vienna and Warsaw
    Managing Global Transitions, 2015, 13, (1 (Spring)), 3-25
34. The impact of estimation methods and data frequency on the results of long memory assessment
    Managerial Economics, 2015, 16, (1), 7-37

2014

35. Globalization and economic growth: Evidence from two decades of transition in CEE
    Economic Modelling, 2014, 36, (C), 99-107 View citations (62)
    See also Working Paper Globalization and economic growth: Evidence from two decades of transition in CEE, MPRA Paper (2014) View citations (61) (2014)
36. The effect of location on the distribution of withdrawals from selected ATMs of the "Euronet" network
    Managerial Economics, 2014, 15, (1), 43-62 View citations (1)
37. The impact of US macroeconomic news on the Polish stock market
    Central European Journal of Operations Research, 2014, 22, (4), 795-817 View citations (15)
38. The impact of alterations in the local insolvency legislation on business bankruptcy rates in Poland
    Statistics in Transition new series, 2014, 15, (3), 453-466
39. The optimal portfolio under VaR and ES
    Operations Research and Decisions, 2014, 24, (2), 59-79
40. The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange
    Managerial Economics, 2014, 15, (2), 149-164

2013

41. Modeling of returns and trading volume by regime switching copulas
    Managerial Economics, 2013, 13, 45-64
42. Modeling of withdrawals from selected ATMs of the "Euronet" network
    Managerial Economics, 2013, 13, 65-82
    See also Working Paper Modeling of Withdrawals from Selected ATMs of the “Euronet” Network, MPRA Paper (2013) (2013)
43. The Properties of ATMs Development Stages - an Empirical Analysis
    Statistics in Transition new series, 2013, 14, (3), 443-466
44. The optimal portfolio in respect to Expected Shortfall: a comparative study
    Managerial Economics, 2013, 14, 17-38
45. The structure of contemporaneous price-volume relationships in financial markets
    Managerial Economics, 2013, 14, 39-60 View citations (1)
46. The testing of causal stock returns-trading volume dependencies with the aid of copulas
    Managerial Economics, 2013, 13, 21-44

2012

47. Financial Development and Economic Growth in Poland in Transition: Causality Analysis
    Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (4), 347-367 View citations (11)
    See also Working Paper Financial Development and Economic Growth in Poland in Transition: Causality Analysis, MPRA Paper (2012) View citations (9) (2012)
48. Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements
    Managerial Economics, 2012, 12, 41-59 View citations (7)
    See also Working Paper Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements, MPRA Paper (2012) View citations (6) (2012)
49. The electricity consumption versus economic growth of the Polish economy
    Energy Economics, 2012, 34, (2), 500-510 View citations (80)
    See also Working Paper The electricity consumption versus economic growth of the Polish economy, MPRA Paper (2012) View citations (85) (2012)
50. The relationship between budgetary expenditure and economic growth in Poland
    Central European Journal of Operations Research, 2012, 20, (1), 161-182 View citations (10)
    See also Working Paper The relationship between budgetary expenditure and economic growth in Poland, MPRA Paper (2012) View citations (10) (2012)
51. Two deficits and economic growth: case of CEE countries in transition
    Managerial Economics, 2012, 12, 79-108 View citations (2)
    See also Working Paper Two deficits and economic growth: Case of CEE countries in transition, MPRA Paper (2012) View citations (1) (2012)

2011

52. The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition
    Central European Journal of Economic Modelling and Econometrics, 2011, 3, (3), 133-168 View citations (5)
    See also Working Paper The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition, MPRA Paper (2011) View citations (4) (2011)
53. The dynamic model of birth and death of enterprises
    Statistics in Transition new series, 2011, 12, (2), 381-400 View citations (1)
54. The impact of regional disparities on economic growth
    Operations Research and Decisions, 2011, 21, (2), 17-43 View citations (2)
    See also Working Paper The impact of regional disparities on economic growth, MPRA Paper (2011) View citations (4) (2011)
55. The interdependence between energy consumption and economic growth in the Polish economy in the last decade
    Managerial Economics, 2011, 9, 25-48 View citations (4)
    See also Working Paper The interdependence between energy consumption and economic growth in the Polish economy in the last decade, MPRA Paper (2011) View citations (4) (2011)
56. The role of coal consumption in the economic growth of the Polish economy in transition
    Energy Policy, 2011, 39, (4), 2088-2099 View citations (27)
    See also Working Paper The role of coal consumption in the economic growth of the Polish economy in transition, MPRA Paper (2011) View citations (27) (2011)

2010

57. International trade and economic growth in the Polish economy
    Operations Research and Decisions, 2010, 20, (3-4), 5-29 View citations (6)
    See also Working Paper International trade and economic growth in the Polish economy, MPRA Paper (2010) View citations (6) (2010)
58. Polish stock market and some foreign markets - dependence analysis by regime-switching copulas
    Managerial Economics, 2010, 8, 21-39
    See also Working Paper Polish stock market and some foreign markets – dependence analysis by regime-switching copulas, MPRA Paper (2010) (2010)

2009

59. Linear versus nonlinear causality for DAX companies
    Operations Research and Decisions, 2009, 19, (3), 27-46 View citations (15)
60. Long memory of volatility measures in time series
    Operations Research and Decisions, 2009, 19, (1), 37-54

2008

61. Polish Stock Market and some foreign markets - dependence analysis by copulas
    Operations Research and Decisions, 2008, 18, (2), 17-35
62. The Modified Diagonalization Method for Analysing Clusters within Economies
    Managing Global Transitions, 2008, 6, (1), 53-73

2007

63. Distribution of volume on the American stock market
    Managerial Economics, 2007, 1, 143-163
    See also Working Paper Distribution of Volume on the American Stock Market, MPRA Paper (2007) (2007)
64. Price–volume relations of DAX companies
    Financial Markets and Portfolio Management, 2007, 21, (3), 353-379 View citations (3)
65. Product-embodied diffusion of innovations in Poland: R&D multiplier analysis
    Managerial Economics, 2007, 1, 101-120 View citations (1)
    See also Working Paper Product-embodied diffusion of innovations in Poland: R&D multiplier analysis, MPRA Paper (2007) View citations (1) (2007)
66. Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange
    Managing Global Transitions, 2007, 5, (2), 179-192 View citations (1)
67. The informational content of insider trading disclosures: empirical results for the Polish stock market
    Central European Journal of Operations Research, 2007, 15, (1), 1-19 View citations (9)
68. Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
    Managerial Economics, 2007, 1, 121-142
    See also Working Paper Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien, MPRA Paper (2007) (2007)

2006

69. Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (1-2), 58-68 View citations (3)
70. Interfund linkage analysis: the case of the polish pension fund sector
    Economic Systems Research, 2006, 18, (1), 1-27
71. Long Memory on the German Stock Exchange
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (09-10), 447-468 View citations (8)
72. Long-run properties of trading volume and volatility of equities listed in DJIA index
    Operations Research and Decisions, 2006, 16, (3-4), 29-56
73. The impact of institutional investors on risk and stock return autocorrelations in the context of the Polish pension reform
    Operations Research and Decisions, 2006, 16, (2), 5-30

2005

74. Effect of dividend and repurchase announcements on the Polish stock market
    Operations Research and Decisions, 2005, 15, (1), 25-41 View citations (3)
75. Joint Dynamics of Prices and Trading Volume on the Polish Stock Market
    Managing Global Transitions, 2005, 3, (2), 139-156 View citations (9)
76. Key Sector Analysis: A Case of the Transited Polish Economy
    Managing Global Transitions, 2005, 3, (1), 95-111 View citations (4)

1998

77. On Hypothesis about the Second Eigenvalue of the Leontief Matrix
    Economic Systems Research, 1998, 10, (3), 285-290 View citations (4)

Chapters

2005

1. On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market
   Springer View citations (1)

Editor

1. Managerial Economics
   AGH University of Science and Technology, Faculty of Management