Scientific-pedagogical characteristics of the person
Second degree of higher education
Study field and programme: Economics and business management, 2001, University of Economics in Bratislava, Faculty of Business Economy with seat in Košice
Third degree of higher education
Study field and programme: Sectoral and cross-sectional economies / Economics of trade and industry, 2005, University of Economics in Bratislava, Faculty of Business Economy with seat in Košice
Associate professor
Study field and programme: Economics and business management, 2014, University of Economics in Bratislava, Faculty of Business Economy with seat in Košice
Current and previous employment
Assistant Professor
University of Economics in Bratislava, Faculty of Business Economy with seat in Košice
2006-2014
Associate Professor
University of Economics in Bratislava, Faculty of Business Economy with seat in Košice
2014-2015
researcher
University of Economics in Bratislava
2015-2021
Associate Professor
University of Economics in Bratislava, Faculty of Commerce
2021-
Associate Professor
Technical university in Kosice, Faculty of Economics (part time)
2021-
Associate professor
Masaryk university (part time)
2021-
Overview of activities within the teaching career at the university
Number of defended theses
Bakalárske (prvý stupeň): 14
Diplomové (druhý stupeň): 39
Overview of the research/artistic/other outputs
Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases: 26
Number of citations registered in the Web of Science or Scopus databases: 356
The most significant research/artistic/other outputs
Lyócsa, Š., Baumöhl, E., Výrost, T., Molnár, P., 2020. Fear of the coronavirus and the stock markets. Finance research letters, 36, p.101735.
Lyócsa, Š., Výrost, T., Baumöhl, E., 2019. Return spillovers around the globe: A network approach. Economic Modelling, 77, pp.133-146.
Khalfaoui, R., Baumöhl, E., Sarwar, S. and Výrost, T., 2021. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy, 74, p.102318.
Lyócsa, Š., Molnár, P., Výrost, T., 2021. Stock market volatility forecasting: Do we need high-frequency data?. International Journal of Forecasting.
Lyócsa Š, Todorova N, Výrost T. Predicting risk in energy markets: low-frequency data still matter. Applied Energy. 2021 Jan 15;282:116146.
The most significant research/artistic/other outputs over the last six years
Lyócsa, Š., Baumöhl, E., Výrost, T., Molnár, P., 2020. Fear of the coronavirus and the stock markets. Finance research letters, 36, p.101735.
Lyócsa, Š., Výrost, T., Baumöhl, E., 2019. Return spillovers around the globe: A network approach. Economic Modelling, 77, pp.133-146.
Khalfaoui, R., Baumöhl, E., Sarwar, S. and Výrost, T., 2021. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy, 74, p.102318.
Lyócsa, Š., Molnár, P., Výrost, T., 2021. Stock market volatility forecasting: Do we need high-frequency data?. International Journal of Forecasting.
Lyócsa Š, Todorova N, Výrost T. Predicting risk in energy markets: low-frequency data still matter. Applied Energy. 2021 Jan 15;282:116146.
The most significant citations corresponding to the research/artistic/other outputs
APVV-14-0357. Nákaza na medzinárodných trhoch: revidovanie modelov a analýza sietí (CIMRMAN – Contagion among International Markets: Revisiting Models and Analyzing Networks). Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2015-2018). Rozpočet: 224 405 EUR
APVV-18-0310. Efektívnost, finančná tieseň a rizikové správanie Európskych podnikov. Vedúci projektu: doc. Ing. Tomáš Výrost, PhD. (doba riešenia: 2019-2022). Rozpočet: 196 000 EUR
VEGA č. 1/0182/20. Meranie podnikovej efektívnosti a jej determinanty. Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2020-2022). Rozpočet: 15 489 EUR (prvý rok riešenia)
APVV-18-0335. Systémové riziko na finančných trhoch: prepojenia medzi finančnými inštitúciami. Vedúci projektu: doc. Ing. Štefan Lyócsa, PhD. (doba riešenia: 2019-2022). Rozpočet: 200 000 EUR
A FINancial supervision and TECHnology compliance training programme (FINTECH). H2020 no. 825215. PI: Paolo Giudici (University of Pavia). 2019-2020. Budget: 2 500 000 EUR.
Participation in conducting (leading) the most important research projects or art projects over the last six years
APVV-14-0357. Nákaza na medzinárodných trhoch: revidovanie modelov a analýza sietí (CIMRMAN – Contagion among International Markets: Revisiting Models and Analyzing Networks). Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2015-2018). Rozpočet: 224 405 EUR
APVV-18-0310. Efektívnost, finančná tieseň a rizikové správanie Európskych podnikov. Vedúci projektu: doc. Ing. Tomáš Výrost, PhD. (doba riešenia: 2019-2022). Rozpočet: 196 000 EUR
VEGA č. 1/0182/20. Meranie podnikovej efektívnosti a jej determinanty. Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2020-2022). Rozpočet: 15 489 EUR (prvý rok riešenia)
APVV-18-0335. Systémové riziko na finančných trhoch: prepojenia medzi finančnými inštitúciami. Vedúci projektu: doc. Ing. Štefan Lyócsa, PhD. (doba riešenia: 2019-2022). Rozpočet: 200 000 EUR
A FINancial supervision and TECHnology compliance training programme (FINTECH). H2020 no. 825215. PI: Paolo Giudici (University of Pavia). 2019-2020. Budget: 2 500 000 EUR.
Overview of organizational experience related to higher education and research/artistic/other activities
board member and fellow
Slovak Economic Society
since 2016
Member of the Scientific Board, Faculty of National Economics
University of Economics in Bratislava
2016-2019
Member of the Scientific Board, Faculty of Commerce
University of Economics in Bratislava
since 2020
Member of the editorial board
Finance a uver - Czech Journal of Economics and Finance
since 2020
Member of the Scientific Board, Faculty of Economics and Administration
Masaryk University, Czech Republic
since 2021
member of the Quality board of the University of Economics in Bratislava
University of Economics in Bratislava
since 2021
Overview of international mobilities and visits oriented on education and research/artistic/other activities in the given field of study
Universität Bayreuth, Universitätsstraße 30, 95447 Bayreuth, Germany
7/2003 - 8/2003,
study visit
Universität Bayreuth, Universitätsstraße 30, 95447 Bayreuth, Germany
7/2004 - 8/2004,
study visit
Universität Bayreuth, Universitätsstraße 30, 95447 Bayreuth, Germany
7/2005 - 8/2005,
study visit
University of Jyväskylä, Seminaarinkatu 15, University of Jyväskylä, Finland
5/2005,
Leonardo da Vinci
