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 2 9 143
Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media 0 0 1 31 0 1 14 89
Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel 0 0 2 29 0 0 14 50
Fear of the coronavirus and the stock markets 0 0 0 35 1 1 10 140
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 2 5 1 5 38 224
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 5 0 1 7 65
Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios 0 0 0 16 0 1 14 119
Total Working Papers 0 0 5 121 2 11 106 830


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 1 19 82
Asymmetric volatility in equity markets around the world 0 0 2 10 0 1 29 79
Bayesian change point analysis of Bitcoin returns 0 1 1 34 0 9 27 140
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 1 4 72 0 8 50 302
Can policy and financial risk predict stock markets? 0 0 0 6 0 0 12 46
Central bank announcements and realized volatility of stock markets in G7 countries 0 0 7 25 2 4 37 119
Characteristics of Norwegian Rights Issues 0 0 0 11 0 0 10 158
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 1 2 22 37
Crude oil: Does the futures price predict the spot price? 0 0 2 18 0 0 25 69
Determinants of oil and gas investments on the Norwegian Continental Shelf 1 1 2 13 1 2 13 65
Determinants of the Forward Premium in the Nord Pool Electricity Market 0 0 0 8 0 0 10 38
Do political risks harm development of oil fields? 0 0 1 6 0 1 17 50
Economic policies and their effects on financial market 0 0 0 17 0 0 7 33
Electricity consumption modelling: A case of Germany 0 0 0 35 2 5 17 165
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 0 2 26 61
Fear of the coronavirus and the stock markets 0 0 0 15 0 2 15 109
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 0 4 27 1 8 40 172
Forecasting volatility of Bitcoin 0 2 11 36 6 24 96 218
Forecasting volatility of the U.S. oil market 1 1 1 57 1 3 27 223
Google searches and stock market activity: Evidence from Norway 2 3 10 108 4 7 35 363
Google searches and stock returns 1 4 22 190 3 15 77 539
Green electricity investment timing in practice: Real options or net present value? 0 1 2 14 0 1 35 90
High-low range in GARCH models of stock return volatility 0 0 0 6 0 1 19 66
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 0 2 12 52 1 7 63 244
Impact of wind and solar production on electricity prices: Quantile regression approach 0 1 2 5 0 2 12 23
Implied volatility index for the Norwegian equity market 0 0 0 23 0 2 13 129
Long‐term dynamics of the VIX index and its tradable counterpart VXX 0 0 0 3 0 3 19 45
Oil market volatility and stock market volatility 0 0 1 23 0 3 11 85
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 3 25 66 507 16 80 296 1,633
Price discovery on Bitcoin exchanges 0 1 10 292 12 16 53 807
Properties of range-based volatility estimators 1 1 1 35 4 9 27 183
Range-based DCC models for covariance and value-at-risk forecasting 0 0 2 16 2 3 20 71
Residual electricity demand: An empirical investigation 0 0 2 20 2 5 29 154
SEO cost differences between Europe and the US 0 0 0 5 0 0 12 55
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 0 28 0 1 14 83
Stock market volatility forecasting: Do we need high-frequency data? 0 1 5 39 2 6 38 142
Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios 0 0 0 0 1 1 9 20
The Forward Premium in the Nord Pool Power Market 0 0 2 7 1 1 16 29
The effect of non-trading days on volatility forecasts in equity markets 0 0 1 8 1 2 5 53
The use of real option theory in Scandinavia's largest companies 0 0 0 16 0 1 10 98
Understanding risk of bubbles in cryptocurrencies 0 0 2 22 1 1 14 119
Uniform price auctions with profit maximizing seller 0 0 0 19 1 5 12 115
VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy 0 0 0 21 1 1 19 58
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 1 3 19 88
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 0 1 0 1 16 35
What can explain the price, volatility and trading volume of Bitcoin? 1 3 16 156 5 16 98 643
What daily data can tell us about mutual funds: Evidence from Norway 0 0 0 15 0 1 15 126
Total Journal Articles 10 48 191 2,043 72 266 1,505 8,262


Statistics updated 2026-08-07