Access Statistics for Peter Molnár

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 0 4 134
Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media 0 0 0 30 1 4 8 76
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 0 0 27 0 0 3 36
Fear of the coronavirus and the stock markets 0 0 0 35 0 1 6 130
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 1 3 2 6 19 188
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 0 0 1 58
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 0 0 0 105
Total Working Papers 0 1 1 116 3 11 41 727


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of implied and realized volatility in the Nordic power forward market 0 0 0 8 1 1 2 64
Asymmetric volatility in equity markets around the world 0 0 0 8 1 1 3 51
Bayesian change point analysis of Bitcoin returns 0 1 2 33 0 2 8 113
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 11 68 1 4 33 253
Can policy and financial risk predict stock markets? 0 0 1 6 1 2 3 35
Central bank announcements and realized volatility of stock markets in G7 countries 0 0 1 18 4 6 10 86
Characteristics of Norwegian Rights Issues 0 0 2 11 1 3 9 149
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 0 0 2 15
Crude oil: Does the futures price predict the spot price? 0 1 4 16 0 1 10 44
Determinants of oil and gas investments on the Norwegian Continental Shelf 0 0 1 11 0 0 2 52
Determinants of the Forward Premium in the Nord Pool Electricity Market 0 0 0 8 0 0 0 28
Do political risks harm development of oil fields? 1 1 1 6 3 6 7 36
Economic policies and their effects on financial market 0 0 2 17 0 0 2 26
Electricity consumption modelling: A case of Germany 0 0 2 35 1 2 6 149
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 0 0 4 35
Fear of the coronavirus and the stock markets 0 0 0 15 0 0 8 94
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 1 1 2 24 3 9 14 135
Forecasting volatility of Bitcoin 2 6 8 27 7 15 26 129
Forecasting volatility of the U.S. oil market 0 0 3 56 0 1 7 196
Google searches and stock market activity: Evidence from Norway 1 2 5 99 1 7 15 329
Google searches and stock returns 2 3 11 170 3 7 33 465
Green electricity investment timing in practice: Real options or net present value? 0 0 1 12 0 0 2 55
High-low range in GARCH models of stock return volatility 0 0 2 6 1 3 11 48
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 0 3 5 40 4 14 35 185
Impact of wind and solar production on electricity prices: Quantile regression approach 0 0 2 3 0 0 6 11
Implied volatility index for the Norwegian equity market 0 0 0 23 0 0 2 116
Long‐term dynamics of the VIX index and its tradable counterpart VXX 0 0 0 3 0 0 1 26
Oil market volatility and stock market volatility 0 0 2 22 0 0 4 74
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 4 10 55 445 19 58 215 1,356
Price discovery on Bitcoin exchanges 0 0 8 282 0 2 22 754
Properties of range-based volatility estimators 0 0 1 34 2 2 7 158
Range-based DCC models for covariance and value-at-risk forecasting 1 2 4 15 2 3 7 53
Residual electricity demand: An empirical investigation 1 1 6 19 4 8 50 129
SEO cost differences between Europe and the US 0 0 0 5 0 0 0 43
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 1 28 0 0 3 69
Stock market volatility forecasting: Do we need high-frequency data? 0 1 6 34 2 9 23 106
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 0 0 1 11
The Forward Premium in the Nord Pool Power Market 0 1 1 5 0 2 2 13
The effect of non-trading days on volatility forecasts in equity markets 0 0 0 7 0 3 6 48
The use of real option theory in Scandinavia's largest companies 0 0 0 16 2 2 4 90
Understanding risk of bubbles in cryptocurrencies 1 1 1 21 2 4 8 107
Uniform price auctions with profit maximizing seller 0 0 0 19 0 0 1 103
VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy 0 0 1 21 0 1 2 39
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 1 2 5 70
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 1 1 0 0 3 19
What can explain the price, volatility and trading volume of Bitcoin? 0 3 16 140 1 7 50 546
What daily data can tell us about mutual funds: Evidence from Norway 0 1 2 15 0 1 4 111
Total Journal Articles 14 39 171 1,866 67 188 678 6,824


Statistics updated 2025-09-05