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Peter Molnar

Førsteamanuensis

Handelshøgskolen ved UiS

Avdeling for samfunnsøkonomi og finans
EOJ SV-211
Publications
  • Vitenskapelige publikasjoner
    • 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

    • 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

    • 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

    • 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

      (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; 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

    • 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

    • 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

    • 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

    • 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; 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • Molnar, Peter; Thies, Sven

      (2017)

      Structural breaks in emission allowance prices.

      International Conference on the European Energy Market

      ISSN 2165-4093.

      DOI: 10.1109/EEM.2017.7981981

    • 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

    • 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

    • Molnar, Peter; Basta, Milan

      (2017)

      Google searches and Gasoline prices.

      International Conference on the European Energy Market

      ISSN 2165-4093.

      DOI: 10.1109/EEM.2017.7981978

    • 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

    • 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

    • 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.

    • 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 2165-4093.

      Volum 2016-July.

      DOI: 10.1109/EEM.2016.7521308

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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; 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

    • 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

    • 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
    • Hagfors, Lars Ivar; Molnar, Peter

      (2014)

      Analyzing the effect of revenue volatility on investment decisionsthe effect of revenue volatility on investment decisions.

    • Molnar, Peter; Kjærland, Frode; Horn, Anders; Steen, Beate Wollen

      (2013)

      The Use of Real Options Theory in Scandinavia’s Largest Companies.

    • 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.

    • Molnar, Peter

      (2013)

      Complementarity of hydro and wind electricity production in Brazil.

    • Molnar, Peter; Gallefoss, Kristoffer; Hansen, Helge Hoff; Haukaas, Eirik Solli

      (2013)

      What can daily data tell us about mutual funds?.

    • Molnar, Peter; Steinle Camargo, Luiz Armando

      (2013)

      Complementarity of hydro and wind electricity production in Brazil.

    • Molnar, Peter; Hansen, Thomas; Steffensen, Lars Kristian

      (2013)

      Flows in and out of Norwegian mutual funds.

    • Molnar, Peter

      (2012)

      High-low range in GARCH models of stock return volatility.

    • Molnar, Peter

      (2011)

      Evaluating the impact of temperature on electricity consumption: Daylight matters.

    • Molnar, Peter

      (2011)

      Discounting in corporate finance.

    • Molnar, Peter

      (2011)

      Rethinking the GARCH.

    • Molnar, Peter

      (2011)

      Daylight and electricity consumption.

    • Molnar, Peter

      (2011)

      Properties of range-based volatility estimators.

    • Molnar, Peter

      (2011)

      Rethinking the GARCH.

    • Molnar, Peter

      (2010)

      Properties of range-based volatility estimators.

    • Molnar, Peter

      (2009)

      The Role of Volatility in Modeling the Distribution of Stock Returns.

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