Štefan Lyócsa : Citation Profile

Masarykova Univerzita

15

H index

18

i10 index

563

Citations

RESEARCH PRODUCTION:

62

Articles

23

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 35
   Journals where Štefan Lyócsa has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 47 (7.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ply50
   Updated: 2026-01-17    RAS profile: 2025-11-11    
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Relations with other researchers

Works with:

Výrost, Tomáš (10)

Molnár, Peter (6)

Baumohl, Eduard (5)

Plíhal, Tomáš (5)

Deev, Oleg (3)

Širaňová, Mária (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Štefan Lyócsa.

Is cited by:

Wang, Gang-Jin (11)

GUPTA, RANGAN (10)

Shahzad, Syed Jawad Hussain (9)

Horváth, Matúš (7)

Umar, Zaghum (7)

Molnár, Peter (7)

Fiszeder, Piotr (6)

Sensoy, Ahmet (6)

Cepni, Oguzhan (6)

Tiwari, Aviral (5)

Baumohl, Eduard (5)

Cites to:

Bollerslev, Tim (121)

Andersen, Torben (81)

Molnár, Peter (81)

Patton, Andrew (70)

Diebold, Francis (67)

Engle, Robert (56)

Baumohl, Eduard (51)

Hansen, Peter (46)

Výrost, Tomáš (43)

Lunde, Asger (38)

Sheppard, Kevin (34)

Main data

Where Štefan Lyócsa has published?

Journals with more than one article published# docs
Finance Research Letters11
Physica A: Statistical Mechanics and its Applications6
Applied Economics Letters4
Czech Journal of Economics and Finance (Finance a uver)4
Energy Economics4
International Journal of Forecasting3
Economic Modelling3
Applied Energy2
Applied Economics2
The North American Journal of Economics and Finance2
Journal of International Financial Markets, Institutions and Money2
Eastern European Economics2
International Review of Financial Analysis2
EconStor Open Access Articles and Book Chapters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany12
EconStor Preprints / ZBW - Leibniz Information Centre for Economics4
Papers / arXiv.org2

Recent works citing Štefan Lyócsa (2025 and 2024)

YearTitle of citing document
2024Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie. (2024). Kara, Marta Anita ; Boda, Micha. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360594.

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2024Wykorzystanie PageRank oraz regresji jako dwuetapowej analizy sieci firm Nasdaq w czasie recesji. Wnioski z topologii minimalnego drzewa rozpinającego. (2024). Tomeczek, Artur F ; Napirkowski, Tomasz M. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361239.

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2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2024). Barrios, Erniel ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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2025Predicting Insurance Penetration Rate in Ghana Using the Autoregressive Integrated Moving Average (ARIMA) Model. (2025). Gidisu, Godwin ; Gyima-Adu, Thomas. In: Papers. RePEc:arx:papers:2502.07841.

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2024USEFULNESS OF TECHNICAL ANALYSIS IN THE FOREX MARKET: THE EUR/USD PAIR. (2024). Voka, Ismet ; Barbullushi, Erjola ; Lampreia, Miguel. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-07_7.

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2024USEFULNESS OF TECHNICAL ANALYSIS IN THE FOREX MARKET: THE EUR/USD PAIR. (2024). Lampreia, Miguel ; Voka, Ismet ; Barbullushi, Erjola. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-7.

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2024Risk aversion and favourite–longshot bias in a competitive fixed‐odds betting market. (2024). Whelan, Karl. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:188-209.

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2024THE IMPACT OF ANNOUNCEMENTS ON CRYPTOCURRENCY PRICES. (2024). Andrei, Sidorov. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:4:p:69-94.

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2024Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study. (2024). Shahil, Raza ; Birau, Ramona ; Cirjan, Nadia Tudora ; Simion, Mircea Laurentiu ; Meher, Bharat Kumar ; Abhishek, Anand ; Aman, Shreevastava. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:2:p:41-52.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2025The emerging driving force of green transformation in resource-based cities: Does the digital economy work?. (2025). Liang, YE ; Wu, Yunfeng ; Zhou, Chuanyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1858-1880.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Chang, Tsangyao ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024How does node centrality in a financial network affect asset price prediction?. (2024). Xu, Yuhong ; Zhao, Xinyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000883.

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2024Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2025Adaptive online portfolio selection incorporating systematic risk of the financial market. (2025). Zhang, Jianing ; Liu, Rumei ; Yang, Liwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000786.

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2024Cash, crisis, and capers: The UKs cashbox policy during COVID-19. (2024). Xu, Zijin ; Dong, Yunhe ; Yang, Xing ; Luo, Haoyi. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002441.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Distributed mean reversion online portfolio strategy with stock network. (2024). Zhong, Yannan ; Xu, Weijun ; Li, Hongyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1143-1158.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models. (2025). Cepni, Oguzhan ; Bakkar, Yassine ; ben Jabeur, Sami. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008211.

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2025Geopolitical risk and uncertainty in energy markets: Evidence from wavelet-based methods. (2025). Vellucci, Pierluigi ; de Crescenzo, Ivan ; Mastroeni, Loretta ; Quaresima, Greta. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001045.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?. (2025). Yang, Zhidan ; Luo, YA ; Yi, Heling ; Ke, Rui ; Qin, Zhilong ; Lyu, Yongjian. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003330.

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2025The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2025Does the energy transition affect return spillovers between multiple energy sources and Chinese industry indices? Network evidence of asymmetric dynamic spillovers. (2025). Wang, Shouyang ; Zhang, Zhe George ; Chai, Jian ; Kou, Honghong. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007546.

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2025Investment decision making for large-scale Peer-to-Peer lending data: A Bayesian Neural Network approach. (2025). Guo, Yanhong ; Zhai, Yonghui ; Jiang, Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001875.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024What accounts for the effect of sustainability engagement on stock price crash risk during the COVID-19 pandemic—Agency theory or legitimacy theory?. (2024). Shan, Yuan George ; Zhang, Junru ; Zheng, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000991.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Driving green: Financial benefits of carbon emission reduction in companies. (2024). Tveters, Ragnar ; Misund, Brd ; Ibishova, Banovsha. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006896.

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2025ESG stock markets and clean energy prices prediction: Insights from advanced machine learning. (2025). Souissi, Bilel ; Ghallabi, Fahmi ; Ali, Shoaib ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008214.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024A high-frequency data dive into SVB collapse. (2024). Ali, Shoaib ; Aharon, David Y. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011959.

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2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Liu, Yiting ; Baals, Lennart John ; Osterrieder, Jorg ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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2024Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547.

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2024Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization. (2024). Yang, Changyu ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011796.

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2024Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x.

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2025Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commissions Regulatory Interventions on Crypto Assets. (2025). Saggu, Aman ; Ante, Lennart ; Kopiec, Kaja. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014429.

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2025Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2025Unraveling nuclear connections in energy market dynamics. (2025). Ijaz, Muhammad Shahzad ; Lucey, Brian M ; Rahman, Alishba ; Khan, Mushtaq Hussain. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017069.

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2024Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading. (2024). Reichenbach, Felix ; Mnster, Markus ; Walther, Martin. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000478.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2025The green transition and tech firms financial performance: Insights from patent data. (2025). ŞİRİN, Selahattin ; Sirin, Selahattin Murat. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000390.

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2024Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach. (2024). Pradhan, Rudra P ; Gangopadhyay, Partha ; Das, Narasingha. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000568.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2025The contribution of realized variance–covariance models to the economic value of volatility timing. (2025). Xu, Yongdeng ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1165-1183.

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2025Multivariate dynamic mixed-frequency density pooling for financial forecasting. (2025). Lopes, Hedibert F ; Virbickait, Audron ; Zaharieva, Martina Danielova. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1184-1198.

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2025Social media-based attention and the cross-section of cryptocurrency returns. (2025). Pugachyov, Nikolay ; Matre, Arnaud T ; Weigert, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001384.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2025Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach. (2025). Yang, Lu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000919.

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2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2025Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959.

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2024Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Zhang, Xiaori ; Jiang, Christine ; Hu, Bill. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2024Identify causality by multi-scale structural complexity. (2024). Wang, Ping ; Yang, Huijie ; Gu, Changgui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009536.

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2025Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitz’s theory and correlation network analysis. (2025). el Afia, Abdellatif ; Fihri, Mohamed ; Lmakri, Aziz ; Belkhoutout, Khalid ; Guerbaz, Raby ; Oukhouya, Hassan ; el Rhiouane, Afaf. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s0378437125001736.

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2025Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis. (2025). Umar, Zaghum ; Hadad, Elroi ; Phiri, Andrew ; Teplova, Tamara. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000183.

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2024Hacks and the price synchronicity of bitcoin and ether. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:294-299.

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2024Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024“Comparing merit order effects of wind penetration across wholesale electricity markets”. (2024). Ajanaku, Bolarinwa A ; Collins, Alan R. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004373.

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2024Can geopolitical risks impact the long-run correlation between crude oil and clean energy markets? Evidence from a regime-switching analysis. (2024). Chen, Zhuoyi ; Liu, Yuanyuan ; Zhang, Hongwei. In: Renewable Energy. RePEc:eee:renene:v:229:y:2024:i:c:s0960148124008425.

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2025Measuring the long-term impact of wind, run-of-river, solar renewable energy alternatives on market clearing prices. (2025). Gkgz, Fazil ; Ycel, YK. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124023607.

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2025A tale of two risks: Differential diversification roles of clean energy sector stocks in physical and transition climate risk management. (2025). Kuang, Wei. In: Renewable Energy. RePEc:eee:renene:v:249:y:2025:i:c:s0960148125008031.

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2025Online public opinion attention and corporate green finance development. (2025). Zhao, Lei ; Meng, Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002606.

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2025Exploring volatility reactions in cryptocurrency markets using intraday macroeconomic news analysis. (2025). Savaser, Tanseli ; ben Omrane, Walid ; Sebai, Saber ; Saadi, Samir ; Dabbou, Halim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006720.

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2025Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets. (2025). Kallandranis, Christos ; Anastasiou, Dimitrios ; Karagiorgis, Ariston ; Ballis, Antonis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006756.

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2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024The development of firm size distribution – Evidence from four Central European countries. (2024). Klietik, Toma ; Kritofik, Peter ; Medzihorsk, Juraj ; Musa, Hussam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:98-110.

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2024Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024Optimizing stock market volatility predictions based on the SMVF-ANP approach. (2024). Guan, Zhigui ; Zhao, Yuanjun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004945.

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More than 100 citations found, this list is not complete...

Works by Štefan Lyócsa:

YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
[Full Text][Citation analysis]		paper43
2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2015Return spillovers around the globe: A network approach In: Papers.
[Full Text][Citation analysis]		paper16
2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2014Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article0
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper34
2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2021Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy.
[Full Text][Citation analysis]		article6
2021Residual electricity demand: An empirical investigation In: Applied Energy.
[Full Text][Citation analysis]		article5
2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article55
2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
[Full Text][Citation analysis]		article15
2014Growth-returns nexus: Evidence from three Central and Eastern European countries In: Economic Modelling.
[Full Text][Citation analysis]		article4
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article19
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019Asymmetric volatility in equity markets around the world In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2024The tipping point of electricity price attention: When a problem becomes a problem In: Economics Letters.
[Full Text][Citation analysis]		article0
2015Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs In: Economic Systems.
[Full Text][Citation analysis]		article1
2021What drives volatility of the U.S. oil and gas firms? In: Energy Economics.
[Full Text][Citation analysis]		article5
2024Forecasting of clean energy market volatility: The role of oil and the technology sector In: Energy Economics.
[Full Text][Citation analysis]		article9
2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article2
2025Cross-border and cross-regional electricity transmission: Is there a price impact in south Norway? In: Energy Economics.
[Full Text][Citation analysis]		article0
2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds In: Energy.
[Full Text][Citation analysis]		article19
2024Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2025Do hurricanes cause storm on the stock market? The case of US energy companies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2020Stock market oscillations during the corona crash: The role of fear and uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article42
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2021A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2021FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2022YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2021YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022Return adjusted charge ratios: What drives fees and costs of pension schemes? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2022The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article16
2019Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2020Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2018Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2019Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2020Connectedness of financial institutions in Europe: A network approach across quantiles In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2022Nominal and discretionary household income convergence: The effect of a crisis in a small open economy In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
2011Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2013Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article8
2014Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article3
2010Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2018Stock Market Contagion: a New Approach In: Open Economies Review.
[Full Text][Citation analysis]		article4
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
[Full Text][Citation analysis]		article3
2022New Credit Drivers: Results from a Small Open Economy In: Eastern European Economics.
[Full Text][Citation analysis]		article0
2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
[Full Text][Citation analysis]		paper8
2018Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2009Stationarity of time series and the problem of spurious regression In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Constructing weekly returns based on daily stock market data: A puzzle for empirical research? In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2012Testing the covariance stationarity of CEE stocks In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2013Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2015Predicting changes in the output of OECD countries: An international network perspective In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets In: Financial Innovation.
[Full Text][Citation analysis]		article5
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2019Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2018Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Quantile dependence of tourism activity between Southern European countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2025Peer-to-peer loan returns: heterogeneous effects across quantiles In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2016What drives intermediation costs? A case of tennis betting market In: Applied Economics.
[Full Text][Citation analysis]		article3
2018To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics.
[Full Text][Citation analysis]		article4
2016Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2019Impact of wind and solar production on electricity prices: Quantile regression approach In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article6
2014How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]		paper1
2012The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team