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doc. Ing. Tomáš Výrost, PhD.

associate professor

317 / 3rd floor
tomas.vyrost@tuke.sk
+421 55 602 21 45
0000-0002-8384-5724
https://publons.com/researcher/3643792/tomas-vyrost/

56527369600

Teaching

Lectures
Financial Derivatives
Business Economics

Seminars
Quantitative Microeconomics

Final Thesis Topics
Financial Investment
Portfolio Management
Financial Distress Modeling
Risk Modeling

Timetable

Consultation Hours
Monday 9:00 – 10:30

Bachelor’s and Diploma Thesis Seminar
Tuesday 9:00 – 10:30

Research

Research Projects

  • APVV-18-0310. Corporate efficiency, financial distress and risk behavior in European companies. (Zodpovedný riešiteľ)
  • GAČR GA20-11769S. Financial Networks: Examining Market Linkages using Network Approach. (Zodpovedný riešiteľ)
  • Horizont 2020 – 825215. A FINancial supervision and TECHnology compliance training programme. (Člen riešiteľského kolektívu)
  • VEGA 1/0406/17. Prelievanie a predikcia volatility výnosov na akciových trhoch. (Zodpovedný riešiteľ)
  • APVV-14-0357. Contagion among International Markets: Revisiting Models and Analyzing Networks. (Člen riešiteľského kolektívu)
  • VEGA 1/0402/15. Insolvency of Slovak companies: bankruptcy proceedings, restructuring, and prediction of financial distress. (Člen riešiteľského kolektívu)
  • VEGA 1/0392/15. Empirical modelling of contagion in stock markets using networks. (Člen riešiteľského kolektívu)
  • APVV-0666-11. Stock Market Integration: Learning from Empirical Evidence. (Zodpovedný riešiteľ)
  • VEGA 1/0393/12. The speed, volatility and structural breaks in stock market integration of CEE countries. (Člen riešiteľského kolektívu)
  • VEGA 1/0826/11. Stock market integration of developed and V4 markets. (Člen riešiteľského kolektívu)
  • VEGA 1/4604/07 Quantitative approaches to the modelling of economic agents under uncertainty and risk. (Zodpovedný riešiteľ)
Research Publications

The Most Important Publications

  • Khalfaoui, R., Baumöhl, E., Sarwar, S., Výrost, T. (2021). Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy, 74, 102318.
  • Lyócsa, Š., Molnár, P., Výrost, T. (2021). Stock market volatility forecasting: Do we need high-frequency data?. International Journal of Forecasting, 37(3), 1092-1110.
  • Lyócsa, Š., Todorova, N., Výrost, T. (2021). Predicting risk in energy markets: Low-frequency data still matter. Applied Energy, 282, 116146.
  • Lyócsa, Š., Baumöhl, E., Výrost, T., Molnár, P. (2020). Fear of the coronavirus and the stock markets. Finance research letters, 36, 101735.
  • Výrost, T., Lyócsa, Š. and Baumöhl, E. 2015. Granger causality stock market networks: Temporal proximity and preferential attachment. Physica A: Statistical Mechanics and its Applications, vol. 427(C), p. 262-276.