Peter Molnar
Associate Professor
Contact
Telephone: 51832338
Email: peter.molnar@uis.no
Room: EOJ SV-211
Department
UiS School of Business and Law
Department of Economics and Finance
Publications
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.
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.
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.
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.
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.
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.
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.
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.
Cheraghali, Hamid; Molnar, Peter
(2023)
SME default prediction: A systematic methodology-focused review.Journal of Small Business Management.
ISSN 0047-2778.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Do, Linh Phuong Catherine; Lyócsa, Štefan; Molnar, Peter
(2020)
Residual electricity demand: An empirical investigation.Applied Energy.
ISSN 0306-2619.
s.1-18.
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.
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.
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.
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.
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.
Thies, Sven; Molnar, Peter
(2018)
Bayesian change point analysis of Bitcoin returns.Finance Research Letters.
ISSN 1544-6123.
s.1-5.
Basta, Milan; Molnar, Peter
(2018)
Oil market volatility and stock market volatility.Finance Research Letters.
ISSN 1544-6123.
Volum 26.
s.204-214.
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.
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.
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.
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.
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.
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.
Molnar, Peter; Basta, Milan
(2017)
Google searches and Gasoline prices.International Conference on the European Energy Market.
ISSN 2165-4077.
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.
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.
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.
Molnar, Peter; Thies, Sven
(2017)
Structural breaks in emission allowance prices.International Conference on the European Energy Market.
ISSN 2165-4077.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Molnar, Peter
(2012)
Properties of range-based volatility estimators.International Review of Financial Analysis.
ISSN 1057-5219.
Volum 23.
s.20-29.
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.
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.