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 3 5 7 75
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 0 0 27 0 1 3 36
Fear of the coronavirus and the stock markets 0 0 0 35 0 1 6 129
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 1 1 1 3 3 3 18 185
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 0 0 0 105
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 0 1 1 58
Total Working Papers 1 1 1 116 6 11 39 722


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 0 0 1 63
Asymmetric volatility in equity markets around the world 0 0 0 8 0 0 2 50
Bayesian change point analysis of Bitcoin returns 0 0 1 32 0 0 7 111
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 6 10 67 2 11 34 251
Can policy and financial risk predict stock markets? 0 1 1 6 0 1 1 33
Central bank announcements and realized volatility of stock markets in G7 countries 0 0 1 18 1 3 5 81
Characteristics of Norwegian Rights Issues 0 1 3 11 1 2 9 147
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 0 1 2 15
Crude oil: Does the futures price predict the spot price? 1 2 4 16 1 2 11 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? 0 0 0 5 0 0 1 30
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 0 0 4 147
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 3 8 94
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 1 1 23 3 5 8 129
Forecasting volatility of Bitcoin 1 1 3 22 3 5 15 117
Forecasting volatility of the U.S. oil market 0 0 3 56 0 1 8 195
Google searches and stock market activity: Evidence from Norway 1 2 5 98 2 4 12 324
Google searches and stock returns 0 2 9 167 3 12 36 461
Green electricity investment timing in practice: Real options or net present value? 0 0 1 12 0 1 2 55
High-low range in GARCH models of stock return volatility 0 1 2 6 0 1 8 45
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 2 2 6 39 5 17 29 176
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 1 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 2 4 74
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 5 14 52 440 28 74 206 1,326
Price discovery on Bitcoin exchanges 0 3 8 282 1 4 25 753
Properties of range-based volatility estimators 0 0 1 34 0 1 5 156
Range-based DCC models for covariance and value-at-risk forecasting 0 0 2 13 0 1 4 50
Residual electricity demand: An empirical investigation 0 3 7 18 1 8 52 122
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 2 5 33 1 6 15 98
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 1 1 1 5 2 2 2 13
The effect of non-trading days on volatility forecasts in equity markets 0 0 0 7 0 1 3 45
The use of real option theory in Scandinavia's largest companies 0 0 0 16 0 1 2 88
Understanding risk of bubbles in cryptocurrencies 0 0 0 20 0 0 4 103
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 1 1 2 39
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 1 2 4 69
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 1 1 0 1 4 19
What can explain the price, volatility and trading volume of Bitcoin? 3 5 17 140 4 14 55 543
What daily data can tell us about mutual funds: Evidence from Norway 1 1 2 15 1 1 5 111
Total Journal Articles 15 48 157 1,842 61 189 617 6,697


Statistics updated 2025-07-04