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Stefan Lyocsa

Department of Finance · Faculty of Economics and Administration, Masaryk University

https://researchid.co/slyocsa
@muni.cz
72Scopus Publications
2923Google Scholar Citations
29Google Scholar h-index
55Google Scholar i10-index

Research Interests

My current research is concentrated around instabilities of the financial system, market risks and credit risk modeling on P2P lending markets.

Recent Scopus Publications

  1. A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
    Journal of Forecasting, 2026
  2. Has ChatGPT Disrupted the Education Sector in the U.S.?
    Social Science Computer Review, 2026
  3. Attention to renewable energy: A risk-factor for stocks in the renewable energy sector
    Research in International Business and Finance, 2026
  4. Cross-border and cross-regional electricity transmission: Is there a price impact in south Norway?
    Energy Economics, 2025
  5. α-threshold networks in credit risk models
    Quantitative Finance, 2025

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