Peter Molnar

Førsteamanuensis i finans

Peter Molnar

Kontakt

Telefon: 51832338

E-post: peter.molnar@uis.no

Rom: EOJ SV-211

Organisasjonsenhet

Handelshøgskolen UiS

Avdeling for samfunnsøkonomi og finans

Publikasjoner

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

Haukvik, Nicole; Cheraghali, Hamid; Molnar, Peter

(2024)

The role of investors’ fear in crude oil volatility forecasting.

Research In International Business and Finance.

ISSN 0275-5319.

Volum 70.

DOI: 10.1016/j.ribaf.2024.102353

Misund, Bård; Molnar, Peter; Nguyen, Quan Minh; Totland, Elin

(2024)

Impact of rent taxation on Norwegian salmon farming companies.

Aquaculture Economics & Management.

ISSN 1365-7305.

DOI: 10.1080/13657305.2024.2342268

Cheraghali, Hamid; Molnar, Peter; Storsveen, Mattis; Veliqi, Florent

(2024)

The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets.

International Review of Financial Analysis.

ISSN 1057-5219.

Volum 95.

DOI: 10.1016/j.irfa.2024.103439

Cheraghali, Hamid; Molnar, Peter

(2024)

SME default prediction: A systematic methods evaluation.

Journal of Small Business Management.

ISSN 0047-2778.

s.1-52.

DOI: 10.1080/00472778.2024.2390500

Fiszeder, Piotr; Małecka, Marta; Molnar, Peter

(2024)

Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies.

Economic Modelling.

ISSN 0264-9993.

Volum 141.

s.1-21.

DOI: 10.1016/j.econmod.2024.106887

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

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

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

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

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.