Peter Molnár

University of Stavanger

UiS Business School

Stavanger, 4036

Norway

SCHOLARLY PAPERS

40

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7,360

SSRN CITATIONS
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Top 5,693

in Total Papers Citations

171

CROSSREF CITATIONS

80

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 972 (36,959)
Citation 1

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 706 (57,022)
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 608 (69,249)
Citation 15

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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 539 (80,439)
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 520 (84,102)
Citation 18

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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 453 (99,284)
Citation 10

Abstract:

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oil prices, realized volatility, implied volatility, volatility forecasting

7.

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 395 (117,470)
Citation 11

Abstract:

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Bitcoin, Return, Volatility, Trading Volume, Google Searches

8.

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 363 (128,128)
Citation 2

Abstract:

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volatility, high, low, range, GARCH

9.

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 252 (187,542)
Citation 4

Abstract:

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volatility, high, low, range

10.

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 242 (195,071)
Citation 1

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

11.

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

Number of pages: 39 Posted: 06 Apr 2022 Last Revised: 29 Sep 2022
Norwegian University of Science and Technology (NTNU), University of Stavanger, Norwegian University of Science and Technology (NTNU) and University of Stavanger
Downloads 232 (203,222)

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

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 182 (253,768)
Citation 2

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

13.

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 167 (273,402)
Citation 1

Abstract:

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mutual funds, performance, persistence

14.

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 141 (314,024)
Citation 1

Abstract:

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realized volatility, forecasting, gold, silver, ETF

15.

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 127 (340,160)
Citation 3

Abstract:

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

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 116 (363,304)
Citation 1

Abstract:

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real options, capital budgeting, survey

17.

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 104 (392,129)

Abstract:

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realized volatility, volatility forecasting, non-trading days

18.

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 99 (405,323)
Citation 1

Abstract:

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electricity demand, electricity consumption, electricity load, forecasting

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 83 (457,160)

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

The Forecasting Power of Medium-Term Futures Contracts

Journal of Energy Markets, Vol. 7, No. 4, 2014
Number of pages: 24 Posted: 06 Jun 2016
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 0
Citation 1
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futures prices, Nordic power market

20.

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 81 (459,301)

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

21.

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 81 (459,301)
Citation 3

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Implied volatility, realized volatility, electricity, forwards, options

22.

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 80 (462,650)

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renewable energy, investments, real options, subsidies

23.

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 76 (476,486)

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SEOs, investment banks, fees, underpricing, bookbuilding

24.

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 65 (518,118)
Citation 1

Abstract:

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SEOs, rights, announcement effects, bookbuilding

25.

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 64 (522,269)

Abstract:

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Implied Volatility, VIX, VXX, Predictability, Comovement

26.

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 64 (522,269)

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investments, oil and gas, political risks, financial development

27.

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 64 (522,269)
Citation 1

Abstract:

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

28.

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 61 (534,837)

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

29.

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 59 (547,943)
Citation 1

Abstract:

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

30.

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 57 (552,404)
Citation 1

Abstract:

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Complementarity, copula, hydro, wind

31.

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 54 (566,298)
Citation 1

Abstract:

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gasoline prices, Google searches, Granger causality

32.

Uniform Price Auctions with Profit Maximizing Seller

Economics Bulletin, Forthcoming
Number of pages: 7 Posted: 20 Nov 2015
Peter Molnár
University of Stavanger
Downloads 54 (566,298)

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Uniform auction, underpricing, profit maximizing seller

33.

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 48 (595,926)

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emission allowances, structural breaks, uncertainty, carbon prices

34.

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 46 (606,340)

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oil exploration, investment timing, oil price

35.

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 39 (645,377)

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price modelling, wind, solar, renewables, quantile regression

36.

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 35 (669,796)
Citation 3

Abstract:

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

37.

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 31 (695,843)

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

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