Peter Molnár : Citation Profile

Are you Peter Molnár?

Universitetet i Stavanger (99% share)
Vysoká Škola Ekonomická v Praze (1% share)

16

H index

23

i10 index

1429

Citations

RESEARCH PRODUCTION:

47

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 129
   Journals where Peter Molnár has often published
   Relations with other researchers
   Recent citing documents: 619.    Total self citations: 29 (1.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1065
   Updated: 2023-08-19    RAS profile: 2022-08-06    
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Relations with other researchers

Works with:

Lyócsa, Štefan (12)

Roubaud, David (4)

Bouri, Elie (4)

Výrost, Tomáš (3)

Mikula, Štěpán (2)

Plíhal, Tomáš (2)

Baumohl, Eduard (2)

Jalkh, Naji (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Molnár.

Is cited by:

Bouri, Elie (48)

GUPTA, RANGAN (43)

Roubaud, David (31)

Lyócsa, Štefan (24)

lucey, brian (20)

Tiwari, Aviral (18)

Fiszeder, Piotr (18)

Corbet, Shaen (16)

Fernandez Bariviera, Aurelio (15)

Krištoufek, Ladislav (15)

Zhang, Yaojie (12)

Cites to:

Bollerslev, Tim (85)

Andersen, Torben (64)

Diebold, Francis (61)

Hansen, Peter (32)

Bouri, Elie (32)

Patton, Andrew (31)

Roubaud, David (27)

Lunde, Asger (27)

Lyócsa, Štefan (27)

GUPTA, RANGAN (26)

lucey, brian (24)

Main data

Where Peter Molnár has published?

Journals with more than one article published# docs
Finance Research Letters8
International Review of Financial Analysis4
Journal of Economic Behavior & Organization3
Energy3
Journal of International Financial Markets, Institutions and Money3
Journal of Futures Markets2
Research in International Business and Finance2
Energy Economics2
Applied Economics2
Journal of Banking & Finance2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Peter Molnár (2023 and 2022)

YearTitle of citing document
2022Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06.

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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

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2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

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2022Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

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2021On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334.

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2022Bitcoin option pricing: A market attention approach. (2021). Roux, Alet ; Guinea, Alvaro. In: Papers. RePEc:arx:papers:2107.12447.

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2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

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2021Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022The Price and Cost of Bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E. In: Papers. RePEc:arx:papers:2204.13102.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2205.05985.

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2022Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan. In: Papers. RePEc:arx:papers:2205.09179.

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2022Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models. (2022). Low, Kah Wee ; Herremans, Dorien. In: Papers. RePEc:arx:papers:2211.08281.

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2023Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Enhancing Energy System Models Using Better Load Forecasts. (2023). Musgens, Felix ; Grothe, Oliver ; Watermeyer, Mira ; Mobius, Thomas. In: Papers. RePEc:arx:papers:2302.11017.

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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2021Asymmetric Impact of COVID-19 on Chinas Stock Market Volatility - Media Effect or Fact?. (2021). Li, Xin. In: Asian Economics Letters. RePEc:ayb:jrnael:47.

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2023Dynamic Linkages Among Cryptocurrencies - The Role of COVID-19. (2023). Patra, Biswajit ; Sah, Abhishek. In: Asian Economics Letters. RePEc:ayb:jrnael:89.

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2022Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies. (2022). Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1013.

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2021Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments. (2021). Auer, Raphael ; Tercero-Lucas, David. In: BIS Working Papers. RePEc:bis:biswps:951.

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2022The Risk and Return of Traditional and Alternative Investments Under the Impact of COVID-19. (2022). Kalini, Milievi Tea ; Branka, Marasovi ; Zdravka, Aljinovi. In: Business Systems Research. RePEc:bit:bsrysr:v:13:y:2022:i:3:p:8-22:n:3.

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2021Does policy uncertainty of the blockchain dampen ICO markets?. (2021). Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1625-1637.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2022Liquidity Fluctuations in Over?the?Counter Markets. (2022). Maurin, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1325-1369.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2021The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97.

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2022Trading Volume and Liquidity Provision in Cryptocurrency Markets. (2022). Dickerson, Alexander ; Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp730.

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2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2021Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments. (2021). Tercero-Lucas, David ; Auer, Raphael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9287.

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021Search and Predictability of Prices in the Housing Market. (2021). Schütte, Erik Christian ; Timmermann, Allan ; Montes, Erik Christian ; Pedersen, Thomas ; Moller, Stig. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15875.

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2021Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030.

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2021Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2021The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19.

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2022The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Ozay, Tugba ; Umut, Alican ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54.

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2022The Impact of Oil Prices on the Macroeconomic Indicators of Kazakhstan and the Consequences for the Formation of Social Policy. (2022). Amaniyazova, Gulimai ; Yesbergen, Raushan ; Tyurina, Yuliya ; Tleppayev, Arsen ; Raimbekov, Zhanarys ; Moldabekova, Gulmira. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-48.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2021The energy-water nexus of China’s interprovincial and seasonal electric power transmission. (2021). Scherer, Laura ; Tukker, Arnold ; Behrens, Paul ; Jin, YI. In: Applied Energy. RePEc:eee:appene:v:286:y:2021:i:c:s0306261921000544.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2021A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648.

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2022Energy storage to solve the diurnal, weekly, and seasonal mismatch and achieve zero-carbon electricity consumption in buildings. (2022). Zhang, Tao ; Liu, Xiaohua ; Kuang, Zhonghong ; Chen, QI. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002008.

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2021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828.

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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Does Bitcoin React to Trump’s Tweets?. (2021). Duc, Toan Luu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2022Intraday Trading of Precious Metals Futures Using Algorithmic Systems. (2022). Gil, Cohen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921010304.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2021Limitations of imitation: Lessons from another Bitcoin copycat. (2021). Liu, Zhangxin ; Cahill, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001139.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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2022The impact of COVID-19 induced panic on stock market returns: A two-year experience. (2022). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio ; Cervantes, Paula. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1075-1097.

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2021Impacts of asymmetry on forecasting realized volatility in Japanese stock markets. (2021). Ota, Yasushi ; Maki, Daiki. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100122x.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Pricing policies for efficient demand side management in liberalized electricity markets. (2023). Espinosa, Maria Paz ; Pizarro-Irizar, Cristina ; Ciarreta, Aitor. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000275.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2021BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects. (2021). Lee, Kiseop ; Seong, Byeongchan. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:290-301.

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2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

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2021Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

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2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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2021Factors affecting institutional investors to add crypto-currency to asset portfolios. (2021). Li, Weiping ; Shin, Ho Young ; Dedahanov, Alisher Tohirovich ; Sun, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001194.

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2022Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833.

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2022Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic. (2022). Kang, Sang Hoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001188.

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2022Hedging the extreme risk of cryptocurrency. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001486.

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2022Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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2022Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2021Retaliation in Bitcoin networks. (2021). Hansen, Henri ; Kanniainen, Juho ; Lepomaki, Laura. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521000999.

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2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

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2021Bitcoin: Bubble that bursts or Gold that glitters?. (2021). Morone, Andrea ; Caferra, Rocco ; Tedeschi, Gabriele. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002196.

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2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694.

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2021Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888.

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2022Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676.

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More than 100 citations found, this list is not complete...

Works by Peter Molnár:

YearTitleTypeCited
2013Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios In: European Financial Management.
[Full Text][Citation analysis]		article4
2011Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2011Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013Uniform price auctions with profit maximizing seller In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2015Characteristics of Norwegian Rights Issues In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2021Residual electricity demand: An empirical investigation In: Applied Energy.
[Full Text][Citation analysis]		article5
2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article23
2016Electricity consumption modelling: A case of Germany In: Economic Modelling.
[Full Text][Citation analysis]		article21
2019Asymmetric volatility in equity markets around the world In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
2022Connectedness of energy markets around the world during the COVID-19 pandemic In: Energy Economics.
[Full Text][Citation analysis]		article9
2015A comparison of implied and realized volatility in the Nordic power forward market In: Energy Economics.
[Full Text][Citation analysis]		article10
2016Green electricity investment timing in practice: Real options or net present value? In: Energy.
[Full Text][Citation analysis]		article33
2018Determinants of oil and gas investments on the Norwegian Continental Shelf In: Energy.
[Full Text][Citation analysis]		article6
2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds In: Energy.
[Full Text][Citation analysis]		article15
2012Properties of range-based volatility estimators In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article24
2015The use of real option theory in Scandinavias largest companies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2016Google searches and stock returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article80
2016Implied volatility index for the Norwegian equity market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]		article442
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 442		paper
2017The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2018Oil market volatility and stock market volatility In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2018Bayesian change point analysis of Bitcoin returns In: Finance Research Letters.
[Full Text][Citation analysis]		article52
2019Google searches and stock market activity: Evidence from Norway In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2019What can explain the price, volatility and trading volume of Bitcoin? In: Finance Research Letters.
[Full Text][Citation analysis]		article83
2020Stock market oscillations during the corona crash: The role of fear and uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]		article17
2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article24
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2015Price discovery on Bitcoin exchanges In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article158
2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article17
2019Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2014Forecasting volatility of the U.S. oil market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article96
2015What daily data can tell us about mutual funds: Evidence from Norway In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2019Do political risks harm development of oil fields? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2020Understanding risk of bubbles in cryptocurrencies In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article21
2020Can policy and financial risk predict stock markets? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2022Forecasting volatility of Bitcoin In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2022Crude oil: Does the futures price predict the spot price? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2020Determinants of the Forward Premium in the Nord Pool Electricity Market In: Energies.
[Full Text][Citation analysis]		article3
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
[Citation analysis]		paper124
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124		article
2022Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media. In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper1
2018The Forward Premium in the Nord Pool Power Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2023Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the World’s Longest Undersea Road Tunnel In: MUNI ECON Working Papers.
[Full Text][Citation analysis]		paper0
2014SEO cost differences between Europe and the US In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2016High-low range in GARCH models of stock return volatility In: Applied Economics.
[Full Text][Citation analysis]		article16
2021Economic policies and their effects on financial market In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2016Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2019Impact of wind and solar production on electricity prices: Quantile regression approach In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article2
2017VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy In: Journal of Futures Markets.
[Full Text][Citation analysis]		article12
2019Long?term dynamics of the VIX index and its tradable counterpart VXX In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

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