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 6 140
Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media 0 0 0 30 0 4 14 84
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 0 1 28 1 6 10 45
Fear of the coronavirus and the stock markets 0 0 0 35 2 6 11 139
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 1 2 3 5 9 18 30 209
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 0 2 8 113
Total Working Papers 1 2 4 119 13 39 81 789


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 8 12 75
Asymmetric volatility in equity markets around the world 0 1 1 9 6 18 22 72
Bayesian change point analysis of Bitcoin returns 0 0 2 33 3 8 17 125
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 1 1 9 70 9 20 51 286
Can policy and financial risk predict stock markets? 0 0 1 6 0 9 13 45
Central bank announcements and realized volatility of stock markets in G7 countries 2 2 6 24 4 13 31 109
Characteristics of Norwegian Rights Issues 0 0 1 11 0 4 12 155
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 3 13 17 31
Crude oil: Does the futures price predict the spot price? 0 0 4 18 2 8 17 59
Determinants of oil and gas investments on the Norwegian Continental Shelf 0 0 1 11 4 5 8 59
Determinants of the Forward Premium in the Nord Pool Electricity Market 0 0 0 8 2 5 6 34
Do political risks harm development of oil fields? 0 0 1 6 0 6 14 44
Economic policies and their effects on financial market 0 0 0 17 1 4 6 32
Electricity consumption modelling: A case of Germany 0 0 1 35 0 5 11 157
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 3 8 9 44
Fear of the coronavirus and the stock markets 0 0 0 15 0 5 9 100
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 1 4 26 1 6 26 149
Forecasting volatility of Bitcoin 4 5 12 33 10 39 65 176
Forecasting volatility of the U.S. oil market 0 0 0 56 1 14 18 212
Google searches and stock market activity: Evidence from Norway 0 1 7 102 1 7 33 351
Google searches and stock returns 0 1 14 178 5 26 57 504
Green electricity investment timing in practice: Real options or net present value? 0 0 1 13 3 27 31 85
High-low range in GARCH models of stock return volatility 0 0 1 6 3 8 15 58
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 1 6 12 49 4 15 63 221
Impact of wind and solar production on electricity prices: Quantile regression approach 0 0 1 4 0 6 10 21
Implied volatility index for the Norwegian equity market 0 0 0 23 1 6 8 123
Long‐term dynamics of the VIX index and its tradable counterpart VXX 0 0 0 3 0 8 10 36
Oil market volatility and stock market volatility 0 0 1 23 1 3 7 79
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 10 48 469 23 61 260 1,488
Price discovery on Bitcoin exchanges 0 3 12 290 8 23 38 786
Properties of range-based volatility estimators 0 0 0 34 2 9 17 171
Range-based DCC models for covariance and value-at-risk forecasting 0 1 5 16 1 13 21 68
Residual electricity demand: An empirical investigation 0 1 5 20 2 13 35 144
SEO cost differences between Europe and the US 0 0 0 5 3 10 11 54
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 0 28 2 5 12 81
Stock market volatility forecasting: Do we need high-frequency data? 0 1 7 38 1 11 36 127
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 1 5 6 17
The Forward Premium in the Nord Pool Power Market 1 2 3 7 3 9 14 25
The effect of non-trading days on volatility forecasts in equity markets 1 1 1 8 2 2 6 50
The use of real option theory in Scandinavia's largest companies 0 0 0 16 0 3 9 96
Understanding risk of bubbles in cryptocurrencies 1 1 2 22 2 7 14 117
Uniform price auctions with profit maximizing seller 0 0 0 19 1 5 5 108
VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy 0 0 0 21 1 14 16 54
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 1 7 11 78
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 0 1 2 7 9 27
What can explain the price, volatility and trading volume of Bitcoin? 2 6 14 148 8 32 86 611
What daily data can tell us about mutual funds: Evidence from Norway 0 0 1 15 2 5 12 121
Total Journal Articles 16 44 178 1,958 132 545 1,216 7,665


Statistics updated 2026-03-04