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Details about Peter Molnár

Workplace:Handelshøgskolen (School of Business), Universitetet i Stavanger (University of Stavanger), (more information at EDIRC)
Fakulta Financí a Účetnictví (Faculty of Finance and Accounting), Vysoká Škola Ekonomická v Praze (University of Economics Prague), (more information at EDIRC)

Access statistics for papers by Peter Molnár.

Last updated 2022-02-13. Update your information in the RePEc Author Service.

Short-id: pmo1065


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Working Papers

2022

  1. Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel
    MUNI ECON Working Papers, Masaryk University Downloads

2020

  1. Fear of the coronavirus and the stock markets
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (6)
    See also Journal Article in Finance Research Letters (2020)

2017

  1. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Post-Print, HAL View citations (76)
    See also Journal Article in Applied Economics (2017)
  2. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Post-Print, HAL View citations (287)
    See also Journal Article in Finance Research Letters (2017)

2011

  1. Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) Downloads

Journal Articles

2022

  1. Forecasting volatility of Bitcoin
    Research in International Business and Finance, 2022, 59, (C) Downloads

2021

  1. Economic policies and their effects on financial market
    The European Journal of Finance, 2021, 27, (10), 929-931 Downloads
  2. Residual electricity demand: An empirical investigation
    Applied Energy, 2021, 283, (C) Downloads View citations (1)
  3. Stock market volatility forecasting: Do we need high-frequency data?
    International Journal of Forecasting, 2021, 37, (3), 1092-1110 Downloads

2020

  1. Can policy and financial risk predict stock markets?
    Journal of Economic Behavior & Organization, 2020, 176, (C), 701-719 Downloads View citations (1)
  2. Determinants of the Forward Premium in the Nord Pool Electricity Market
    Energies, 2020, 13, (5), 1-18 Downloads
  3. Fear of the coronavirus and the stock markets
    Finance Research Letters, 2020, 36, (C) Downloads View citations (9)
    See also Working Paper (2020)
  4. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
    Journal of Economic Dynamics and Control, 2020, 119, (C) Downloads View citations (5)
  5. Stock market oscillations during the corona crash: The role of fear and uncertainty
    Finance Research Letters, 2020, 36, (C) Downloads View citations (3)
  6. Understanding risk of bubbles in cryptocurrencies
    Journal of Economic Behavior & Organization, 2020, 176, (C), 129-144 Downloads View citations (5)

2019

  1. Asymmetric volatility in equity markets around the world
    The North American Journal of Economics and Finance, 2019, 48, (C), 540-554 Downloads View citations (11)
  2. Central bank announcements and realized volatility of stock markets in G7 countries
    Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 117-135 Downloads
  3. Do political risks harm development of oil fields?
    Journal of Economic Behavior & Organization, 2019, 157, (C), 338-358 Downloads View citations (2)
  4. Google searches and stock market activity: Evidence from Norway
    Finance Research Letters, 2019, 28, (C), 208-220 Downloads View citations (28)
  5. Impact of wind and solar production on electricity prices: Quantile regression approach
    Journal of the Operational Research Society, 2019, 70, (10), 1752-1768 Downloads
  6. Long‐term dynamics of the VIX index and its tradable counterpart VXX
    Journal of Futures Markets, 2019, 39, (3), 322-341 Downloads View citations (1)
  7. Range-based DCC models for covariance and value-at-risk forecasting
    Journal of Empirical Finance, 2019, 54, (C), 58-76 Downloads View citations (4)
  8. What can explain the price, volatility and trading volume of Bitcoin?
    Finance Research Letters, 2019, 29, (C), 255-265 Downloads View citations (40)

2018

  1. Bayesian change point analysis of Bitcoin returns
    Finance Research Letters, 2018, 27, (C), 223-227 Downloads View citations (40)
  2. Determinants of oil and gas investments on the Norwegian Continental Shelf
    Energy, 2018, 148, (C), 904-914 Downloads View citations (6)
  3. Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
    Energy, 2018, 155, (C), 462-473 Downloads View citations (1)
  4. Oil market volatility and stock market volatility
    Finance Research Letters, 2018, 26, (C), 204-214 Downloads View citations (10)
  5. The Forward Premium in the Nord Pool Power Market
    Emerging Markets Finance and Trade, 2018, 54, (8), 1793-1807 Downloads View citations (2)

2017

  1. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Applied Economics, 2017, 49, (50), 5063-5073 Downloads View citations (73)
    See also Working Paper (2017)
  2. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Finance Research Letters, 2017, 20, (C), 192-198 Downloads View citations (334)
    See also Working Paper (2017)
  3. The effect of non-trading days on volatility forecasts in equity markets
    Finance Research Letters, 2017, 23, (C), 39-49 Downloads
  4. VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy
    Journal of Futures Markets, 2017, 37, (2), 164-183 Downloads View citations (9)
  5. Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?
    Journal of International Financial Markets, Institutions and Money, 2017, 51, (C), 228-247 Downloads View citations (16)

2016

  1. Electricity consumption modelling: A case of Germany
    Economic Modelling, 2016, 55, (C), 92-101 Downloads View citations (20)
  2. Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (5), 453-475 Downloads View citations (7)
  3. Google searches and stock returns
    International Review of Financial Analysis, 2016, 45, (C), 150-156 Downloads View citations (61)
  4. Green electricity investment timing in practice: Real options or net present value?
    Energy, 2016, 116, (P1), 498-506 Downloads View citations (29)
  5. High-low range in GARCH models of stock return volatility
    Applied Economics, 2016, 48, (51), 4977-4991 Downloads View citations (1)
  6. Implied volatility index for the Norwegian equity market
    International Review of Financial Analysis, 2016, 47, (C), 133-141 Downloads View citations (9)
  7. Volatility forecasting of strategically linked commodity ETFs: gold-silver
    Quantitative Finance, 2016, 16, (12), 1809-1822 Downloads View citations (2)

2015

  1. A comparison of implied and realized volatility in the Nordic power forward market
    Energy Economics, 2015, 48, (C), 288-294 Downloads View citations (19)
  2. Characteristics of Norwegian Rights Issues
    Economics Bulletin, 2015, 35, (1), 764-773 Downloads
  3. Price discovery on Bitcoin exchanges
    Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 18-35 Downloads View citations (119)
  4. The use of real option theory in Scandinavia's largest companies
    International Review of Financial Analysis, 2015, 41, (C), 74-81 Downloads View citations (5)
  5. What daily data can tell us about mutual funds: Evidence from Norway
    Journal of Banking & Finance, 2015, 55, (C), 117-129 Downloads View citations (5)

2014

  1. Forecasting volatility of the U.S. oil market
    Journal of Banking & Finance, 2014, 47, (C), 1-14 Downloads View citations (66)
  2. SEO cost differences between Europe and the US
    Applied Financial Economics, 2014, 24, (21), 1401-1420 Downloads

2013

  1. Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios
    European Financial Management, 2013, 19, (3), 419-428 Downloads
  2. Uniform price auctions with profit maximizing seller
    Economics Bulletin, 2013, 33, (3), 1840-1846 Downloads

2012

  1. Properties of range-based volatility estimators
    International Review of Financial Analysis, 2012, 23, (C), 20-29 Downloads View citations (3)
 
Page updated 2022-05-19