Details about Peter Molnár

Access statistics for papers by Peter Molnár.

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

Short-id: pmo1065

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

2020

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

2017

3. 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)
4. 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

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

Journal Articles

2022

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

2021

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

2020

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

2019

11. Asymmetric volatility in equity markets around the world
    The North American Journal of Economics and Finance, 2019, 48, (C), 540-554 View citations (11)
12. 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
13. Do political risks harm development of oil fields?
    Journal of Economic Behavior & Organization, 2019, 157, (C), 338-358 View citations (2)
14. Google searches and stock market activity: Evidence from Norway
    Finance Research Letters, 2019, 28, (C), 208-220 View citations (28)
15. Impact of wind and solar production on electricity prices: Quantile regression approach
    Journal of the Operational Research Society, 2019, 70, (10), 1752-1768
16. Long‐term dynamics of the VIX index and its tradable counterpart VXX
    Journal of Futures Markets, 2019, 39, (3), 322-341 View citations (1)
17. Range-based DCC models for covariance and value-at-risk forecasting
    Journal of Empirical Finance, 2019, 54, (C), 58-76 View citations (4)
18. What can explain the price, volatility and trading volume of Bitcoin?
    Finance Research Letters, 2019, 29, (C), 255-265 View citations (40)

2018

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

2017

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

2016

29. Electricity consumption modelling: A case of Germany
    Economic Modelling, 2016, 55, (C), 92-101 View citations (20)
30. 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 View citations (7)
31. Google searches and stock returns
    International Review of Financial Analysis, 2016, 45, (C), 150-156 View citations (61)
32. Green electricity investment timing in practice: Real options or net present value?
    Energy, 2016, 116, (P1), 498-506 View citations (29)
33. High-low range in GARCH models of stock return volatility
    Applied Economics, 2016, 48, (51), 4977-4991 View citations (1)
34. Implied volatility index for the Norwegian equity market
    International Review of Financial Analysis, 2016, 47, (C), 133-141 View citations (9)
35. Volatility forecasting of strategically linked commodity ETFs: gold-silver
    Quantitative Finance, 2016, 16, (12), 1809-1822 View citations (2)

2015

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

2014

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

2013

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

2012

45. Properties of range-based volatility estimators
    International Review of Financial Analysis, 2012, 23, (C), 20-29 View citations (3)