Author Page for Peter Molnár

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

Elie Bouri, Peter Molnár, Georges Azzi, David Roubaud and Lars Hagfors

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

Abstract:

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:

3.

Google Searches and Stock Returns

International Review of Financial Analysis, Forthcoming

Number of pages: 17 Posted: 31 Mar 2016

Laurens Bijl, Glenn Kringhaug, Peter Molnár and Eirik Sandvik

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

Abstract:

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

Abstract:

5.

Do stock prices react to ESG sentiment?

Number of pages: 34 Posted: 06 Apr 2022 Last Revised: 25 Jun 2024

Emilie Kvam, Peter Molnár, Ingvild Wankel and Bernt Arne Ødegaard

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

Abstract:

6.

Price Discovery on Bitcoin Exchanges

Journal of International Financial Markets, Institutions and Money, Forthcoming

Number of pages: 35 Posted: 20 Nov 2015

Morten Brandvold, Peter Molnár, Kristian Vagstad and Christian Valstad

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

Abstract:

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

Abstract:

8.

Forecasting Volatility of the U.S. Oil Market

Number of pages: 46 Posted: 17 Nov 2015

Erik Haugom, Henrik Langeland, Peter Molnár and Sjur Westgaard

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

Abstract:

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

Abstract:

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:

11.

Implied Volatility Index for the Norwegian Equity Market

Forthcoming, International Review of Financial Analysis

Number of pages: 26 Posted: 02 Aug 2016

Sebastian Bugge, Haakon Guttormsen, Peter Molnár and Martin Ringdal

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

Abstract:

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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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

Abstract:

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

Abstract:

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

Kristoffer Gallefoss, Helge Hansen, Eirik Haukaas and Peter Molnár

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:

16.

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

Number of pages: 24 Posted: 17 Nov 2015

Anders Horn, Frode Kjærland, Peter Molnár and Beate Steen

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

Abstract:

17.

Electricity Consumption Modelling: A Case of Germany

Number of pages: 32 Posted: 09 Feb 2016 Last Revised: 11 Feb 2016

Linh Phuong Catherine Do, Kuan-Heng Lin and Peter Molnár

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

Abstract:

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)

Abstract:

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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20.

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

Number of pages: 38 Posted: 13 Aug 2019

Linh Phuong Catherine Do, Stefan Lyocsa and Peter Molnár

University of Science and Technology (NTNU), Masaryk University - Department of finance and University of Stavanger

Downloads 136 (457,326)

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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)

Abstract:

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

Jone Horpestad, Stefan Lyocsa, Peter Molnár and Torbjørn Olsen

University of Stavanger - Business School, Masaryk University - Department of finance, University of Stavanger and University of Stavanger

Downloads 123 (495,325)

Citation 1

Abstract:

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)

Abstract:

24.

Determinants of Oil and Gas Investments on the Norwegian Continental Shelf

Number of pages: 37 Posted: 12 Feb 2018

Martin Berntsen, Kristine Bøe, Therese Jordal and Peter Molnár

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)

Abstract:

25.

The Forecasting Power of Medium-Term Futures Contracts

Journal of Energy Markets, Forthcoming

Number of pages: 20 Posted: 16 Nov 2015

Erik Haugom, Guttorm Hoff, Maria Mortensen, Peter Molnár and Sjur Westgaard

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)

Abstract:

26.

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

Forthcoming, Energy

Number of pages: 27 Posted: 01 Oct 2016

Stein-Erik Fleten, Kristin Linnerud, Peter Molnár and Maria Nygård

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

Abstract:

27.

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

Number of pages: 16 Posted: 17 Nov 2015

Ole Birkelund , Erik Haugom, Peter Molnár, Martin Opdal and Sjur Westgaard

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

Abstract:

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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29.

Do Political Risks Harm Development of Oil Fields?

Journal of Economic Behavior & Organization, Forthcoming

Number of pages: 40 Posted: 26 Jan 2018

Kristine Bøe, Therese Jordal, Štepán Mikula and Peter Molnár

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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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

Abstract:

31.

The Forward Premium in the Nord Pool Power Market

Emerging Markets Finance and Trade, Forthcoming

Number of pages: 24 Posted: 30 Apr 2018

Erik Haugom, Guttorm Hoff, Peter Molnár, Maria Mortensen and Sjur Westgaard

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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)

Abstract:

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

Abstract:

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)

Abstract:

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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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

Abstract:

40.

Green Certificates and Investments in Small Hydro Power Plants

Posted: 22 Apr 2016

Stein-Erik Fleten, Kristin Linnerud, Peter Molnár and Maria Nygård

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

Peter Molnár

University of Stavanger

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