Dr Roman MATKOVSKYY

Teaching

• Microeconomics/Macroeconomics
• Research methods in Economics (Economic Methodology)
• Economics (Economic Theory)
• Fundamentals of Econometrics
• Econometrics
• Economic Forecast
• Economic Cybernetics
• Modelling of Economic Systems
• Dynamic Models
• Modelling of Economic Dynamics
• Nonlinear models of Economic Processes
• System Analysis

Service

Service to the Institution Department Assignments Member

• 2013-2014

  Examination Committee

• 2008-2009 – 2011-2012

  Examination Committee

University Assignments Member

• 2013-2014

  Educational-Methodological Committee

• 2008-2009 – 2009-2010

  Educational-Methodological Committee

Other Institutional Service Activities

• 2006-2007 – 2010-2011

  Head of Young Scientists Council of DSPU

Professional Development Professional Seminars / Workshops

• 2012

  Training On the behavioural econometrics of risk, uncertainty and time preference, Cape Town, South Africa

Honours/Award

• 2007: Excellent master teacher of Education of Ukraine. Ministry of Education and Science of Ukraine

Intellectual contributions

Refereed Articles Discipline-Based Scholarship

• Jalan, A., Matkovskyy, R., 2023, Systemic risks in the cryptocurrency market: Evidence from the FTX collapse., Finance research letters, Volume 53, May 2023, 103670
• Akanksha Jalan, Roman Matkovskyy, Andrew Urquhart, Larisa Yarovaya, 2023, The role of interpersonal trust in cryptocurrency adoption., Journal of International Financial Markets, Institutions and Money, Volume 83, March 2023, 101715
• Akanksha Jalan, Roman Matkovskyy, Andrew Urquhart, 2022, Demand elasticities of Bitcoin and Ethereum, Economics Letters, Volume 220, November 2022, 110877
• Chen, Y., Bredin, D., Potì, V., & Matkovskyy, R., 2022, COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic, Digital Finance,  4: 1; pp 17–61 doi: 10.1007/s42521-021-00045-3
• Jalan, A., Matkovskyy, R., Yarovaya, L., 2021, ‘Shiny’ Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic, International Review of Financial Analysis (in Press)
• Aziz, S., Jalan, A., Matkovskyy, R. and Bouraoui, T., 2021, Does Shariah compliance affect investor behaviour in the COVID-19 times: Evidence from herding in the global energy market., Applied Economics (in Press)
• Gao, S., Bagnarosa, G., Dowling, M. Matkovskyy, R. & Tawil, D., 2021, Price transmission in European fish markets, Applied Economics (in Press)
• Yarovaya, L., Matkovskyy, R., Jalan, A. (2020), 2021, The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets, Research in International Business and Finance (in Press)
• Jalan, A., Matkovskyy, R., Potì, V., 2021, Shall the winning last? A study of recent bubbles and persistence., Finance Research Letters
• Yarovaya, L., Matkovskyy, R., Jalan, A., 2021, The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets, Journal of International Financial Markets, Institutions and Money (In press)
• Jalan, A., Matkovskyy, R., Urquhart, A., 2021, What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?, The European Journal of Finance (In press)
• Matkovskyy, R., Jalan, A., 2021, Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model, Economic Review (Revue économique) In press
• Jalan, A., Matkovskyy, R., Aziz, S., 2020, The Bitcoin options market: A first look at pricing and risk, Applied Economics (In press)
• Matkovskyy, R., Jalan, A., Dowling, M., 2020, Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets, Quarterly Review of Economics and Finance, 77, 150-155
• Matkovskyy, R., 2020, A measurement of affluence and poverty interdependence across countries: evidence from the application of tail copula, Bulletin of Economic Research, 72(4), 404-416
• Matkovskyy, R., Jalan, A., Dowling, M., and Bouraoui, T., 2020, From bottom ten to top ten: the role of cryptocurrencies in enhancing portfolio return of poorly performing stocks, Finance Research Letters (in press)
• Matkovskyy, Roman and Jalan, Akanksha, 2019, From Financial Markets to Bitcoin Markets: A Fresh Look at the Contagion Effect, Finance Research Letters, 31, 93-97.
• Matkovskyy, Roman, 2019, Extremal economic (inter)dependence studies: a case of the Eastern European countries., Journal of Quantitative Economics, 17, 667–698
• Matkovskyy, R., 2019, Centralized and Decentralized Bitcoin Markets: Euro vs USD vs GBP, Quarterly Review of Economics and Finance, 71, 270-279
• Matkovskyy, R., Bouraoui, T., 2019, Application of neural networks to short time series composite indexes: evidence from the nonlinear autoregressive with exogenous inputs (NARX) model, Journal of Quantitative Economics17, 433–446
• Dadak, C. and Matkovskyy, Roman, 2018, An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost, Journal of Economic Issues, 52(3), pages 749-769
• Divakaran, P. K. P., Palmer, A., Søndergaard H., A. and Matkovskyy, R., 2017, Pre-launch prediction of market performance for short lifecycle products using online community data, Journal of Interactive Marketing 38 (2017): 12-28
• Matkovskyy, Roman, Taoufik Bouraoui, and Helmi Hammami, 2016, Analysing the financial strength of Tunisia: An approach to estimate an Index of Financial Safety, Research in International Business and Finance 38. (2016): 485–493
• Matkovskyy, Roman, 2016, Arbitrary temporal heterogeneity in time of European countries panel model, Economics Bulletin 36. (2016): 576-587.
• Matkovskyy, Roman, 2016, A comparison of pre- and post- crisis efficiency of the OECD countries: evidences from the temporal heterogeneity in time model with unobservable individual effects, The European Journal of Comparative Economics
• Croonenbroeck, Carsten and Roman Matkovskyy, 2014, Demand for Investment Advice over Time: The Disposition Effect Revisited, Applied Financial Economics 24
• Matkovskyy, Roman and P. Skotnyy, 2014, Theoretical and Methodological Research Basis of Financial Safety of a State, Zeszyty naukowe
• Matkovskyy, Roman and Yu Khomosh, 2013, The usage of BVAR models to forecast the main macroeconomic indexes of economic development of Ukraine (In Ukrainian), Scientific Bulletin of National Forestry University Ukraine 23. (2013): 327-336.
• Matkovskyy, Roman, 2010, Theoretical prerequisites of modelling and forecasting of the development of meso-economic systems (in Ukrainian), Bulletin of East European National University named after V.Dal 8. (2010): 178-182.
• Matkovskyy, Roman, 2010, Theoretical approaches of meso-economic systems development (in Ukr.), Economy and forecasting 4. (2010): 9-21.
• Matkovskyy, Roman, 2006, Economic potential and the main problems of its econometric modelling, Models of management in market economy
• Matkovskyy, Roman, M. Babiak, M. Odrechiwskyj, and O. Bojko, 2006, Problemy ochrony środowiska naturalnego I stalego roywoju strefy rekreacynej Karpat (in Polish), Zeszyty naukowe 4. (2006): 119-130.
• Matkovskyy, Roman, 2002, The social-economical aspects of ownership in the context of economic potential of a country analysis, Herald of National University “Lviv Polytechnic” (2002): 336-339

Refereed Proceedings Discipline-Based Scholarship

• Akanksha Jalan, Roman Matkovskyy, Valerio Poti, Akhtar Siddique. Stablecoins: Funding and Market Liquidity. 4th Crypto Asset Lab Conference: Investments, Economics, and Regulation for Bitcoin and Crypto-Assets, Milano, Italy, 11-12 January 2024
• Jalan, A., Matkovskyy, R. Perceptions of sustainability and ethics of crypto assets and their roles in future crypto holding – Evidence from three Nordic countries. Swedish Community for Sustainable Finance Conference 2024; Gothenburg Sweden, 25-26 April 2024
• Akanksha Jalan and Roman Matkovskyy. Perceptions of sustainability and ethics of crypto assets and their roles in future crypto holding – Evidence from three Nordic countries. 3nd Conference on International Finance; Sustainable and Climate Finance and Growth, Reading, UK, 9-11 June 2024
• Ylva Baeckstrom, Akanksha Jalan and Roman Matkovskyy. The role of trust and risk-perception for cryptocurrency adoption: Evidence from three Nordic countries. 17th Behavioural Finance Working Group Annual Conference, London, UK, 6-7 June 2024
• Baeckstrom Ylva, Jalan Akanksha, Matkovskyy Roman. The role of trust and risk-perception for cryptocurrency adoption: Evidence from three Nordic countries. European Financial Management Association (EFMA), Lisbon, Portugal, 26-29 June 2024
• Jalan Akanksha, Matkovskyy Roman. Individual crypto investors in the Nordic countries: survey modeling. FinAI Doctoral Training School Conference, Twenter, the Netherlands; 12-14 June 2024
• Jalan, A., Matkovskyy, R., 2023, The Role of Trust, Past Experience, Overconfidence, and Expectations in future Cryptocurrency holdings, International Conference in Finance, Banking and Accounting, Montpellier, France, 8-9 September 2023
• Jalan, A., Matkovskyy, R., 2023, The Impact of Experience and Overconfidence on Cryptocurrency Ownership., Cryptocurrency research conference 2023, Monaco, 28-29 August 2023
• Akanksha Jalan, Roman Matkovskyy, Andrew Urquhart, 2022, Demand elasticities of Bitcoin and Ethereum, Cardiff Fintech Conference 2022, Cardiff, UK, 10-14 October 2022
• Akanksha Jalan, Roman Matkovskyy, Andrew Urquhart, Larisa Yarovaya, 2022, The role of interpersonal trust in cryptocurrency adoption, Cryptocurrency Research Conference, Durham, UK, 21-24 September 2022
• Matkovskyy, R., Jalan, A., 2019, Effects of economic policy uncertainty shocks on the interdependence between cryptocurrency and traditional financial markets, Cryptocurrency Research Conference , Southampton, United Kingdom, June 2019
• Matkovskyy, Roman and Akanksha Jalan, 2019, Traditional financial markets and Bitcoin markets: their connectedness and reaction to shocks in economic policy uncertainty, ZUEL Finance Conference, China, Wuhan, China, May 2019
• Matkovskyy, Roman, 2018, MIFID questionnaires, financial advice and investor beahaviour, Conférence OEE , Paris, France, September 2018
• Matkovskyy, Roman, 2016, Industry efficiency in Europe: evidences from a panel model with arbitrary temporal heterogeneity in time, Modelling of social and economic processes: Regional and sectoral aspects
• Matkovskyy, Roman, 2012, The interdependent development of countries: The neighbourhood system models (MRF), Economy-Management-Education: Problems and Prospects of Interaction (2012)
• Matkovskyy, Roman, 2012, Bayesian Vector Autoregressive models (BVAR) and their application to forecasting of the dynamic of Ukrainian economic development, V international conference « Modern problems of social-economic systems modelling (2012)

Books, Monographs, Compilations, Manuals Book

• Soltysik, Oksana and Roman Matkovskyy, 2014, Economical-mathematical modelling, DSPU
• Matkovskyy, Roman, 2006, Basis of Econometrical Modelling, DSPU

Chapters, Cases, Readings, Supplements Chapter

• Matkovskyy, Roman, 2014, The Index of the Financial Safety (IFS) of a Country: Estimation and Forecast, Challenges to Financial Stability – Perspective, Models and Policies. ASERS Publishing
• Matkovskyy, Roman, 2010, Theoretical-methodological aspects of modelling and forecasting of the states of agglomerations and clusters as the forms of meso-system organization, Boundary Trance Scientific Institute and Sub Carpathian Highest School,
• Matkovskyy, Roman, Iryna Kutsenko, and Mykola Odrechiwskyj, 2006, Theoretical aspects of economic safety and natural factors of territory development, Economic safety of a state: territorial aspect. Ukraine: Kolo
• Matkovskyy, Roman, 2002, Natural potential, Ukrainian Economic Encyclopaedia. Kyiv: Akademia

Presentation of Refereed Papers International

• Dadac, Casimir and Roman Matkovskyy, 2016, Do Monetary Unions Foster Economic Convergence, the Case of the U.S, 42nd Annual Conference of the Eastern Economic Association, Washington, District of Columbia
• Matkovskyy, Roman, 2015, Pre- and post- crisis industrial production efficiency of the European countries: evidences from the arbitrary temporal heterogeneity in time panel model, 6th International Research Meeting in Business and Management (IRMBAM-2015), Nice, France
• Dadak, Casimir and Roman Matkovskyy, 2014, An American-style Transfer Union for Europe, How Much Might It Cost?, Annual Meetings of the Eastern Economic Association in Boston, Boston, Massachusetts
• Dadak, Casimir and Roman Matkovskyy, 2013, Fiscal Federalism: European Union vs. United States, a Comparative Analysis. 1, 10th International Conference Developments in Economic Theory and Policy; jointly organized by the University of Cambridge and the Department of Applied Economics V of the University of the Basque Country, Bilbao, Spain.
• Matkovskyy, Roman, 2013, To the Problem of the Analysis of the Interdependent Development of Countries: The Neighborhood System Model, IISES Academic conference in Buenos Aires, Buenos Aires, Argentina
• Matkovskyy, Roman, 2013, Cooperation or Conflict During Interdependent Development: the Neighbourhood System Models Based On MRF. Methodological Aspects, Wageningen International conference – Cooperation or Conflic, Wageningen, Netherlands
• Matkovskyy, Roman, 2013, To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey, International Istanbul Finance Congress, Istanbul, Turkey
• Matkovskyy, Roman, 2012, Bayesian Vector Autoregressive models (BVAR) and their application to forecasting of the dynamic of Ukrainian economic development, V international conference, Kharkov, Ukraine.
• Matkovskyy, Roman, 2012, The index of the financial safety (IFS) of Turkey: its estimation and forecast., EBES Conference, Istanbul, Turkey
• Matkovskyy, Roman, 2012, The interdependent development of countries: The neighbourhood system models (MRF)., Economy-Management-Education: Problems and Prospects of Interaction, Drohobych, Ukraine.

State

• Matkovskyy, Roman, 2013, Financial Safety of a country: its estimation and forecasting, Research Factory, the European University Viadrina, Frankfurt (Oder), Germany.

Research Reports

• Odrehivsky, M., Matkovskyy, R., & Gorodysky, T., 2010, The Strategy of Economic Development of Drohobych Region till 2015, Local Authority
• Odrehivsky, M., Korpan, R., & Matkovskyy, R., 2007, Economic safety of regional innovative structures, Ministry of Education and Science of Ukraine
• Odrehivsky, M., Matkovskyy, R., Gorodysky, T., & Kutsenko-Lesyshyn, I, 2005, The Strategy of Tourism Development in Drohobych Region, Local Authority

Grants Research

• Matkovskyy, R., 2015, Seed funding from the ESC-Rennes School of Business, Principal Investigator, Principal Investigator.