Peter Molnar | University of Stavanger

Peter Molnar

51832338

UiS School of Business and Law
Department of Economics and Finance

EOJ SV-211

Publications

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Vitenskapelige publikasjoner
- Fałdziński, Marcin; Fiszeder, Piotr; Molnar, Peter
  
  (2024)
  Improving volatility forecasts: Evidence from range-based models.
  The North American journal of economics and finance.
  
  ISSN 1062-9408.
  
  Volum 69.
  
  DOI: 10.1016/j.najef.2023.102019
- Fiszeder, Piotr; Fałdziński, Marcin; Molnar, Peter
  
  (2023)
  Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices.
  Journal of Empirical Finance.
  
  ISSN 0927-5398.
  
  Volum 70.
  
  s.308-321.
  
  DOI: 10.1016/j.jempfin.2022.12.007
- Fiszeder, Piotr; Fałdziński, Marcin; Molnar, Peter
  
  (2023)
  Attention to oil prices and its impact on the oil, gold and stock markets and their covariance.
  Energy Economics.
  
  ISSN 0140-9883.
  
  Volum 120.
  
  DOI: 10.1016/j.eneco.2023.106643
- Mikula, Štěpán; Molnar, Peter
  
  (2023)
  Expected transport accessibility improvement and house prices: Evidence from the construction of an undersea road tunnel system.
  Journal of Transport Geography.
  
  ISSN 0966-6923.
  
  Volum 111.
  
  DOI: 10.1016/j.jtrangeo.2023.103649
- Cheraghali, Hamid; Høydal, Hannah Emilie Hjelle; Lysebo, Caroline; Molnar, Peter
  
  (2023)
  Consumer attention and company performance: Evidence from luxury companies.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 58.
  
  DOI: 10.1016/j.frl.2023.104280
- Cheraghali, Hamid; Molnar, Peter
  
  (2023)
  SME default prediction: A systematic methodology-focused review.
  Journal of Small Business Management.
  
  ISSN 0047-2778.
  
  DOI: 10.1080/00472778.2023.2277426
- Akyildirim, Erdinc; Cepni, Oguzhan; Molnar, Peter; Uddin, Gazi Salah
  
  (2022)
  Connectedness of energy markets around the world during the COVID-19 pandemic.
  Energy Economics.
  
  ISSN 0140-9883.
  
  Volum 109.
  
  DOI: 10.1016/j.eneco.2022.105900
- Chu, Pyung Kun; Hoff, Kristian; Molnar, Peter; Olsvik, Magnus
  
  (2022)
  Crude oil: Does the futures price predict the spot price?.
  Research In International Business and Finance.
  
  ISSN 0275-5319.
  
  Volum 60.
  
  DOI: 10.1016/j.ribaf.2021.101611
- Cheraghali, Hamid; Igeh, Sofia Aarstad; Lin, Kuan-Heng; Molnar, Peter; Wijerathne, Iddamalgodage
  
  (2022)
  Online attention and mutual fund performance: Evidence from Norway.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 49.
  
  DOI: 10.1016/j.frl.2022.103139
- Lyócsa, Štefan; Molnar, Peter; Výrost, Tomáš
  
  (2021)
  Stock market volatility forecasting: Do we need high-frequency data?.
  International Journal of Forecasting.
  
  ISSN 0169-2070.
  
  Volum 37.
  
  s.1092-1110.
  
  DOI: 10.1016/j.ijforecast.2020.12.001
- Gjerstad, Peder; Meyn, Peter Filip; Molnar, Peter; Næss, Thomas Dowling
  
  (2021)
  Do President Trump's tweets affect financial markets?.
  Decision Support Systems.
  
  ISSN 0167-9236.
  
  Volum 147.
  
  DOI: 10.1016/j.dss.2021.113577
- Bergsli, Lykke Øverland; Lind, Andrea Falk; Molnar, Peter; Polasik, Michal
  
  (2021)
  Forecasting volatility of Bitcoin.
  Research In International Business and Finance.
  
  ISSN 0275-5319.
  
  Volum 59.
  
  DOI: 10.1016/j.ribaf.2021.101540
- Haugom, Erik; Molnar, Peter; Tysdahl, Magne Ødegaard
  
  (2020)
  Determinants of the forward premium in the Nord pool electricity market.
  Energies.
  
  ISSN 1996-1073.
  
  Volum 13.
  
  Hefte 5.
  
  DOI: 10.3390/en13051111
- Enoksen, Fredrik Aurbakken; Landsnes, Christian J.; Lucivjanska, Katarina; Molnar, Peter
  
  (2020)
  Understanding risk of bubbles in cryptocurrencies.
  Journal of Economic Behavior and Organization.
  
  ISSN 0167-2681.
  
  Volum 176.
  
  s.129-144.
  
  DOI: 10.1016/j.jebo.2020.05.005
- Helseth, Marius Aleksander Emblem; Krakstad, Svein Olav; Molnar, Peter; Norlin, Karl-Martin
  
  (2020)
  Can policy and financial risk predict stock markets?.
  Journal of Economic Behavior and Organization.
  
  ISSN 0167-2681.
  
  Volum 176.
  
  s.701-719.
  
  DOI: 10.1016/j.jebo.2020.04.001
- Lyocsa, Stefan; Molnar, Peter; Plihal, Tomas; Siranova, Maria
  
  (2020)
  Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin.
  Journal of Economic Dynamics and Control.
  
  ISSN 0165-1889.
  
  Volum 119.
  
  DOI: 10.1016/j.jedc.2020.103980
- Lyocsa, Stefan; Baumöhl, Eduard; Vyrost, Tomas; Molnar, Peter
  
  (2020)
  Fear of the coronavirus and the stock markets.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 36.
  
  DOI: 10.1016/j.frl.2020.101735
- Lyocsa, Stefan; Molnar, Peter
  
  (2020)
  Stock market oscillations during the corona crash: The role of fear and uncertainty.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 36.
  
  DOI: 10.1016/j.frl.2020.101707
- Do, Linh Phuong Catherine; Lyócsa, Štefan; Molnar, Peter
  
  (2020)
  Residual electricity demand: An empirical investigation.
  Applied Energy.
  
  ISSN 0306-2619.
  
  s.1-18.
  
  DOI: 10.1016/j.apenergy.2020.116298
- Do, Linh Phuong Catherine; Lyocsa, Stefan; Molnar, Peter
  
  (2019)
  Impact of wind and solar production on electricity prices: Quantile regression approach.
  Journal of the Operational Research Society.
  
  ISSN 0160-5682.
  
  Volum 70.
  
  Hefte 10.
  
  s.1752-1768.
  
  DOI: 10.1080/01605682.2019.1634783
- Fiszeder, Piotr; Faldzinski, Marcin; Molnar, Peter
  
  (2019)
  Range-based DCC models for covariance and value-at-risk forecasting.
  Journal of Empirical Finance.
  
  ISSN 0927-5398.
  
  Volum 54.
  
  s.58-76.
  
  DOI: 10.1016/j.jempfin.2019.08.004
- Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur
  
  (2018)
  The Forward Premium in the Nord Pool Power Market.
  Emerging markets finance & trade.
  
  ISSN 1540-496X.
  
  Volum 54.
  
  Hefte 8.
  
  s.1793-1807.
  
  DOI: 10.1080/1540496X.2018.1441021
- Horpestad, Jone Byberg; Lyocsa, Stefan; Molnar, Peter; Olsen, Torbjørn Bigseth
  
  (2018)
  Asymmetric volatility in equity markets around the world.
  The North American journal of economics and finance.
  
  ISSN 1062-9408.
  
  s.1-15.
  
  DOI: 10.1016/j.najef.2018.07.011
- Aalborg, Halvor Aarhus; Molnar, Peter; Vries, Jon Erik de
  
  (2018)
  What can explain the price, volatility and trading volume of Bitcoin?.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  s.1-11.
  
  DOI: 10.1016/j.frl.2018.08.010
- Thies, Sven; Molnar, Peter
  
  (2018)
  Bayesian change point analysis of Bitcoin returns.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  s.1-5.
  
  DOI: 10.1016/j.frl.2018.03.018
- Basta, Milan; Molnar, Peter
  
  (2018)
  Oil market volatility and stock market volatility.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 26.
  
  s.204-214.
  
  DOI: 10.1016/j.frl.2018.02.001
- Lyocsa, Stefan; Molnar, Peter; Plihal, Tomas
  
  (2018)
  Central bank announcements and realized volatility of stock markets in G7 countries.
  Journal of international financial markets, institutions, and money.
  
  ISSN 1042-4431.
  
  s.1-19.
  
  DOI: 10.1016/j.intfin.2018.09.010
- Berntsen, Martin A.S; Bøe, Kristine; Jordal, Therese; Molnar, Peter
  
  (2018)
  Determinants of oil and gas investments on the Norwegian Continental Shelf.
  Energy.
  
  ISSN 0360-5442.
  
  Volum 148.
  
  s.904-914.
  
  DOI: 10.1016/j.energy.2018.01.147
- Lyocsa, Stefan; Molnar, Peter
  
  (2018)
  Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds.
  Energy.
  
  ISSN 0360-5442.
  
  Volum 155.
  
  s.462-473.
  
  DOI: 10.1016/j.energy.2018.04.194
- Thoresen, Neri Kim; Lucivjanska, Katarina; Molnar, Peter; Villa, Roviel
  
  (2018)
  Google searches and stock market activity: Evidence from Norway.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  DOI: 10.1016/j.frl.2018.05.003
- Basta, Milan; Molnar, Peter
  
  (2018)
  Long-term dynamics of the VIX index and its tradable counterpart VXX.
  Journal of futures markets.
  
  ISSN 0270-7314.
  
  DOI: 10.1002/fut.21974
- Bøe, Kristine; Jordal, Therese; Mikula, Stepan; Molnar, Peter
  
  (2018)
  Do political risks harm development of oil fields?.
  Journal of Economic Behavior and Organization.
  
  ISSN 0167-2681.
  
  DOI: 10.1016/j.jebo.2018.01.005
- Bouri, Elie; Molnar, Peter; Azzi, Georges; Roubaud, David; Hagfors, Lars Ivar
  
  (2017)
  On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 20.
  
  s.192-198.
  
  DOI: 10.1016/j.frl.2016.09.025
- Molnar, Peter; Basta, Milan
  
  (2017)
  Google searches and Gasoline prices.
  International Conference on the European Energy Market.
  
  ISSN 2165-4077.
  
  DOI: 10.1109/EEM.2017.7981978
- Bouri, Elie; Jalkh, Naji; Molnar, Peter; Roubaud, David
  
  (2017)
  Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.
  Applied Economics.
  
  ISSN 0003-6846.
  
  Volum 49.
  
  Hefte 50.
  
  s.5063-5073.
  
  DOI: 10.1080/00036846.2017.1299102
- Lyocsa, Stefan; Molnar, Peter
  
  (2017)
  The effect of non-trading days on volatility forecasts in equity markets.
  Finance Research Letters.
  
  ISSN 1544-6123.
  
  Volum 23.
  
  s.39-49.
  
  DOI: 10.1016/j.frl.2017.07.002
- Lyocsa, Stefan; Molnar, Peter; Todorova, Neda
  
  (2017)
  Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?.
  Journal of international financial markets, institutions, and money.
  
  ISSN 1042-4431.
  
  Volum 51.
  
  s.228-247.
  
  DOI: 10.1016/j.intfin.2017.08.005
- Molnar, Peter; Thies, Sven
  
  (2017)
  Structural breaks in emission allowance prices.
  International Conference on the European Energy Market.
  
  ISSN 2165-4077.
  
  DOI: 10.1109/EEM.2017.7981981
- Fleten, Stein-Erik; Linnerud, Kristin; Molnar, Peter; Nygård, Maria Tandberg
  
  (2016)
  Green electricity investment timing in practice: Real options or net present value?.
  Energy.
  
  ISSN 0360-5442.
  
  Volum 116.
  
  s.498-506.
  
  DOI: 10.1016/j.energy.2016.09.114
- Fleten, Stein-Erik; Molnar, Peter; Nygård, Maria Tandberg; Linnerud, Kristin
  
  (2016)
  Green certificates and investments in small hydro power plants.
  International Conference on the European Energy Market.
  
  ISSN 2165-4077.
  
  Volum 2016-July.
  
  DOI: 10.1109/EEM.2016.7521308
- Do, Linh Phuong Catherine; Lin, Kuan-Heng; Molnar, Peter
  
  (2016)
  Electricity consumption modelling: A case of Germany.
  Economic Modelling.
  
  ISSN 0264-9993.
  
  Volum 55.
  
  s.92-101.
  
  DOI: 10.1016/j.econmod.2016.02.010
- Molnar, Peter
  
  (2016)
  High-low range in GARCH models of stock return volatility.
  Applied Economics.
  
  ISSN 0003-6846.
  
  Volum 48.
  
  Hefte 51.
  
  s.4977-4991.
  
  DOI: 10.1080/00036846.2016.1170929
- Bugge, Sebastian Andersen; Guttormsen, Haakon; Molnar, Peter; Ringdal, Martin
  
  (2016)
  Implied volatility index for the Norwegian equity market.
  International Review of Financial Analysis.
  
  ISSN 1057-5219.
  
  Volum 47.
  
  s.133-141.
  
  DOI: 10.1016/j.irfa.2016.07.007
- Bijl, Laurens Robin; Kringhaug, Glenn; Molnar, Peter; Sandvik, Eirik
  
  (2016)
  Google searches and stock returns.
  International Review of Financial Analysis.
  
  ISSN 1057-5219.
  
  Volum 45.
  
  s.150-156.
  
  DOI: 10.1016/j.irfa.2016.03.015
- Lyocsa, Stefan; Molnar, Peter; Fedorko, Igor
  
  (2016)
  
  Forecasting exchange rate volatility: The case of the Czech republic, Hungary and Poland.
  
  Finance a úver.
  
  ISSN 0015-1920.
  
  Volum 66.
  
  Hefte 5.
  
  s.453-475.
- Lyocsa, Stefan; Molnar, Peter
  
  (2016)
  Volatility forecasting of strategically linked commodity ETFs: gold-silver.
  Quantitative finance (Print).
  
  ISSN 1469-7688.
  
  Volum 16.
  
  Hefte 12.
  
  s.1809-1822.
  
  DOI: 10.1080/14697688.2016.1211799
- Bordonado, Christoffer; Molnar, Peter; Samdal, Sven Richard
  
  (2016)
  VIX exchange traded products: price discovery, hedging, and trading strategy.
  Journal of futures markets.
  
  ISSN 0270-7314.
  
  Volum 37.
  
  Hefte 2.
  
  s.164-183 .
  
  DOI: 10.1002/fut.21786
- Hagfors, Lars Ivar; Paraschiv, Florentina; Molnar, Peter; Westgaard, Sjur
  
  (2016)
  Using quantile regression to analyze the effect of renewables on EEX price formation.
  Renewable Energy and Environmental Sustainability.
  
  ISSN 2493-9439.
  
  Volum 32.
  
  Hefte 1.
  
  DOI: 10.1051/rees/2016036
- Birkelund, Ole Henrik; Haugom, Erik; Molnar, Peter; Opdal, Martin; Westgaard, Sjur
  
  (2015)
  A comparison of implied and realized volatility in the Nordic power forward market.
  Energy Economics.
  
  ISSN 0140-9883.
  
  Volum 48.
  
  s.288-294.
  
  DOI: 10.1016/j.eneco.2014.12.021
- Brandvold, Morten; Molnar, Peter; Vagstad, Kristian; Valstad, Ole Christian Andreas
  
  (2015)
  Price discovery on Bitcoin exchanges.
  Journal of international financial markets, institutions, and money.
  
  ISSN 1042-4431.
  
  Volum 36.
  
  s.18-35.
  
  DOI: 10.1016/j.intfin.2015.02.010
- Krakstad, Svein Olav; Molnar, Peter
  
  (2015)
  Characteristics of Norwegian Rights Issues.
  Economics Bulletin.
  
  ISSN 1545-2921.
  
  Volum 35.
  
  Hefte 1.
  
  s.764-773.
  
  DOI: 10.2139/ssrn.2691517
- Gallefoss, Kristoffer; Hansen, Helge Hoff; Haukaas, Eirik Solli; Molnar, Peter
  
  (2015)
  What daily data can tell us about mutual funds: Evidence from Norway.
  Journal of Banking & Finance.
  
  ISSN 0378-4266.
  
  Volum 55.
  
  s.117-129.
  
  DOI: 10.1016/j.jbankfin.2015.02.001
- Horn, Anders; Kjærland, Frode; Molnar, Peter; Steen, Beate Wollen
  
  (2015)
  The use of real option theory in Scandinavia's largest companies.
  International Review of Financial Analysis.
  
  ISSN 1057-5219.
  
  Volum 41.
  
  s.74-81.
  
  DOI: 10.1016/j.irfa.2015.05.026
- Molnar, Peter; Steinle Camargo, Luiz Armando; Soares Ramos, Dorel
  
  (2015)
  Applying Copulas Functions for Wind and Hydro Complementarity Evaluation: a Brazilian Case. I: 12th International conference on the European Energy Market, EEM 2015.
  IEEE Press.
  
  ISBN 978-1-4673-6691-5.
  
  DOI: 10.1109/EEM.2015.7216743
- Krakstad, Svein Olav; Molnar, Peter
  
  (2014)
  SEO cost differences between Europe and the US.
  Applied Financial Economics.
  
  ISSN 0960-3107.
  
  Volum 24.
  
  Hefte 21.
  
  s.1401-1420.
  
  DOI: 10.1080/09603107.2014.925066
- Haugom, Erik; Langeland, Henrik Søyland; Molnar, Peter; Westgaard, Sjur
  
  (2014)
  Forecasting volatility of the U.S. oil market.
  Journal of Banking & Finance.
  
  ISSN 0378-4266.
  
  Volum 47.
  
  Hefte 1.
  
  s.1-14.
  
  DOI: 10.1016/j.jbankfin.2014.05.026
- Haugom, Erik; Hoff, Guttorm Andre; Mortensen, Maria; Molnar, Peter; Westgaard, Sjur
  
  (2014)
  The forecasting power of medium-term futures contracts.
  Journal of Energy Markets.
  
  ISSN 1756-3607.
  
  Volum 7.
  
  Hefte 4.
  
  s.1-23.
  
  DOI: 10.21314/jem.2014.108
- Molnar, Peter
  
  (2013)
  
  Uniform price auctions with profit maximizing seller.
  
  Economics Bulletin.
  
  ISSN 1545-2921.
  
  Volum 33.
  
  Hefte 3.
  
  s.1840-1846.
- Molnar, Peter; Nyborg, Kjell Gustav
  
  (2013)
  Tax-adjusted Discount Rates: a General Formula under Constant Leverage Ratios.
  European Financial Management.
  
  ISSN 1354-7798.
  
  Volum 19.
  
  Hefte 3.
  
  s.419-428.
  
  DOI: 10.1111/j.1468-036X.2011.00619.x
- Molnar, Peter
  
  (2012)
  Properties of range-based volatility estimators.
  International Review of Financial Analysis.
  
  ISSN 1057-5219.
  
  Volum 23.
  
  s.20-29.
  
  DOI: 10.1016/j.irfa.2011.06.012
Bøker og kapitler
Formidling
- Chrysovalantis, Gaganis; Molnar, Peter
  
  (2021)
  Economic policies and their effects on financial market.
  European Journal of Finance.
  
  ISSN 1351-847X.
  
  Volum 27.
  
  Hefte 10.
  
  s.929-931.
  
  DOI: 10.1080/1351847X.2021.1899955
- Hagfors, Lars Ivar; Molnar, Peter
  
  (2014)
  
  Analyzing the effect of revenue volatility on investment decisionsthe effect of revenue volatility on investment decisions.
  
  RISKY-RES/PURELEC/ElCarbonRisk Workshop at Ilsetra;
  
  2014-03-19 - 2014-03-20.
- Molnar, Peter
  
  (2013)
  
  Complementarity of hydro and wind electricity production in Brazil.
  
  Energy Economics and Finance Seminar;
  
  2013-05-24.
- Molnar, Peter; Steinle Camargo, Luiz Armando
  
  (2013)
  
  Complementarity of hydro and wind electricity production in Brazil.
  
  Energy Finance Seminar;
  
  2013-05-24 - 2013-05-25.
- Molnar, Peter; Gallefoss, Kristoffer; Hansen, Helge Hoff; Haukaas, Eirik Solli
  
  (2013)
  
  What can daily data tell us about mutual funds?.
  
  IV World Finance Conference;
  
  2013-07-01 - 2013-07-03.
- Molnar, Peter; Hansen, Thomas; Steffensen, Lars Kristian
  
  (2013)
  
  Flows in and out of Norwegian mutual funds.
  
  Risk Seminar;
  
  2013-11-20.
- Molnar, Peter; Reuter, Wolf Heinrich; Szolgayova, Jana; Fuss, Sabine
  
  (2013)
  
  Investment into intermittent renewable energy: comparison of feed-in tariffs and green certificates with endogenous prices.
  
  PURELEC meeting;
  
  2013-08-21 - 2013-08-22.
- Molnar, Peter; Kjærland, Frode; Horn, Anders; Steen, Beate Wollen
  
  (2013)
  
  The Use of Real Options Theory in Scandinavia’s Largest Companies.
  
  INFORMS;
  
  2013-10-06 - 2013-10-10.
- Molnar, Peter
  
  (2012)
  
  High-low range in GARCH models of stock return volatility.
  
  FIBE 2012;
  
  2012-01-05 - 2012-01-06.
- Molnar, Peter
  
  (2011)
  
  Rethinking the GARCH.
  
  Instituttseminar;
  
  2011-03-16 - 2011-03-18.
- Molnar, Peter
  
  (2011)
  
  Daylight and electricity consumption.
  
  Decision Support Modelling in Energy Markets;
  
  2011-06-29 - 2011-06-30.
- Molnar, Peter
  
  (2011)
  
  Rethinking the GARCH.
  
  The 9th NTU International Conference on Economics, Finance and Accounting (IEFA);
  
  2011-05-24 - 2011-05-26.
- Molnar, Peter
  
  (2011)
  
  Properties of range-based volatility estimators.
  
  The 9th NTU International Conference on Economics, Finance and Accounting (IEFA);
  
  2011-05-24 - 2011-05-26.
- Molnar, Peter
  
  (2011)
  
  Discounting in corporate finance.
  
  IØT lunch seminar;
  
  2011-11-08.
- Molnar, Peter
  
  (2011)
  
  Evaluating the impact of temperature on electricity consumption: Daylight matters.
  
  NAEE Meeting;
  
  2011-01-20 - 2011-01-21.
- Molnar, Peter
  
  (2010)
  
  Properties of range-based volatility estimators.
  
  Instituttseminar;
  
  2010-03-10 - 2010-03-12.
- Molnar, Peter
  
  (2009)
  
  The Role of Volatility in Modeling the Distribution of Stock Returns.
  
  Instituttseminar;
  
  2009-03-11 - 2009-03-13.
- Molnár, Peter
  
  (2009)
  
  The Role of Volatility in Modeling the Distribution of Stock Returns.
  
  Geilo Seminar 2009, Department of Finance and Management Science, NHH;
  
  2009-03-11 - 2009-03-13.
Kunstnerisk produksjon
Kommersialisering