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Peter Molnár
(Peter Molnar)

Personal Details

First Name:Peter
Middle Name:
Last Name:Molnar
Suffix:
RePEc Short-ID:pmo1065
[This author has chosen not to make the email address public]

Affiliation

(99%) Handelshøgskolen
Universitetet i Stavanger

Stavanger, Norway
http://www.uis.no/fakulteter-institutter-og-sentre/det-samfunnsvitenskapelige-fakultet/handelshoegskolen-ved-uis/
RePEc:edi:iouisno (more details at EDIRC)

(1%) Fakulta Financí a Účetnictví
Vysoká Škola Ekonomická v Praze

Praha, Czech Republic
http://f1.vse.cz/
RePEc:edi:ffvsecz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kvam, Emilie & Molnar, Peter & Wankel, Ingvild & Odegaard, Bernt Arne, 2022. "Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media," UiS Working Papers in Economics and Finance 2022/1, University of Stavanger.
  2. Štěpán Mikula & Peter Molnár, 2022. "Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel," MUNI ECON Working Papers 2022-05, Masaryk University, revised Feb 2023.
  3. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020. "Fear of the coronavirus and the stock markets," EconStor Preprints 219336, ZBW - Leibniz Information Centre for Economics.
  4. Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017. "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Post-Print hal-02008553, HAL.
  5. Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print hal-02000697, HAL.
  6. Nyborg, Kjell & Molnár, Peter, 2011. "Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios," CEPR Discussion Papers 8330, C.E.P.R. Discussion Papers.

Articles

  1. Chu, Pyung Kun & Hoff, Kristian & Molnár, Peter & Olsvik, Magnus, 2022. "Crude oil: Does the futures price predict the spot price?," Research in International Business and Finance, Elsevier, vol. 60(C).
  2. Bergsli, Lykke Øverland & Lind, Andrea Falk & Molnár, Peter & Polasik, Michał, 2022. "Forecasting volatility of Bitcoin," Research in International Business and Finance, Elsevier, vol. 59(C).
  3. Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022. "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 109(C).
  4. Lyócsa, Štefan & Molnár, Peter & Výrost, Tomáš, 2021. "Stock market volatility forecasting: Do we need high-frequency data?," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1092-1110.
  5. Do, Linh Phuong Catherine & Lyócsa, Štefan & Molnár, Peter, 2021. "Residual electricity demand: An empirical investigation," Applied Energy, Elsevier, vol. 283(C).
  6. Gaganis Chrysovalantis & Peter Molnár, 2021. "Economic policies and their effects on financial market," The European Journal of Finance, Taylor & Francis Journals, vol. 27(10), pages 929-931, July.
  7. Lyócsa, Štefan & Molnár, Peter, 2020. "Stock market oscillations during the corona crash: The role of fear and uncertainty," Finance Research Letters, Elsevier, vol. 36(C).
  8. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
  9. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020. "Fear of the coronavirus and the stock markets," Finance Research Letters, Elsevier, vol. 36(C).
  10. Enoksen, F.A. & Landsnes, Ch.J. & Lučivjanská, K. & Molnár, P., 2020. "Understanding risk of bubbles in cryptocurrencies," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 129-144.
  11. Erik Haugom & Peter Molnár & Magne Tysdahl, 2020. "Determinants of the Forward Premium in the Nord Pool Electricity Market," Energies, MDPI, vol. 13(5), pages 1-18, March.
  12. Helseth, Marius Aleksander Emblem & Krakstad, Svein Olav & Molnár, Peter & Norlin, Karl-Martin, 2020. "Can policy and financial risk predict stock markets?," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 701-719.
  13. Milan Bašta & Peter Molnár, 2019. "Long‐term dynamics of the VIX index and its tradable counterpart VXX," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 322-341, March.
  14. Linh Phuong Catherine Do & Štefan Lyócsa & Peter Molnár, 2019. "Impact of wind and solar production on electricity prices: Quantile regression approach," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1752-1768, October.
  15. Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter, 2019. "Range-based DCC models for covariance and value-at-risk forecasting," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 58-76.
  16. Bøe, Kristine S. & Jordal, Therese & Mikula, Štepán & Molnár, Peter, 2019. "Do political risks harm development of oil fields?," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 338-358.
  17. Horpestad, Jone B. & Lyócsa, Štefan & Molnár, Peter & Olsen, Torbjørn B., 2019. "Asymmetric volatility in equity markets around the world," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 540-554.
  18. Kim, Neri & Lučivjanská, Katarína & Molnár, Peter & Villa, Roviel, 2019. "Google searches and stock market activity: Evidence from Norway," Finance Research Letters, Elsevier, vol. 28(C), pages 208-220.
  19. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019. "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 117-135.
  20. Aalborg, Halvor Aarhus & Molnár, Peter & de Vries, Jon Erik, 2019. "What can explain the price, volatility and trading volume of Bitcoin?," Finance Research Letters, Elsevier, vol. 29(C), pages 255-265.
  21. Berntsen, Martin & Bøe, Kristine Skjong & Jordal, Therese & Molnár, Peter, 2018. "Determinants of oil and gas investments on the Norwegian Continental Shelf," Energy, Elsevier, vol. 148(C), pages 904-914.
  22. Erik Haugom & Guttorm A. Hoff & Peter Molnár & Maria Mortensen & Sjur Westgaard, 2018. "The Forward Premium in the Nord Pool Power Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(8), pages 1793-1807, June.
  23. Bašta, Milan & Molnár, Peter, 2018. "Oil market volatility and stock market volatility," Finance Research Letters, Elsevier, vol. 26(C), pages 204-214.
  24. Thies, Sven & Molnár, Peter, 2018. "Bayesian change point analysis of Bitcoin returns," Finance Research Letters, Elsevier, vol. 27(C), pages 223-227.
  25. Lyócsa, Štefan & Molnár, Peter, 2018. "Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds," Energy, Elsevier, vol. 155(C), pages 462-473.
  26. Christoffer Bordonado & Peter Molnár & Sven R. Samdal, 2017. "VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(2), pages 164-183, February.
  27. Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, vol. 20(C), pages 192-198.
  28. Lyócsa, Štefan & Molnár, Peter & Todorova, Neda, 2017. "Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 228-247.
  29. Lyócsa, Štefan & Molnár, Peter, 2017. "The effect of non-trading days on volatility forecasts in equity markets," Finance Research Letters, Elsevier, vol. 23(C), pages 39-49.
  30. Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017. "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Applied Economics, Taylor & Francis Journals, vol. 49(50), pages 5063-5073, October.
  31. Do, Linh Phuong Catherine & Lin, Kuan-Heng & Molnár, Peter, 2016. "Electricity consumption modelling: A case of Germany," Economic Modelling, Elsevier, vol. 55(C), pages 92-101.
  32. Peter Molnár, 2016. "High-low range in GARCH models of stock return volatility," Applied Economics, Taylor & Francis Journals, vol. 48(51), pages 4977-4991, November.
  33. Štefan Lyócsa & Peter Molnár, 2016. "Volatility forecasting of strategically linked commodity ETFs: gold-silver," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1809-1822, December.
  34. Bijl, Laurens & Kringhaug, Glenn & Molnár, Peter & Sandvik, Eirik, 2016. "Google searches and stock returns," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 150-156.
  35. Fleten, Stein-Erik & Linnerud, Kristin & Molnár, Peter & Tandberg Nygaard, Maria, 2016. "Green electricity investment timing in practice: Real options or net present value?," Energy, Elsevier, vol. 116(P1), pages 498-506.
  36. Bugge, Sebastian A. & Guttormsen, Haakon J. & Molnár, Peter & Ringdal, Martin, 2016. "Implied volatility index for the Norwegian equity market," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 133-141.
  37. Stefan Lyocsa & Peter Molnar & Igor Fedorko, 2016. "Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 453-475, October.
  38. Svein olav Krakstad & Peter Molnar, 2015. "Characteristics of Norwegian Rights Issues," Economics Bulletin, AccessEcon, vol. 35(1), pages 764-773.
  39. Horn, Anders & Kjærland, Frode & Molnár, Peter & Steen, Beate Wollen, 2015. "The use of real option theory in Scandinavia's largest companies," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 74-81.
  40. Brandvold, Morten & Molnár, Peter & Vagstad, Kristian & Andreas Valstad, Ole Christian, 2015. "Price discovery on Bitcoin exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 18-35.
  41. Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur, 2015. "A comparison of implied and realized volatility in the Nordic power forward market," Energy Economics, Elsevier, vol. 48(C), pages 288-294.
  42. Gallefoss, Kristoffer & Hansen, Helge Hoff & Haukaas, Eirik Solli & Molnár, Peter, 2015. "What daily data can tell us about mutual funds: Evidence from Norway," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 117-129.
  43. Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur, 2014. "Forecasting volatility of the U.S. oil market," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 1-14.
  44. Peter Molnár & Kjell G. Nyborg, 2013. "Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios," European Financial Management, European Financial Management Association, vol. 19(3), pages 419-428, June.
  45. Peter Molnár, 2013. "Uniform price auctions with profit maximizing seller," Economics Bulletin, AccessEcon, vol. 33(3), pages 1840-1846.
  46. Molnár, Peter, 2012. "Properties of range-based volatility estimators," International Review of Financial Analysis, Elsevier, vol. 23(C), pages 20-29.
    RePEc:taf:apfiec:v:24:y:2014:i:21:p:1401-1420 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Euclidian citation score
  6. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (2) 2020-07-20 2022-04-04
  2. NEP-FMK: Financial Markets (2) 2020-07-20 2022-04-04
  3. NEP-CWA: Central and Western Asia (1) 2022-04-04
  4. NEP-ENV: Environmental Economics (1) 2022-04-04
  5. NEP-ORE: Operations Research (1) 2020-07-20
  6. NEP-TRE: Transport Economics (1) 2022-04-04
  7. NEP-URE: Urban and Real Estate Economics (1) 2022-04-04

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