Peter Molnár

University of Stavanger

UiS Business School

Stavanger, 4036

Norway

SCHOLARLY PAPERS

40

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Top 4,707

in Total Papers Citations

311

CROSSREF CITATIONS

78

Scholarly Papers (40)

1.

VIX Exchange Traded Products: Price Discovery, Hedging and Trading Strategy

Journal of Futures Markets, Forthcoming
Number of pages: 25 Posted: 24 Mar 2016
Christoffer Bordonado, Peter Molnár and Sven Samdal
Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU)
Downloads 1,073 (39,319)
Citation 6

Abstract:

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VIX, exchange traded products, volatility, trading strategy

2.

On the Hedge and Safe Haven Properties of Bitcoin: Is it Really More than a Diversifier?

Finance Research Letters, Forthcoming
Number of pages: 12 Posted: 15 Oct 2016
Lebanese American University, University of Stavanger, Université Saint Esprit de Kaslik (USEK), Montpellier Business School and Norwegian University of Science and Technology (NTNU)
Downloads 911 (49,485)
Citation 47

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Bitcoin, cryptocurrency, diversifier, hedge, safe haven, DCC

3.

Google Searches and Stock Returns

International Review of Financial Analysis, Forthcoming
Number of pages: 17 Posted: 31 Mar 2016
Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU)
Downloads 729 (66,842)
Citation 15

Abstract:

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Google search, stock returns

4.

Bitcoin for Energy Commodities Before and After the December 2013 Crash: Diversifier, Hedge or Safe Haven?

Applied Economics, Forthcoming
Number of pages: 15 Posted: 02 Mar 2017
Elie Bouri, Naji P Jalkh, Peter Molnár and David Roubaud
Lebanese American University, Independent, University of Stavanger and Montpellier Business School
Downloads 594 (86,603)
Citation 13

Abstract:

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cryptocurrency, Bitcoin crash, commodities, energy commodities, diversifier, hedge, safe haven

5.

Price Discovery on Bitcoin Exchanges

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 35 Posted: 20 Nov 2015
Norwegian University of Science and Technology (NTNU), University of Stavanger, Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU)
Downloads 563 (92,617)
Citation 29

Abstract:

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Bitcoin, price discovery, information share

6.

Forecasting Volatility of the U.S. Oil Market

Number of pages: 46 Posted: 17 Nov 2015
Inland Norway University of Applied Sciences, Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 515 (103,506)
Citation 10

Abstract:

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oil prices, realized volatility, implied volatility, volatility forecasting

7.

Do Sustainable Company Stock Prices Increase with ESG Scrutiny? Evidence from Social Media

Number of pages: 39 Posted: 06 Apr 2022 Last Revised: 17 Jul 2023
Norwegian University of Science and Technology (NTNU), University of Stavanger, Norwegian University of Science and Technology (NTNU) and University of Stavanger
Downloads 496 (108,372)
Citation 3

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ESG (Environmental, Social, Governance) concerns; Social Media; Stock Returns

8.

What Can Explain the Price, Volatility and Trading Volume of Bitcoin?

Number of pages: 22 Posted: 28 Aug 2018 Last Revised: 30 Aug 2018
Halvor Aalborg, Peter Molnár and Jon Erik de Vries
University of Stavanger - Business School, University of Stavanger and University of Stavanger
Downloads 487 (110,703)
Citation 26

Abstract:

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Bitcoin, Return, Volatility, Trading Volume, Google Searches

9.

High-Low Range in GARCH Models of Stock Return Volatility

Applied Economics, Forthcoming
Number of pages: 29 Posted: 23 Mar 2016
Peter Molnár
University of Stavanger
Downloads 392 (142,560)
Citation 4

Abstract:

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volatility, high, low, range, GARCH

10.

Properties of Range-Based Volatility Estimators

International Review of Financial Analysis, Volume 23, June 2012, Pages 20–29
Number of pages: 25 Posted: 16 Nov 2015
Peter Molnár
University of Stavanger
Downloads 302 (189,067)
Citation 4

Abstract:

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volatility, high, low, range

11.

Implied Volatility Index for the Norwegian Equity Market

Forthcoming, International Review of Financial Analysis
Number of pages: 26 Posted: 02 Aug 2016
Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU)
Downloads 274 (208,992)
Citation 1

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Implied volatility, OBX index, VIX, volatility forecasting, leverage effect

12.

Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios

Swiss Finance Institute Research Paper No. 11-17
Number of pages: 17 Posted: 08 May 2011
Peter Molnár and Kjell G. Nyborg
University of Stavanger and University of Zurich - Department of Banking and Finance
Downloads 204 (277,801)
Citation 2

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tax-adjusted discount rates, tax shields, risky debt, cost of debt, personal taxes, partial default

13.

Bayesian Change Point Analysis of Bitcoin Returns

Number of pages: 6 Posted: 23 Mar 2018
Sven Thies and Peter Molnár
University of Bremen and University of Stavanger
Downloads 178 (313,774)
Citation 3

Abstract:

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Bitcoin, return, volatility, regimes, Bayesian change point model

14.

What Daily Data Can Tell Us About Mutual Funds: Evidence from Norway

Journal of Banking and Finance, Vol. 55, 2015
Number of pages: 45 Posted: 18 Apr 2015
Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) and University of Stavanger
Downloads 173 (321,775)
Citation 1

Abstract:

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mutual funds, performance, persistence

15.

Volatility Forecasting of Strategically Linked Commodity ETFs: Gold - Silver

Number of pages: 21 Posted: 09 Sep 2016 Last Revised: 11 Sep 2016
Stefan Lyocsa and Peter Molnár
Masaryk University - Department of finance and University of Stavanger
Downloads 159 (345,920)
Citation 1

Abstract:

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realized volatility, forecasting, gold, silver, ETF

16.

The Use of Real Options Theory in Scandinavia's Largest Companies

Number of pages: 24 Posted: 17 Nov 2015
Norwegian University of Science and Technology, Sør-Trøndelag University College, University of Stavanger and Norwegian University of Science and Technology
Downloads 159 (345,920)
Citation 1

Abstract:

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real options, capital budgeting, survey

17.

Electricity Consumption Modelling: A Case of Germany

Number of pages: 32 Posted: 09 Feb 2016 Last Revised: 11 Feb 2016
University of Science and Technology (NTNU), Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and University of Stavanger
Downloads 138 (387,814)
Citation 5

Abstract:

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electricity demand, electricity consumption, electricity load, forecasting

18.

Long-Term Dynamics of the VIX Index and Its Tradable Counterpart VXX

Forthcoming in Journal of Futures Markets
Number of pages: 27 Posted: 01 Nov 2018
Milan Bašta and Peter Molnár
University of Economics, Prague - Faculty of Informatics and Statistics and University of Stavanger
Downloads 134 (397,015)

Abstract:

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Implied Volatility, VIX, VXX, Predictability, Comovement

19.

The Effect of Non-Trading Days on Volatility Forecasts in Equity Markets

Forthcoming, Finance Research Letters
Number of pages: 19 Posted: 15 Jul 2017
Stefan Lyocsa and Peter Molnár
Masaryk University - Department of finance and University of Stavanger
Downloads 117 (440,065)

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realized volatility, volatility forecasting, non-trading days

20.

The Forecasting Power of Medium-Term Futures Contracts

Journal of Energy Markets, Forthcoming
Number of pages: 20 Posted: 16 Nov 2015
Inland Norway University of Applied Sciences, Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 100 (492,713)

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electricity, risk premium, forward premium, futures, Nord Pool

21.

Exploiting Dependence: Day-Ahead Volatility Forecasting for Crude Oil and Natural Gas Exchange-Traded Funds

Number of pages: 25 Posted: 24 May 2018
Stefan Lyocsa and Peter Molnár
Masaryk University - Department of finance and University of Stavanger
Downloads 99 (495,985)

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oil, natural gas, volatility forecasting, high-frequency data, ETF

22.

Asymmetric Volatility in Equity Markets Around the World

Forthcoming in North American Journal of Economics and Finance
Number of pages: 31 Posted: 08 Aug 2018
University of Stavanger - Business School, Masaryk University - Department of finance, University of Stavanger and University of Stavanger
Downloads 96 (506,067)
Citation 1

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asymmetric volatility, high-frequency, realized volatility, HAR, GARCH, forecasting

23.

A Comparison of Implied and Realized Volatility in the Nordic Power Forward Market

Number of pages: 16 Posted: 17 Nov 2015
Norwegian University of Science and Technology, Inland Norway University of Applied Sciences, University of Stavanger, Norwegian University of Science and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 93 (516,611)
Citation 6

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Implied volatility, realized volatility, electricity, forwards, options

24.

Green Electricity Investment Timing in Practice: Real Options or Net Present Value?

Forthcoming, Energy
Number of pages: 27 Posted: 01 Oct 2016
Norwegian University of Science and Technology (NTNU), CICERO Center for International Climate and Environmental Research - Oslo, University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 92 (520,038)
Citation 1

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renewable energy, investments, real options, subsidies

25.

SEO Cost Differences between Europe and U.S.

Number of pages: 44 Posted: 18 Nov 2015
Svein Krakstad and Peter Molnár
University of Stavanger and University of Stavanger
Downloads 89 (530,982)

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SEOs, investment banks, fees, underpricing, bookbuilding

26.

The Forward Premium in the Nord Pool Power Market

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 24 Posted: 30 Apr 2018
Inland Norway University of Applied Sciences, Norwegian University of Science and Technology (NTNU), University of Stavanger, Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 81 (562,378)
Citation 1

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Electricity Price, Nord Pool, Forward Premium, Futures Price, Spot Price

27.

Do Political Risks Harm Development of Oil Fields?

Journal of Economic Behavior & Organization, Forthcoming
Number of pages: 40 Posted: 26 Jan 2018
Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), Masaryk University and University of Stavanger
Downloads 81 (562,378)

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investments, oil and gas, political risks, financial development

28.

Characteristics of Norwegian Rights Issues

Number of pages: 11 Posted: 18 Nov 2015
Svein Krakstad and Peter Molnár
University of Stavanger and University of Stavanger
Downloads 80 (566,531)
Citation 1

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SEOs, rights, announcement effects, bookbuilding

29.

Volatility Forecasting of Non-Ferrous Metal Futures: Covariances, Covariates or Combinations?

Number of pages: 35 Posted: 22 Sep 2017
Stefan Lyocsa, Peter Molnár and Neda Todorova
Masaryk University - Department of finance, University of Stavanger and Griffith University
Downloads 77 (579,154)
Citation 1

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Industrial metals, LME futures market, Volatility forecasting, Multivariate HAR, Volatility spillovers, Bayesian model averaging

30.

Impact of Wind and Solar Production on Electricity Prices: Quantile Regression Approach

Number of pages: 38 Posted: 13 Aug 2019
University of Science and Technology (NTNU), Masaryk University - Department of finance and University of Stavanger
Downloads 74 (592,319)

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price modelling, wind, solar, renewables, quantile regression

31.

Determinants of Oil and Gas Investments on the Norwegian Continental Shelf

Number of pages: 37 Posted: 12 Feb 2018
Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) and University of Stavanger
Downloads 72 (601,291)

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oil exploration, investment timing, oil price

32.

Central Bank Announcements and Realized Volatility of Stock Markets in G7 Countries

Forthcoming in Journal of International Financial Markets, Institutions & Money
Number of pages: 33 Posted: 01 Nov 2018
Stefan Lyocsa, Peter Molnár and Tomáš Plíhal
Masaryk University - Department of finance, University of Stavanger and Masaryk University - Department of finance
Downloads 71 (605,907)

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Target Interest Rate, Realized Volatility, Central Banks, High-Frequency Data, Monetary Policy

33.

Applying Copulas Functions for Wind and Hydro Complementarity Evaluation: A Brazilian Case

Number of pages: 6 Posted: 16 Nov 2015
Peter Molnár, Luiz Steinle Camargo and Dorel Ramos
University of Stavanger, University of São Paulo (USP) and University of São Paulo (USP)
Downloads 70 (610,576)
Citation 1

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Complementarity, copula, hydro, wind

34.

Google Searches and Gasoline Prices

in proceedings of the 14th International Conference on the European Energy Market (EEM), 2017, Forthcoming
Number of pages: 5 Posted: 20 Jun 2017
Peter Molnár and Milan Bašta
University of Stavanger and University of Economics, Prague - Faculty of Informatics and Statistics
Downloads 63 (644,971)
Citation 1

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gasoline prices, Google searches, Granger causality

35.

Uniform Price Auctions with Profit Maximizing Seller

Economics Bulletin, Forthcoming
Number of pages: 7 Posted: 20 Nov 2015
Peter Molnár
University of Stavanger
Downloads 61 (655,486)

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Uniform auction, underpricing, profit maximizing seller

36.

Structural Breaks in Emission Allowance Prices

in proceedings of the 14th International Conference on the European Energy Market (EEM), 2017, Forthcoming
Number of pages: 5 Posted: 20 Jun 2017
Peter Molnár and Sven Thies
University of Stavanger and University of Bremen
Downloads 55 (688,580)

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emission allowances, structural breaks, uncertainty, carbon prices

37.

Range-Based DCC Models for Covariance and Value-at-Risk Forecasting

Number of pages: 34 Posted: 16 Sep 2019
Piotr Fiszeder, Marcin Fałdziński and Peter Molnár
Nicolaus Copernicus University, Nicolaus Copernicus University and University of Stavanger
Downloads 51 (712,550)
Citation 5

Abstract:

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volatility, dynamic conditional correlation, high-low range, covariance forecasting, value-at-risk

38.

Economic Policies and Their Effects on Financial Market

THE EUROPEAN JOURNAL OF FINANCE, 2021, VOL. 27, NO. 10, 929–93
Posted: 24 Aug 2021
Chrysovalantis Gaganis and Peter Molnár
University of Crete - Faculty of Social Sciences - Department of Economics and University of Stavanger

Abstract:

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Economic policies, financial market

39.

Oil Market Volatility and Stock Market Volatility

Posted: 22 Feb 2018
Milan Bašta and Peter Molnár
University of Economics, Prague - Faculty of Informatics and Statistics and University of Stavanger

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volatility, oil market, stock market, VIX, OVX, wavelets

40.

Green Certificates and Investments in Small Hydro Power Plants

Posted: 22 Apr 2016
Norwegian University of Science and Technology (NTNU), CICERO Center for International Climate and Environmental Research - Oslo, University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology

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green certificates, renewable energy, uncertainty, real options