Peter Molnar

Hamid Cheraghali; Peter Molnar (2025) SME Default Dynamics: Methodological Advances and the Value of Non-Financial Information. Universitetet i Stavanger. ISBN 9788284394077.

Bård Misund; Peter Molnar; Quan Minh Nguyen; Elin Totland (2024) Impact of rent taxation on Norwegian salmon farming companies. I: Aquaculture Economics & Management. ISSN 1365-7305. DOI: 10.1080/13657305.2024.2342268

Marcin Fałdziński; Piotr Fiszeder; Peter Molnar (2024) Improving volatility forecasts: Evidence from range-based models. I: The North American journal of economics and finance. ISSN 1062-9408. Volum 69. DOI: 10.1016/j.najef.2023.102019

Hamid Cheraghali; Peter Molnar; Mattis Storsveen; Florent Veliqi (2024) The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. I: International Review of Financial Analysis. ISSN 1057-5219. Volum 95. DOI: 10.1016/j.irfa.2024.103439

Piotr Fiszeder; Marta Małecka; Peter Molnar (2024) Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. I: Economic Modelling. ISSN 0264-9993. Volum 141. s.1-21. DOI: 10.1016/j.econmod.2024.106887

Hamid Cheraghali; Peter Molnar (2024) SME default prediction: A systematic methods evaluation. I: Journal of Small Business Management. ISSN 0047-2778. s.1-52. DOI: 10.1080/00472778.2024.2390500

Hamid Cheraghali; Peter Molnar (2024) Practical insights into predicting defaults in small and medium-sized enterprises. I: Journal of the International Council for Small Business. ISSN 2643-7015. DOI: 10.1080/26437015.2024.2430573

Nicole Haukvik; Hamid Cheraghali; Peter Molnar (2024) The role of investors’ fear in crude oil volatility forecasting. I: Research In International Business and Finance. ISSN 0275-5319. Volum 70. DOI: 10.1016/j.ribaf.2024.102353

Hamid Cheraghali; Peter Molnar (2023) SME default prediction: A systematic methodology-focused review. I: Journal of Small Business Management. ISSN 0047-2778. DOI: 10.1080/00472778.2023.2277426

Hamid Cheraghali; Hannah Emilie Hjelle Høydal; Caroline Lysebo; Peter Molnar (2023) Consumer attention and company performance: Evidence from luxury companies. I: Finance Research Letters. ISSN 1544-6123. Volum 58. DOI: 10.1016/j.frl.2023.104280

Štěpán Mikula; Peter Molnar (2023) Expected transport accessibility improvement and house prices: Evidence from the construction of an undersea road tunnel system. I: Journal of Transport Geography. ISSN 0966-6923. Volum 111. DOI: 10.1016/j.jtrangeo.2023.103649

Piotr Fiszeder; Marcin Fałdziński; Peter Molnar (2023) Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. I: Journal of Empirical Finance. ISSN 0927-5398. Volum 70. s.308-321. DOI: 10.1016/j.jempfin.2022.12.007

Piotr Fiszeder; Marcin Fałdziński; Peter Molnar (2023) Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. I: Energy Economics. ISSN 0140-9883. Volum 120. DOI: 10.1016/j.eneco.2023.106643

Hamid Cheraghali; Sofia Aarstad Igeh; Kuan-Heng Lin; Peter Molnar; Iddamalgodage Wijerathne (2022) Online attention and mutual fund performance: Evidence from Norway. I: Finance Research Letters. ISSN 1544-6123. Volum 49. DOI: 10.1016/j.frl.2022.103139

Pyung Kun Chu; Kristian Hoff; Peter Molnar; Magnus Olsvik (2022) Crude oil: Does the futures price predict the spot price?. I: Research In International Business and Finance. ISSN 0275-5319. Volum 60. DOI: 10.1016/j.ribaf.2021.101611

Erdinc Akyildirim; Oguzhan Cepni; Peter Molnar; Gazi Salah Uddin (2022) Connectedness of energy markets around the world during the COVID-19 pandemic. I: Energy Economics. ISSN 0140-9883. Volum 109. DOI: 10.1016/j.eneco.2022.105900

Štefan Lyócsa; Peter Molnar; Tomáš Výrost (2021) Stock market volatility forecasting: Do we need high-frequency data?. I: International Journal of Forecasting. ISSN 0169-2070. Volum 37. s.1092-1110. DOI: 10.1016/j.ijforecast.2020.12.001

Peder Gjerstad; Peter Filip Meyn; Peter Molnar; Thomas Dowling Næss (2021) Do President Trump's tweets affect financial markets?. I: Decision Support Systems. ISSN 0167-9236. Volum 147. DOI: 10.1016/j.dss.2021.113577

Lykke Øverland Bergsli; Andrea Falk Lind; Peter Molnar; Michal Polasik (2021) Forecasting volatility of Bitcoin. I: Research In International Business and Finance. ISSN 0275-5319. Volum 59. DOI: 10.1016/j.ribaf.2021.101540

Marius Aleksander Emblem Helseth; Svein Olav Krakstad; Peter Molnar; Karl-Martin Norlin (2020) Can policy and financial risk predict stock markets?. I: Journal of Economic Behavior and Organization. ISSN 0167-2681. Volum 176. s.701-719. DOI: 10.1016/j.jebo.2020.04.001

Fredrik Aurbakken Enoksen; Christian J. Landsnes; Katarina Lucivjanska; Peter Molnar (2020) Understanding risk of bubbles in cryptocurrencies. I: Journal of Economic Behavior and Organization. ISSN 0167-2681. Volum 176. s.129-144. DOI: 10.1016/j.jebo.2020.05.005

Stefan Lyocsa; Peter Molnar; Tomas Plihal; Maria Siranova (2020) Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. I: Journal of Economic Dynamics and Control. ISSN 0165-1889. Volum 119. DOI: 10.1016/j.jedc.2020.103980

Linh Phuong Catherine Do; Štefan Lyócsa; Peter Molnar (2020) Residual electricity demand: An empirical investigation. I: Applied Energy. ISSN 0306-2619. s.1-18. DOI: 10.1016/j.apenergy.2020.116298

Stefan Lyocsa; Peter Molnar (2020) Stock market oscillations during the corona crash: The role of fear and uncertainty. I: Finance Research Letters. ISSN 1544-6123. Volum 36. DOI: 10.1016/j.frl.2020.101707

Stefan Lyocsa; Eduard Baumöhl; Tomas Vyrost; Peter Molnar (2020) Fear of the coronavirus and the stock markets. I: Finance Research Letters. ISSN 1544-6123. Volum 36. DOI: 10.1016/j.frl.2020.101735

Erik Haugom; Peter Molnar; Magne Ødegaard Tysdahl (2020) Determinants of the forward premium in the Nord pool electricity market. I: Energies. Online ISSN 1996-1073. Volum 13. DOI: 10.3390/en13051111

Piotr Fiszeder; Marcin Faldzinski; Peter Molnar (2019) Range-based DCC models for covariance and value-at-risk forecasting. I: Journal of Empirical Finance. ISSN 0927-5398. Volum 54. s.58-76. DOI: 10.1016/j.jempfin.2019.08.004

Linh Phuong Catherine Do; Stefan Lyocsa; Peter Molnar (2019) Impact of wind and solar production on electricity prices: Quantile regression approach. I: Journal of the Operational Research Society. ISSN 0160-5682. Volum 70. s.1752-1768. DOI: 10.1080/01605682.2019.1634783

Kristine Bøe; Therese Jordal; Stepan Mikula; Peter Molnar (2018) Do political risks harm development of oil fields?. I: Journal of Economic Behavior and Organization. ISSN 0167-2681. DOI: 10.1016/j.jebo.2018.01.005

Milan Basta; Peter Molnar (2018) Long-term dynamics of the VIX index and its tradable counterpart VXX. I: Journal of futures markets. ISSN 0270-7314. DOI: 10.1002/fut.21974

Jone Byberg Horpestad; Stefan Lyocsa; Peter Molnar; Torbjørn Bigseth Olsen (2018) Asymmetric volatility in equity markets around the world. I: The North American journal of economics and finance. ISSN 1062-9408. s.1-15. DOI: 10.1016/j.najef.2018.07.011

Erik Haugom; Guttorm Andre Hoff; Peter Molnar; Maria Mortensen; Sjur Westgaard (2018) The Forward Premium in the Nord Pool Power Market. I: Emerging markets finance & trade. ISSN 1540-496X. Volum 54. s.1793-1807. DOI: 10.1080/1540496X.2018.1441021

Milan Basta; Peter Molnar (2018) Oil market volatility and stock market volatility. I: Finance Research Letters. ISSN 1544-6123. Volum 26. s.204-214. DOI: 10.1016/j.frl.2018.02.001

Sven Thies; Peter Molnar (2018) Bayesian change point analysis of Bitcoin returns. I: Finance Research Letters. ISSN 1544-6123. s.1-5. DOI: 10.1016/j.frl.2018.03.018

Stefan Lyocsa; Peter Molnar; Tomas Plihal (2018) Central bank announcements and realized volatility of stock markets in G7 countries. I: Journal of international financial markets, institutions, and money. ISSN 1042-4431. s.1-19. DOI: 10.1016/j.intfin.2018.09.010

Martin A.S Berntsen; Kristine Bøe; Therese Jordal; Peter Molnar (2018) Determinants of oil and gas investments on the Norwegian Continental Shelf. I: Energy. ISSN 0360-5442. Volum 148. s.904-914. DOI: 10.1016/j.energy.2018.01.147

Stefan Lyocsa; Peter Molnar (2018) Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. I: Energy. ISSN 0360-5442. Volum 155. s.462-473. DOI: 10.1016/j.energy.2018.04.194

Neri Kim Thoresen; Katarina Lucivjanska; Peter Molnar; Roviel Villa (2018) Google searches and stock market activity: Evidence from Norway. I: Finance Research Letters. ISSN 1544-6123. DOI: 10.1016/j.frl.2018.05.003

Halvor Aarhus Aalborg; Peter Molnar; Jon Erik de Vries (2018) What can explain the price, volatility and trading volume of Bitcoin?. I: Finance Research Letters. ISSN 1544-6123. s.1-11. DOI: 10.1016/j.frl.2018.08.010

Peter Molnar; Milan Basta (2017) Google searches and Gasoline prices. I: International Conference on the European Energy Market. ISSN 2165-4077. DOI: 10.1109/EEM.2017.7981978

Elie Bouri; Naji Jalkh; Peter Molnar; David Roubaud (2017) Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?. I: Applied Economics. ISSN 0003-6846. Volum 49. s.5063-5073. DOI: 10.1080/00036846.2017.1299102

Elie Bouri; Peter Molnar; Georges Azzi; David Roubaud; Lars Ivar Hagfors (2017) On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. I: Finance Research Letters. ISSN 1544-6123. Volum 20. s.192-198. DOI: 10.1016/j.frl.2016.09.025

Stefan Lyocsa; Peter Molnar (2017) The effect of non-trading days on volatility forecasts in equity markets. I: Finance Research Letters. ISSN 1544-6123. Volum 23. s.39-49. DOI: 10.1016/j.frl.2017.07.002

Peter Molnar; Sven Thies (2017) Structural breaks in emission allowance prices. I: International Conference on the European Energy Market. ISSN 2165-4077. DOI: 10.1109/EEM.2017.7981981

Stefan Lyocsa; Peter Molnar; Neda Todorova (2017) Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. I: Journal of international financial markets, institutions, and money. ISSN 1042-4431. Volum 51. s.228-247. DOI: 10.1016/j.intfin.2017.08.005

Stein-Erik Fleten; Kristin Linnerud; Peter Molnar; Maria Tandberg Nygård (2016) Green electricity investment timing in practice: Real options or net present value?. I: Energy. ISSN 0360-5442. Volum 116. s.498-506. DOI: 10.1016/j.energy.2016.09.114

Linh Phuong Catherine Do; Kuan-Heng Lin; Peter Molnar (2016) Electricity consumption modelling: A case of Germany. I: Economic Modelling. ISSN 0264-9993. Volum 55. s.92-101. DOI: 10.1016/j.econmod.2016.02.010

Stefan Lyocsa; Peter Molnar (2016) Volatility forecasting of strategically linked commodity ETFs: gold-silver. I: Quantitative finance (Print). ISSN 1469-7688. Volum 16. s.1809-1822. DOI: 10.1080/14697688.2016.1211799

Christoffer Bordonado; Peter Molnar; Sven Richard Samdal (2016) VIX exchange traded products: price discovery, hedging, and trading strategy. I: Journal of futures markets. ISSN 0270-7314. Volum 37. s.164-183. DOI: 10.1002/fut.21786

Laurens Robin Bijl; Glenn Kringhaug; Peter Molnar; Eirik Sandvik (2016) Google searches and stock returns. I: International Review of Financial Analysis. ISSN 1057-5219. Volum 45. s.150-156. DOI: 10.1016/j.irfa.2016.03.015

Stein-Erik Fleten; Peter Molnar; Maria Tandberg Nygård; Kristin Linnerud (2016) Green certificates and investments in small hydro power plants. I: International Conference on the European Energy Market. ISSN 2165-4077. Volum 2016-July. DOI: 10.1109/EEM.2016.7521308

Sebastian Andersen Bugge; Haakon Guttormsen; Peter Molnar; Martin Ringdal (2016) Implied volatility index for the Norwegian equity market. I: International Review of Financial Analysis. ISSN 1057-5219. Volum 47. s.133-141. DOI: 10.1016/j.irfa.2016.07.007

Lars Ivar Hagfors; Florentina Paraschiv; Peter Molnar; Sjur Westgaard (2016) Using quantile regression to analyze the effect of renewables on EEX price formation. I: Renewable Energy and Environmental Sustainability. ISSN 2493-9439. Volum 32. DOI: 10.1051/rees/2016036

Peter Molnar (2016) High-low range in GARCH models of stock return volatility. I: Applied Economics. ISSN 0003-6846. Volum 48. s.4977-4991. DOI: 10.1080/00036846.2016.1170929

Stefan Lyocsa; Peter Molnar; Igor Fedorko (2016) Forecasting exchange rate volatility: The case of the Czech republic, Hungary and Poland. I: Finance a úver. ISSN 0015-1920. Volum 66. s.453-475.

Anders Horn; Frode Kjærland; Peter Molnar; Beate Wollen Steen (2015) The use of real option theory in Scandinavia's largest companies. I: International Review of Financial Analysis. ISSN 1057-5219. Volum 41. s.74-81. DOI: 10.1016/j.irfa.2015.05.026

Ole Henrik Birkelund; Erik Haugom; Peter Molnar; Martin Opdal; Sjur Westgaard (2015) A comparison of implied and realized volatility in the Nordic power forward market. I: Energy Economics. ISSN 0140-9883. Volum 48. s.288-294. DOI: 10.1016/j.eneco.2014.12.021

Peter Molnar; Luiz Armando Steinle Camargo; Dorel Soares Ramos (2015) Applying Copulas Functions for Wind and Hydro Complementarity Evaluation: a Brazilian Case. I: EEM 2015 European Energy Market, 12th International conference on the European Energy Market, EEM 2015. IEEE Press. ISBN 9781467366915. DOI: 10.1109/EEM.2015.7216743

Kristoffer Gallefoss; Helge Hoff Hansen; Eirik Solli Haukaas; Peter Molnar (2015) What daily data can tell us about mutual funds: Evidence from Norway. I: Journal of Banking & Finance. ISSN 0378-4266. Volum 55. s.117-129. DOI: 10.1016/j.jbankfin.2015.02.001

Svein Olav Krakstad; Peter Molnar (2015) Characteristics of Norwegian Rights Issues. I: Economics Bulletin. Online ISSN 1545-2921. Volum 35. s.764-773. DOI: 10.2139/ssrn.2691517

Morten Brandvold; Peter Molnar; Kristian Vagstad; Ole Christian Andreas Valstad (2015) Price discovery on Bitcoin exchanges. I: Journal of international financial markets, institutions, and money. ISSN 1042-4431. Volum 36. s.18-35. DOI: 10.1016/j.intfin.2015.02.010

Erik Haugom; Guttorm Andre Hoff; Maria Mortensen; Peter Molnar; Sjur Westgaard (2014) The forecasting power of medium-term futures contracts. I: Journal of Energy Markets. ISSN 1756-3607. Volum 7. s.1-23. DOI: 10.21314/jem.2014.108

Erik Haugom; Henrik Søyland Langeland; Peter Molnar; Sjur Westgaard (2014) Forecasting volatility of the U.S. oil market. I: Journal of Banking & Finance. ISSN 0378-4266. Volum 47. s.1-14. DOI: 10.1016/j.jbankfin.2014.05.026

Svein Olav Krakstad; Peter Molnar (2014) SEO cost differences between Europe and the US. I: Applied Financial Economics. ISSN 0960-3107. Volum 24. s.1401-1420. DOI: 10.1080/09603107.2014.925066

Peter Molnar (2013) Uniform price auctions with profit maximizing seller. I: Economics Bulletin. Online ISSN 1545-2921. Volum 33. s.1840-1846.

Peter Molnar; Kjell Gustav Nyborg (2013) Tax-adjusted Discount Rates: a General Formula under Constant Leverage Ratios. I: European Financial Management. ISSN 1354-7798. Volum 19. s.419-428. DOI: 10.1111/j.1468-036X.2011.00619.x

Peter Molnar (2012) Properties of range-based volatility estimators. I: International Review of Financial Analysis. ISSN 1057-5219. Volum 23. s.20-29. DOI: 10.1016/j.irfa.2011.06.012

Gaganis Chrysovalantis; Peter Molnar (2021) Economic policies and their effects on financial market. I: European Journal of Finance. ISSN 1351-847X. Volum 27. s.929-931. DOI: 10.1080/1351847X.2021.1899955

Lars Ivar Hagfors; Peter Molnar (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.

Peter Molnar; Luiz Armando Steinle Camargo (2013) Complementarity of hydro and wind electricity production in Brazil. Energy Finance Seminar; 2013-05-24 - 2013-05-25.

Peter Molnar; Thomas Hansen; Lars Kristian Steffensen (2013) Flows in and out of Norwegian mutual funds. Risk Seminar; 2013-11-20.

Peter Molnar; Kristoffer Gallefoss; Helge Hoff Hansen; Eirik Solli Haukaas (2013) What can daily data tell us about mutual funds?. IV World Finance Conference; 2013-07-01 - 2013-07-03.

Peter Molnar; Wolf Heinrich Reuter; Jana Szolgayova; Sabine Fuss (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.

Peter Molnar; Frode Kjærland; Anders Horn; Beate Wollen Steen (2013) The Use of Real Options Theory in Scandinavia’s Largest Companies. INFORMS; 2013-10-06 - 2013-10-10.

Peter Molnar (2013) Complementarity of hydro and wind electricity production in Brazil. Energy Economics and Finance Seminar; 2013-05-24.

Peter Molnar (2012) High-low range in GARCH models of stock return volatility. FIBE 2012; 2012-01-05 - 2012-01-06.

Peter Molnar (2011) Evaluating the impact of temperature on electricity consumption: Daylight matters. NAEE Meeting; 2011-01-20 - 2011-01-21.

Peter Molnar (2011) Rethinking the GARCH. Instituttseminar; 2011-03-16 - 2011-03-18.

Peter Molnar (2011) Daylight and electricity consumption. Decision Support Modelling in Energy Markets; 2011-06-29 - 2011-06-30.

Peter Molnar (2011) Properties of range-based volatility estimators. The 9th NTU International Conference on Economics, Finance and Accounting (IEFA); 2011-05-24 - 2011-05-26.

Peter Molnar (2011) Rethinking the GARCH. The 9th NTU International Conference on Economics, Finance and Accounting (IEFA); 2011-05-24 - 2011-05-26.

Peter Molnar (2011) Discounting in corporate finance. IØT lunch seminar; 2011-11-08.

Peter Molnar (2010) Properties of range-based volatility estimators. Instituttseminar; 2010-03-10 - 2010-03-12.

Peter Molnar (2009) The Role of Volatility in Modeling the Distribution of Stock Returns. Instituttseminar; 2009-03-11 - 2009-03-13.

Peter Molnár (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.