Štefan Lyócsa

1.9k total citations
78 papers, 1.3k citations indexed

About

Štefan Lyócsa is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Štefan Lyócsa has authored 78 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 63 papers in Economics and Econometrics, 46 papers in Finance and 21 papers in General Economics, Econometrics and Finance. Recurrent topics in Štefan Lyócsa's work include Market Dynamics and Volatility (46 papers), Financial Risk and Volatility Modeling (29 papers) and Monetary Policy and Economic Impact (21 papers). Štefan Lyócsa is often cited by papers focused on Market Dynamics and Volatility (46 papers), Financial Risk and Volatility Modeling (29 papers) and Monetary Policy and Economic Impact (21 papers). Štefan Lyócsa collaborates with scholars based in Slovakia, Czechia and Norway. Štefan Lyócsa's co-authors include Eduard Baumöhl, Péter Molnár, Tomáš Výrost, Neda Todorova, Evžen Kočenda, Michal Tkáč, Roman Horváth, Petra Vašaničová, Branka Hadji Misheva and Erik Haugom and has published in prestigious journals such as Applied Energy, Expert Systems with Applications and Energy.

In The Last Decade

Štefan Lyócsa

72 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Štefan Lyócsa Slovakia 20 1.0k 584 173 134 110 78 1.3k
Yoon‐Jae Whang South Korea 17 881 0.9× 536 0.9× 342 2.0× 152 1.1× 68 0.6× 46 1.4k
Eduard Baumöhl Slovakia 16 860 0.8× 430 0.7× 133 0.8× 73 0.5× 138 1.3× 41 1.0k
Samet Günay Kuwait 16 842 0.8× 346 0.6× 147 0.8× 61 0.5× 203 1.8× 63 1.0k
Andrea Teglio Italy 18 724 0.7× 303 0.5× 221 1.3× 149 1.1× 19 0.2× 38 1.0k
Raphael N. Markellos United Kingdom 14 933 0.9× 661 1.1× 131 0.8× 220 1.6× 34 0.3× 49 1.4k
Sun‐Yong Choi South Korea 16 1.0k 1.0× 491 0.8× 178 1.0× 128 1.0× 100 0.9× 65 1.3k
Constantin Gurdgiev United States 13 983 1.0× 397 0.7× 247 1.4× 78 0.6× 287 2.6× 59 1.3k
Miguel Angel Rivera Castro Brazil 14 1.4k 1.4× 416 0.7× 375 2.2× 97 0.7× 51 0.5× 31 1.6k
Javier Perote Spain 21 644 0.6× 495 0.8× 173 1.0× 146 1.1× 94 0.9× 81 1.1k
Thomas Dimpfl Germany 21 1.7k 1.6× 960 1.6× 180 1.0× 290 2.2× 896 8.1× 62 2.1k

Countries citing papers authored by Štefan Lyócsa

Since Specialization
Citations

This map shows the geographic impact of Štefan Lyócsa's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Štefan Lyócsa with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Štefan Lyócsa more than expected).

Fields of papers citing papers by Štefan Lyócsa

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Štefan Lyócsa. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Štefan Lyócsa. The network helps show where Štefan Lyócsa may publish in the future.

Co-authorship network of co-authors of Štefan Lyócsa

This figure shows the co-authorship network connecting the top 25 collaborators of Štefan Lyócsa. A scholar is included among the top collaborators of Štefan Lyócsa based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Štefan Lyócsa. Štefan Lyócsa is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lyócsa, Štefan, et al.. (2025). Cross-border and cross-regional electricity transmission: Is there a price impact in south Norway?. Energy Economics. 150. 108878–108878.
2.
Lyócsa, Štefan, et al.. (2024). Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. International Journal of Forecasting. 40(4). 1275–1301. 1 indexed citations
3.
Horváth, Roman, et al.. (2024). Do hurricanes cause storm on the stock market? The case of US energy companies. International Review of Financial Analysis. 97. 103816–103816. 1 indexed citations
4.
Lyócsa, Štefan & Neda Todorova. (2024). What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. Energy Economics. 140. 107980–107980. 3 indexed citations
5.
Baumöhl, Eduard, Štefan Lyócsa, & Petra Vašaničová. (2024). Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. International Review of Financial Analysis. 95. 103416–103416. 1 indexed citations
6.
Lyócsa, Štefan & Neda Todorova. (2024). Forecasting of clean energy market volatility: The role of oil and the technology sector. Energy Economics. 132. 107451–107451. 14 indexed citations
7.
Haugom, Erik, et al.. (2024). Has ChatGPT Disrupted the Education Sector in the U.S.?. Social Science Computer Review. 44(2). 185–208. 1 indexed citations
8.
Lyócsa, Štefan & Neda Todorova. (2023). Forecasting of Clean Energy Market Volatility the Role of Oil and the Technology Sector. SSRN Electronic Journal. 2 indexed citations
9.
Lyócsa, Štefan, et al.. (2023). The US banking crisis in 2023: Intraday attention and price variation of banks at risk. Finance research letters. 57. 104209–104209. 9 indexed citations
10.
Lyócsa, Štefan, et al.. (2022). Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. Finance research letters. 48. 102995–102995. 46 indexed citations
11.
Lyócsa, Štefan, et al.. (2022). The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. Finance research letters. 49. 103154–103154. 6 indexed citations
12.
Lyócsa, Štefan, et al.. (2022). Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets. Financial Innovation. 8(1). 24 indexed citations
13.
Lyócsa, Štefan, et al.. (2021). Improving stock market volatility forecasts with complete subset linear and quantile HAR models. Expert Systems with Applications. 183. 115416–115416. 12 indexed citations
14.
Lyócsa, Štefan, et al.. (2021). New Credit Drivers: Results from a Small Open Economy. Eastern European Economics. 60(1). 79–112. 3 indexed citations
15.
Lyócsa, Štefan, Eduard Baumöhl, & Tomáš Výrost. (2021). YOLO trading: Riding with the herd during the GameStop episode. Finance research letters. 46. 102359–102359. 46 indexed citations
16.
Lyócsa, Štefan, Neda Todorova, & Tomáš Výrost. (2020). Predicting risk in energy markets: Low-frequency data still matter. Applied Energy. 282. 116146–116146. 9 indexed citations
17.
Lyócsa, Štefan, et al.. (2016). Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland. Czech Journal of Economics and Finance. 66(5). 453–475. 9 indexed citations
18.
Lyócsa, Štefan, et al.. (2012). The Real Convergence of CEE Countries: A Study of Real GDP per capita. Econstor (Econstor). 60(6). 642–656.
19.
Lyócsa, Štefan, Eduard Baumöhl, & Tomáš Výrost. (2012). Stock returns and real activity: the dynamic conditional lagged correlation approach. MPRA Paper.
20.
Baumöhl, Eduard, Tomáš Výrost, & Štefan Lyócsa. (2011). Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework. MPRA Paper.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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