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 2 7 141
Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media 0 1 1 31 3 4 17 88
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 1 2 29 3 6 15 50
Fear of the coronavirus and the stock markets 0 0 0 35 0 2 11 139
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 1 3 5 5 19 37 219
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 5 5 13 118
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 5 5 6 64
Total Working Papers 0 3 6 121 22 43 106 819


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 4 6 18 81
Asymmetric volatility in equity markets around the world 0 1 2 10 5 12 28 78
Bayesian change point analysis of Bitcoin returns 0 0 1 33 5 9 20 131
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 1 2 7 71 6 17 49 294
Can policy and financial risk predict stock markets? 0 0 1 6 0 1 14 46
Central bank announcements and realized volatility of stock markets in G7 countries 0 3 7 25 4 10 37 115
Characteristics of Norwegian Rights Issues 0 0 1 11 3 3 13 158
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 3 7 20 35
Crude oil: Does the futures price predict the spot price? 0 0 3 18 3 12 26 69
Determinants of oil and gas investments on the Norwegian Continental Shelf 0 1 1 12 0 8 11 63
Determinants of the Forward Premium in the Nord Pool Electricity Market 0 0 0 8 4 6 10 38
Do political risks harm development of oil fields? 0 0 1 6 3 5 19 49
Economic policies and their effects on financial market 0 0 0 17 1 2 7 33
Electricity consumption modelling: A case of Germany 0 0 0 35 1 3 13 160
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 13 18 24 59
Fear of the coronavirus and the stock markets 0 0 0 15 6 7 14 107
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 1 5 27 8 16 40 164
Forecasting volatility of Bitcoin 1 5 13 34 12 28 82 194
Forecasting volatility of the U.S. oil market 0 0 0 56 3 9 26 220
Google searches and stock market activity: Evidence from Norway 2 3 9 105 4 6 35 356
Google searches and stock returns 3 8 20 186 11 25 71 524
Green electricity investment timing in practice: Real options or net present value? 0 0 1 13 4 7 34 89
High-low range in GARCH models of stock return volatility 0 0 1 6 6 10 21 65
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 0 2 13 50 10 20 71 237
Impact of wind and solar production on electricity prices: Quantile regression approach 0 0 1 4 0 0 10 21
Implied volatility index for the Norwegian equity market 0 0 0 23 3 5 11 127
Long‐term dynamics of the VIX index and its tradable counterpart VXX 0 0 0 3 3 6 16 42
Oil market volatility and stock market volatility 0 0 1 23 3 4 9 82
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 16 53 482 40 88 276 1,553
Price discovery on Bitcoin exchanges 0 1 11 291 3 13 41 791
Properties of range-based volatility estimators 0 0 0 34 2 5 19 174
Range-based DCC models for covariance and value-at-risk forecasting 0 0 3 16 0 1 18 68
Residual electricity demand: An empirical investigation 0 0 3 20 2 7 29 149
SEO cost differences between Europe and the US 0 0 0 5 1 4 12 55
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 0 28 1 3 13 82
Stock market volatility forecasting: Do we need high-frequency data? 0 0 7 38 5 10 42 136
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 2 3 8 19
The Forward Premium in the Nord Pool Power Market 0 1 3 7 3 6 17 28
The effect of non-trading days on volatility forecasts in equity markets 0 1 1 8 1 3 7 51
The use of real option theory in Scandinavia's largest companies 0 0 0 16 1 1 10 97
Understanding risk of bubbles in cryptocurrencies 0 1 2 22 1 3 15 118
Uniform price auctions with profit maximizing seller 0 0 0 19 2 3 7 110
VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy 0 0 0 21 2 4 19 57
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 6 8 18 85
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 0 1 5 9 16 34
What can explain the price, volatility and trading volume of Bitcoin? 4 7 17 153 10 24 95 627
What daily data can tell us about mutual funds: Evidence from Norway 0 0 1 15 3 6 15 125
Total Journal Articles 14 53 189 1,995 218 463 1,426 7,996


Statistics updated 2026-05-06