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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. Attention to renewable energy: A risk-factor for stocks in the renewable energy sector
    Research in International Business and Finance, 2026
  3. Has ChatGPT Disrupted the Education Sector in the U.S.?
    Social Science Computer Review, 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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