Peter Molnár

University of Stavanger

UiS Business School

Stavanger, 4036

Norway

SCHOLARLY PAPERS

40

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Top 9,244

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10,623

TOTAL CITATIONS
Rank 4,582

SSRN RANKINGS

Top 4,582

in Total Papers Citations

195

Scholarly Papers (40)

1.

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 1,259 (35,707)
Citation 47

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

2.

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 1,186 (38,989)
Citation 6

Abstract:

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VIX, exchange traded products, volatility, trading strategy

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 828 (64,614)
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 632 (91,732)
Citation 13

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

5.

Do stock prices react to ESG sentiment?

Number of pages: 34 Posted: 06 Apr 2022 Last Revised: 25 Jun 2024
Norwegian University of Science and Technology (NTNU), University of Stavanger, Norwegian University of Science and Technology (NTNU) and University of Stavanger
Downloads 631 (91,930)
Citation 3

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ESG (Environmental, Social, Governance), Sentiment, Social Media

6.

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 597 (98,629)
Citation 29

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Bitcoin, price discovery, information share

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 592 (99,705)
Citation 30

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Bitcoin, Return, Volatility, Trading Volume, Google Searches

8.

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 564 (105,978)
Citation 10

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oil prices, realized volatility, implied volatility, volatility forecasting

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 433 (146,054)
Citation 4

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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 370 (174,618)
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 304 (216,152)
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 246 (268,668)
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 212 (310,335)
Citation 3

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

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 198 (330,825)
Citation 1

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realized volatility, forecasting, gold, silver, ETF

15.

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 189 (345,401)
Citation 1

Abstract:

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mutual funds, performance, persistence

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 174 (372,051)
Citation 1

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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 169 (381,778)
Citation 5

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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 164 (391,851)

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Implied Volatility, VIX, VXX, Predictability, Comovement

19.

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 138 (451,926)

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

20.

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 136 (457,326)

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price modelling, wind, solar, renewables, quantile regression

21.

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 131 (471,453)

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realized volatility, volatility forecasting, non-trading days

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 123 (495,325)
Citation 1

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

23.

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 109 (542,660)

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

24.

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 106 (554,183)

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oil exploration, investment timing, oil price

25.

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 106 (554,183)

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

26.

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 105 (558,020)
Citation 3

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renewable energy, investments, real options, subsidies

27.

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 100 (577,990)
Citation 6

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Implied volatility, realized volatility, electricity, forwards, options

28.

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 98 (585,857)

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SEOs, investment banks, fees, underpricing, bookbuilding

29.

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 94 (601,815)

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investments, oil and gas, political risks, financial development

30.

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 93 (605,820)
Citation 1

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SEOs, rights, announcement effects, bookbuilding

31.

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 92 (609,988)
Citation 1

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

32.

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 91 (614,109)
Citation 1

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gasoline prices, Google searches, Granger causality

33.

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 83 (649,636)
Citation 1

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

34.

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 75 (688,480)
Citation 1

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Complementarity, copula, hydro, wind

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 70 (715,499)

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Uniform auction, underpricing, profit maximizing seller

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 65 (744,351)
Citation 5

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

37.

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 60 (775,960)

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emission allowances, structural breaks, uncertainty, carbon prices

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

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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