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 1 5 5 139
Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media 0 0 0 30 3 6 15 84
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 0 1 28 4 6 10 44
Fear of the coronavirus and the stock markets 0 0 0 35 4 4 12 137
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 2 4 6 11 22 200
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 0 1 2 59
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 1 7 8 113
Total Working Papers 0 1 3 118 19 40 74 776


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 5 9 12 75
Asymmetric volatility in equity markets around the world 1 1 1 9 9 14 16 66
Bayesian change point analysis of Bitcoin returns 0 0 2 33 3 7 17 122
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 8 69 6 16 46 277
Can policy and financial risk predict stock markets? 0 0 1 6 5 10 13 45
Central bank announcements and realized volatility of stock markets in G7 countries 0 0 4 22 6 11 27 105
Characteristics of Norwegian Rights Issues 0 0 1 11 3 4 14 155
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 8 12 15 28
Crude oil: Does the futures price predict the spot price? 0 1 4 18 5 9 16 57
Determinants of oil and gas investments on the Norwegian Continental Shelf 0 0 1 11 1 3 4 55
Determinants of the Forward Premium in the Nord Pool Electricity Market 0 0 0 8 2 3 4 32
Do political risks harm development of oil fields? 0 0 1 6 1 6 14 44
Economic policies and their effects on financial market 0 0 1 17 1 4 6 31
Electricity consumption modelling: A case of Germany 0 0 1 35 2 7 11 157
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 5 6 7 41
Fear of the coronavirus and the stock markets 0 0 0 15 5 5 10 100
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 1 4 26 2 8 26 148
Forecasting volatility of Bitcoin 1 1 9 29 13 35 57 166
Forecasting volatility of the U.S. oil market 0 0 0 56 9 13 17 211
Google searches and stock market activity: Evidence from Norway 1 2 7 102 4 15 33 350
Google searches and stock returns 0 1 14 178 14 23 54 499
Green electricity investment timing in practice: Real options or net present value? 0 1 1 13 18 27 28 82
High-low range in GARCH models of stock return volatility 0 0 1 6 3 6 12 55
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 4 5 11 48 7 24 60 217
Impact of wind and solar production on electricity prices: Quantile regression approach 0 1 3 4 4 8 14 21
Implied volatility index for the Norwegian equity market 0 0 0 23 3 5 7 122
Long‐term dynamics of the VIX index and its tradable counterpart VXX 0 0 0 3 5 9 10 36
Oil market volatility and stock market volatility 0 1 2 23 1 3 7 78
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 4 12 55 466 15 53 261 1,465
Price discovery on Bitcoin exchanges 3 4 12 290 12 17 31 778
Properties of range-based volatility estimators 0 0 0 34 5 9 15 169
Range-based DCC models for covariance and value-at-risk forecasting 1 1 5 16 11 13 20 67
Residual electricity demand: An empirical investigation 0 1 5 20 2 13 38 142
SEO cost differences between Europe and the US 0 0 0 5 5 8 8 51
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 0 28 2 6 10 79
Stock market volatility forecasting: Do we need high-frequency data? 1 3 7 38 9 14 36 126
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 3 5 5 16
The Forward Premium in the Nord Pool Power Market 1 1 2 6 5 8 11 22
The effect of non-trading days on volatility forecasts in equity markets 0 0 0 7 0 0 5 48
The use of real option theory in Scandinavia's largest companies 0 0 0 16 3 3 9 96
Understanding risk of bubbles in cryptocurrencies 0 0 1 21 5 6 13 115
Uniform price auctions with profit maximizing seller 0 0 0 19 4 4 4 107
VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy 0 0 0 21 11 14 15 53
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 5 7 10 77
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 0 1 4 6 7 25
What can explain the price, volatility and trading volume of Bitcoin? 2 5 13 146 10 43 83 603
What daily data can tell us about mutual funds: Evidence from Norway 0 0 1 15 3 4 11 119
Total Journal Articles 19 43 178 1,942 264 535 1,149 7,533


Statistics updated 2026-02-12