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 11 145
Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media 0 0 1 31 3 3 14 92
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 0 1 29 6 8 20 58
Fear of the coronavirus and the stock markets 0 0 0 35 0 2 9 142
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 2 5 4 7 42 231
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 6 6 19 125
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 1 2 9 67
Total Working Papers 0 0 4 121 21 30 124 860


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 3 19 85
Asymmetric volatility in equity markets around the world 1 1 3 11 1 3 30 82
Bayesian change point analysis of Bitcoin returns 0 0 1 34 3 5 30 145
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 4 72 1 6 47 308
Can policy and financial risk predict stock markets? 0 0 0 6 2 3 14 49
Central bank announcements and realized volatility of stock markets in G7 countries 0 1 4 26 3 5 30 124
Characteristics of Norwegian Rights Issues 0 0 0 11 3 3 10 161
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 2 3 24 40
Crude oil: Does the futures price predict the spot price? 2 2 3 20 2 2 23 71
Determinants of oil and gas investments on the Norwegian Continental Shelf 0 0 2 13 1 1 14 66
Determinants of the Forward Premium in the Nord Pool Electricity Market 0 0 0 8 1 1 10 39
Do political risks harm development of oil fields? 0 0 0 6 1 1 13 51
Economic policies and their effects on financial market 0 0 0 17 2 2 8 35
Electricity consumption modelling: A case of Germany 0 0 0 35 1 2 17 167
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 2 2 28 63
Fear of the coronavirus and the stock markets 0 0 0 15 1 4 18 113
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 0 2 27 5 7 39 179
Forecasting volatility of Bitcoin 0 2 10 38 5 14 101 232
Forecasting volatility of the U.S. oil market 0 0 1 57 0 0 25 223
Google searches and stock market activity: Evidence from Norway 0 2 10 110 4 6 34 369
Google searches and stock returns 0 1 14 191 6 10 73 549
Green electricity investment timing in practice: Real options or net present value? 0 0 2 14 1 2 37 92
High-low range in GARCH models of stock return volatility 0 0 0 6 3 5 22 71
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 0 2 11 54 3 7 58 251
Impact of wind and solar production on electricity prices: Quantile regression approach 0 2 4 7 2 5 15 28
Implied volatility index for the Norwegian equity market 0 0 0 23 2 31 43 160
Long‐term dynamics of the VIX index and its tradable counterpart VXX 0 0 0 3 4 5 23 50
Oil market volatility and stock market volatility 0 0 1 23 3 3 13 88
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 2 9 62 516 13 46 267 1,679
Price discovery on Bitcoin exchanges 0 0 6 292 3 8 54 815
Properties of range-based volatility estimators 1 1 2 36 8 12 35 195
Range-based DCC models for covariance and value-at-risk forecasting 0 0 1 16 4 5 22 76
Residual electricity demand: An empirical investigation 1 1 2 21 3 4 29 158
SEO cost differences between Europe and the US 0 0 0 5 1 2 14 57
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 0 28 2 4 14 87
Stock market volatility forecasting: Do we need high-frequency data? 0 1 5 40 5 29 59 171
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 1 1 10 21
The Forward Premium in the Nord Pool Power Market 0 2 4 9 1 6 21 35
The effect of non-trading days on volatility forecasts in equity markets 1 2 3 10 6 8 13 61
The use of real option theory in Scandinavia's largest companies 0 0 0 16 3 4 9 102
Understanding risk of bubbles in cryptocurrencies 0 1 2 23 3 4 14 123
Uniform price auctions with profit maximizing seller 0 0 0 19 1 2 14 117
VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy 0 1 1 22 2 6 25 64
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 1 2 20 90
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 0 1 2 3 19 38
What can explain the price, volatility and trading volume of Bitcoin? 1 5 20 161 6 23 106 666
What daily data can tell us about mutual funds: Evidence from Norway 0 0 0 15 2 3 14 129
Total Journal Articles 9 36 180 2,079 131 313 1,577 8,575


Statistics updated 2026-11-12