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
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Working Papers
2022
- 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
- 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
- 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)
- 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
- 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
- Forecasting volatility of Bitcoin
Research in International Business and Finance, 2022, 59, (C)
2021
- Economic policies and their effects on financial market
The European Journal of Finance, 2021, 27, (10), 929-931
- Residual electricity demand: An empirical investigation
Applied Energy, 2021, 283, (C) View citations (1)
- Stock market volatility forecasting: Do we need high-frequency data?
International Journal of Forecasting, 2021, 37, (3), 1092-1110
2020
- Can policy and financial risk predict stock markets?
Journal of Economic Behavior & Organization, 2020, 176, (C), 701-719 View citations (1)
- Determinants of the Forward Premium in the Nord Pool Electricity Market
Energies, 2020, 13, (5), 1-18
- Fear of the coronavirus and the stock markets
Finance Research Letters, 2020, 36, (C) View citations (9)
See also Working Paper (2020)
- 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)
- Stock market oscillations during the corona crash: The role of fear and uncertainty
Finance Research Letters, 2020, 36, (C) View citations (3)
- Understanding risk of bubbles in cryptocurrencies
Journal of Economic Behavior & Organization, 2020, 176, (C), 129-144 View citations (5)
2019
- Asymmetric volatility in equity markets around the world
The North American Journal of Economics and Finance, 2019, 48, (C), 540-554 View citations (11)
- 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
- Do political risks harm development of oil fields?
Journal of Economic Behavior & Organization, 2019, 157, (C), 338-358 View citations (2)
- Google searches and stock market activity: Evidence from Norway
Finance Research Letters, 2019, 28, (C), 208-220 View citations (28)
- Impact of wind and solar production on electricity prices: Quantile regression approach
Journal of the Operational Research Society, 2019, 70, (10), 1752-1768
- Long‐term dynamics of the VIX index and its tradable counterpart VXX
Journal of Futures Markets, 2019, 39, (3), 322-341 View citations (1)
- Range-based DCC models for covariance and value-at-risk forecasting
Journal of Empirical Finance, 2019, 54, (C), 58-76 View citations (4)
- What can explain the price, volatility and trading volume of Bitcoin?
Finance Research Letters, 2019, 29, (C), 255-265 View citations (40)
2018
- Bayesian change point analysis of Bitcoin returns
Finance Research Letters, 2018, 27, (C), 223-227 View citations (40)
- Determinants of oil and gas investments on the Norwegian Continental Shelf
Energy, 2018, 148, (C), 904-914 View citations (6)
- Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
Energy, 2018, 155, (C), 462-473 View citations (1)
- Oil market volatility and stock market volatility
Finance Research Letters, 2018, 26, (C), 204-214 View citations (10)
- The Forward Premium in the Nord Pool Power Market
Emerging Markets Finance and Trade, 2018, 54, (8), 1793-1807 View citations (2)
2017
- 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)
- 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)
- The effect of non-trading days on volatility forecasts in equity markets
Finance Research Letters, 2017, 23, (C), 39-49
- VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy
Journal of Futures Markets, 2017, 37, (2), 164-183 View citations (9)
- 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
- Electricity consumption modelling: A case of Germany
Economic Modelling, 2016, 55, (C), 92-101 View citations (20)
- 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)
- Google searches and stock returns
International Review of Financial Analysis, 2016, 45, (C), 150-156 View citations (61)
- Green electricity investment timing in practice: Real options or net present value?
Energy, 2016, 116, (P1), 498-506 View citations (29)
- High-low range in GARCH models of stock return volatility
Applied Economics, 2016, 48, (51), 4977-4991 View citations (1)
- Implied volatility index for the Norwegian equity market
International Review of Financial Analysis, 2016, 47, (C), 133-141 View citations (9)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver
Quantitative Finance, 2016, 16, (12), 1809-1822 View citations (2)
2015
- A comparison of implied and realized volatility in the Nordic power forward market
Energy Economics, 2015, 48, (C), 288-294 View citations (19)
- Characteristics of Norwegian Rights Issues
Economics Bulletin, 2015, 35, (1), 764-773
- Price discovery on Bitcoin exchanges
Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 18-35 View citations (119)
- The use of real option theory in Scandinavia's largest companies
International Review of Financial Analysis, 2015, 41, (C), 74-81 View citations (5)
- 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
- Forecasting volatility of the U.S. oil market
Journal of Banking & Finance, 2014, 47, (C), 1-14 View citations (66)
- SEO cost differences between Europe and the US
Applied Financial Economics, 2014, 24, (21), 1401-1420
2013
- Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios
European Financial Management, 2013, 19, (3), 419-428
- Uniform price auctions with profit maximizing seller
Economics Bulletin, 2013, 33, (3), 1840-1846
2012
- Properties of range-based volatility estimators
International Review of Financial Analysis, 2012, 23, (C), 20-29 View citations (3)
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