Dr Roman MATKOVSKYY

Associate Professor

Department : Finance and Accounting

Nationalities :

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

Qualifications

  • Ph.D. Kyiv National Economic University, Kyiv, Ukraine, Economics, 2004
  • Other post-PhD, Warsaw University, Warsaw, Poland, Finance and Econometrics (Macroeconomics minor), 2009
  • Other Nostrified PhD -Doctor of Economic Sciences (N7417), Ministry of Science and Higher Education, Poland, Warsaw, Poland, Economics, 2008
  • Other Specialist (bachelor+1 year), Drohobych State Pedagogical University, Drohobych, Ukraine, Management and IT (Pedagogy minor), 1998

 

Professional Certifications

  • Nostrification of PhD (Doctor of Economic Science), N 7417, 31/0 (31/03/2008), Warsaw, Poland.
  • Stanford statement of accomplishment of Statistical Learning, https://verify.lagunita.stanford.edu/SOA/323f7cbe419b4dd4a8fac381c387b81d, 2015 (2015), Stanford, USA.
  • Associate Professor, 12 ДЦ N019071, 18/0 (18/04/2008), Kyiv, Ukriane.
  • PhD, ДK N022161, 11/0 (11/02/2004), Kyiv, Ukraine.
  • Award – Excellent master teacher of Education of Ukraine, N 82854, 09/1 (09/10/2007), Kyiv, Ukraine.

 

Professional Memberships

  • The Econometric Association, 2016
  • Eurasian Business and Economics Society, 2014-2015
  • the Editorial Board of the journal «Information Technology and Economics», 2014-
  • Economic Cybernetics Society, Ukraine, 2009-2015

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

Work Experience

Academic

  • Deputy Head – Academic Director, Rennes School of Business (September, 2019 – Present)
  • Associate professor, Finance and Accounting academic area, Rennes School of Business (September, 2018 – Present)
  • Assistant professor, Finance and Accounting academic area, Rennes School of Business (September, 2014 – August, 2018)
  • Visiting Researcher, European University Viadrina (May, 2013 – August, 2013), Frankfurt (Oder), Germany.
  • Post-Doc research fellow, School of Economics, North-West University (June, 2011 – June, 2013), Potchefstroom, South Africa.
  • Acting head of the chair, Associate professor, Chair of Economic cybernetics and innovation, DSPU (January, 2009 – February, 2010), Drohobych, Ukraine.
  • Vice dean of scientific and research affairs; Associate professor, Faculty of management and marketing, DSPU (September, 2008 – June, 2009), Drohobych, Ukraine.
  • Associate Professor, Chair of Economic cybernetics and innovation, DSPU (September, 2005 – 2014), Drohobych, Ukraine.
  • Senior Lecturer, Chair of Economic cybernetics and innovation, DSPU (September, 2003 – August, 2005), Drohobych, Ukraine.
  • Lecturer, Chair of Economic cybernetics and innovation, DSPU (September, 2002 – August, 2003), Drohobych, Ukraine.
  • Lecturer, Chair of Economics, DSPU (September, 1998 – August, 2002), Drohobych

Honours/Award

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

Scholarship

  • 2009: Scholarship of National Academy of Science of Poland (2009). National Academy of Science of Poland
  • 2007: Scholarship of Polish Government for young scientists (2007-2008). Government of Poland
  • 2000: Scholarship of Head of Regional Council (2000-2001). Lviv Regional Council, Ukraine
  • 1998: State PhD Scholarship of Ukraine (1998-2003)

Intellectual contributions

Refereed Articles Discipline-Based Scholarship

'Shiny' Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic

Authors:Jalan, A., Matkovskyy, R., Yarovaya, L. Published in:International Review of Financial Analysis (in Press) Date:2021

Does Shariah compliance affect investor behaviour in the COVID-19 times: Evidence from herding in the global energy market.

Authors:Aziz, S., Jalan, A., Matkovskyy, R. and Bouraoui, T. (2021) Published in:Applied Economics (in Press) Date:2021

Price transmission in European fish markets

Authors:Gao, S., Bagnarosa, G., Dowling, M. Matkovskyy, R. & Tawil, D. Published in:Applied Economics (in Press) Date:2021

The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

Authors:Yarovaya, L., Matkovskyy, R., Jalan, A. (2020). Published in:Research in International Business and Finance (in Press) Date:2021

Shall the winning last? A study of recent bubbles and persistence.

Authors:Jalan, A., Matkovskyy, R., Potì, V. Published in:Finance Research Letters Date:2021

The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

Authors:Yarovaya, L., Matkovskyy, R., Jalan, A. Published in:Journal of International Financial Markets, Institutions and Money (In press) Date:2021

What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?

Authors:Jalan, A., Matkovskyy, R., Urquhart, A. Published in:The European Journal of Finance (In press) Date:2021

Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model

Authors:Matkovskyy, R., Jalan, A. Published in:Economic Review (Revue économique) In press Date:2021

The Bitcoin options market: A first look at pricing and risk

Authors:Jalan, A., Matkovskyy, R., Aziz, S. Published in:Applied Economics (In press) Date:2020

Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets

Authors:Matkovskyy, R., Jalan, A., Dowling, M. Published in:Quarterly Review of Economics and Finance, 77, 150-155 Date:2020

A measurement of affluence and poverty interdependence across countries: evidence from the application of tail copula

Authors:Matkovskyy, R. Published in:Bulletin of Economic Research, 72(4), 404-416 Date:2020

From bottom ten to top ten: the role of cryptocurrencies in enhancing portfolio return of poorly performing stocks

Authors:Matkovskyy, R., Jalan, A., Dowling, M., and Bouraoui, T. Published in:Finance Research Letters (in press) Date:2020

From Financial Markets to Bitcoin Markets: A Fresh Look at the Contagion Effect

Authors:Matkovskyy, Roman and Jalan, Akanksha Published in:Finance Research Letters, 31, 93-97. Date:2019

Extremal economic (inter)dependence studies: a case of the Eastern European countries.

Authors:Matkovskyy, Roman Published in:Journal of Quantitative Economics, 17, 667–698 Date:2019

Centralized and Decentralized Bitcoin Markets: Euro vs USD vs GBP

Authors:Matkovskyy, R. Published in:Quarterly Review of Economics and Finance, 71, 270-279 Date:2019

Application of neural networks to short time series composite indexes: evidence from the nonlinear autoregressive with exogenous inputs (NARX) model

Authors:Matkovskyy, R., Bouraoui, T. Published in:Journal of Quantitative Economics17, 433–446 Date:2019

An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost

Authors:Dadak, C. and Matkovskyy, Roman Published in:Journal of Economic Issues, 52(3), pages 749-769 Date:2018

Pre-launch prediction of market performance for short lifecycle products using online community data

Authors:Divakaran, P. K. P., Palmer, A., Søndergaard H., A. and Matkovskyy, R. Published in:Journal of Interactive Marketing 38 (2017): 12-28 Date:2017

Analysing the financial strength of Tunisia: An approach to estimate an Index of Financial Safety

Authors:Matkovskyy, Roman, Taoufik Bouraoui, and Helmi Hammami Published in:Research in International Business and Finance 38. (2016): 485–493 Date:2016

Arbitrary temporal heterogeneity in time of European countries panel model

Authors:Matkovskyy, Roman Published in:Economics Bulletin 36. (2016): 576-587. Date: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

Authors:Matkovskyy, Roman Published in:The European Journal of Comparative Economics Date:2016

Demand for Investment Advice over Time: The Disposition Effect Revisited

Authors:Croonenbroeck, Carsten and Roman Matkovskyy Published in:Applied Financial Economics 24 Date:2014

Theoretical and Methodological Research Basis of Financial Safety of a State

Authors:Matkovskyy, Roman and P. Skotnyy, Published in:Zeszyty naukowe Date:2014

The usage of BVAR models to forecast the main macroeconomic indexes of economic development of Ukraine (In Ukrainian)

Authors:Matkovskyy, Roman and Yu Khomosh Published in:Scientific Bulletin of National Forestry University Ukraine 23. (2013): 327-336. Date:2013

Theoretical prerequisites of modelling and forecasting of the development of meso-economic systems (in Ukrainian)

Authors:Matkovskyy, Roman Published in:Bulletin of East European National University named after V.Dal 8. (2010): 178-182. Date:2010

Theoretical approaches of meso-economic systems development (in Ukr.)

Authors:Matkovskyy, Roman Published in:Economy and forecasting 4. (2010): 9-21. Date:2010

Economic potential and the main problems of its econometric modelling

Authors:Matkovskyy, Roman Published in:Models of management in market economy Date:2006

Problemy ochrony środowiska naturalnego I stalego roywoju strefy rekreacynej Karpat (in Polish)

Authors:Matkovskyy, Roman, M. Babiak, M. Odrechiwskyj, and O. Bojko Published in:Zeszyty naukowe 4. (2006): 119-130. Date:2006

The social-economical aspects of ownership in the context of economic potential of a country analysis

Authors:Matkovskyy, Roman Published in:Herald of National University “Lviv Polytechnic” (2002): 336-339 Date:2002

Refereed Proceedings Discipline-Based Scholarship

Effects of economic policy uncertainty shocks on the interdependence between cryptocurrency and traditional financial markets

Authors:Matkovskyy, R., Jalan, A. Published in:Cryptocurrency Research Conference , Southampton, United Kingdom, June 2019 Date:2019

Traditional financial markets and Bitcoin markets: their connectedness and reaction to shocks in economic policy uncertainty

Authors:Matkovskyy, Roman and Akanksha Jalan Published in:ZUEL Finance Conference, China, Wuhan, China, May 2019 Date:2019

MIFID questionnaires, financial advice and investor beahaviour

Authors:Matkovskyy, Roman Published in:Conférence OEE , Paris, France, September 2018 Date:2018

Industry efficiency in Europe: evidences from a panel model with arbitrary temporal heterogeneity in time

Authors:Matkovskyy, Roman Published in:Modelling of social and economic processes: Regional and sectoral aspects Date:2016

The interdependent development of countries: The neighbourhood system models (MRF)

Authors:Matkovskyy, Roman Published in:Economy-Management-Education: Problems and Prospects of Interaction (2012) Date:2012

Bayesian Vector Autoregressive models (BVAR) and their application to forecasting of the dynamic of Ukrainian economic development

Authors:Matkovskyy, Roman Published in:V international conference "Modern problems of social-economic systems modelling (2012) Date:2012

Books, Monographs, Compilations, Manuals Book

Economical-mathematical modelling

Authors:Soltysik, Oksana and Roman Matkovskyy Published in:DSPU Date:2014

Basis of Econometrical Modelling

Authors:Matkovskyy, Roman Published in:DSPU Date:2006

Chapters, Cases, Readings, Supplements Chapter

The Index of the Financial Safety (IFS) of a Country: Estimation and Forecast

Authors:Matkovskyy, Roman Published in:Challenges to Financial Stability – Perspective, Models and Policies. ASERS Publishing Date:2014

Theoretical-methodological aspects of modelling and forecasting of the states of agglomerations and clusters as the forms of meso-system organization

Authors:Matkovskyy, Roman Published in:Boundary Trance Scientific Institute and Sub Carpathian Highest School, Date:2010

Theoretical aspects of economic safety and natural factors of territory development

Authors:Matkovskyy, Roman, Iryna Kutsenko, and Mykola Odrechiwskyj Published in:Economic safety of a state: territorial aspect. Ukraine: Kolo Date:2006

Natural potential

Authors:Matkovskyy, Roman Published in:Ukrainian Economic Encyclopaedia. Kyiv: Akademia Date:2002

Presentation of Refereed Papers International

Do Monetary Unions Foster Economic Convergence, the Case of the U.S

Authors:Dadac, Casimir and Roman Matkovskyy Published in:42nd Annual Conference of the Eastern Economic Association, Washington, District of Columbia Date:2016

Pre- and post- crisis industrial production efficiency of the European countries: evidences from the arbitrary temporal heterogeneity in time panel model

Authors:Matkovskyy, Roman Published in:6th International Research Meeting in Business and Management (IRMBAM-2015), Nice, France Date:2015

An American-style Transfer Union for Europe, How Much Might It Cost?

Authors:Dadak, Casimir and Roman Matkovskyy Published in:Annual Meetings of the Eastern Economic Association in Boston, Boston, Massachusetts Date:2014

Fiscal Federalism: European Union vs. United States, a Comparative Analysis. 1

Authors:Dadak, Casimir and Roman Matkovskyy Published in: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. Date:2013

To the Problem of the Analysis of the Interdependent Development of Countries: The Neighborhood System Model

Authors:Matkovskyy, Roman Published in:IISES Academic conference in Buenos Aires, Buenos Aires, Argentina Date:2013

Cooperation or Conflict During Interdependent Development: the Neighbourhood System Models Based On MRF. Methodological Aspects

Authors:Matkovskyy, Roman Published in:Wageningen International conference - Cooperation or Conflic, Wageningen, Netherlands Date:2013

To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey

Authors:Matkovskyy, Roman Published in:International Istanbul Finance Congress, Istanbul, Turkey Date:2013

Bayesian Vector Autoregressive models (BVAR) and their application to forecasting of the dynamic of Ukrainian economic development

Authors:Matkovskyy, Roman Published in:V international conference, Kharkov, Ukraine. Date:2012

The index of the financial safety (IFS) of Turkey: its estimation and forecast.

Authors:Matkovskyy, Roman Published in:EBES Conference, Istanbul, Turkey Date:2012

The interdependent development of countries: The neighbourhood system models (MRF).

Authors:Matkovskyy, Roman Published in:Economy-Management-Education: Problems and Prospects of Interaction, Drohobych, Ukraine. Date:2012

State

Financial Safety of a country: its estimation and forecasting

Authors:Matkovskyy, Roman Published in:Research Factory, the European University Viadrina, Frankfurt (Oder), Germany. Date:2013

Research Reports

The Strategy of Economic Development of Drohobych Region till 2015

Authors:Odrehivsky, M., Matkovskyy, R., & Gorodysky, T. Published in:2010 Date:Local Authority

Economic safety of regional innovative structures

Authors:Odrehivsky, M., Korpan, R., & Matkovskyy, R. Published in:Ministry of Education and Science of Ukraine Date:2007

The Strategy of Tourism Development in Drohobych Region

Authors:Odrehivsky, M., Matkovskyy, R., Gorodysky, T., & Kutsenko-Lesyshyn, I Published in:Local Authority Date:2005

Grants Research

Seed funding from the ESC-Rennes School of Business, Principal Investigator

Authors:Matkovskyy, R. Published in:Principal Investigator. Date:2015