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

1465

Citations

RESEARCH PRODUCTION:

47

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 122
   Journals where Peter Molnár has often published
   Relations with other researchers
   Recent citing documents: 377.    Total self citations: 29 (1.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1065
   Updated: 2023-11-04    RAS profile: 2022-08-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Lyócsa, Štefan (10)

Výrost, Tomáš (3)

Mikula, Štěpán (2)

Baumohl, Eduard (2)

Plíhal, Tomáš (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)

lucey, brian (26)

Lyócsa, Štefan (24)

Tiwari, Aviral (19)

Fiszeder, Piotr (18)

Corbet, Shaen (16)

Krištoufek, Ladislav (15)

Fernandez Bariviera, Aurelio (15)

Zhang, Yaojie (12)

Cites to:

Bollerslev, Tim (85)

Andersen, Torben (64)

Diebold, Francis (61)

Bouri, Elie (32)

Hansen, Peter (32)

Patton, Andrew (31)

Lyócsa, Štefan (27)

Roubaud, David (27)

Lunde, Asger (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
Journal of International Financial Markets, Institutions and Money3
Energy3
Energy Economics2
Applied Economics2
Economics Bulletin2
Research in International Business and Finance2
Journal of Banking & Finance2
Journal of Futures Markets2

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

Full description at Econpapers || Download paper

2023AI-Assisted Investigation of On-Chain Parameters: Risky Cryptocurrencies and Price Factors. (2023). Ozkasap, Oznur ; Amroush, Fadi ; Utku, Semih ; Zekiye, Abdulrezzak. In: Papers. RePEc:arx:papers:2308.08554.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation. (2022). Lukas, Elmar ; Kupfer, Stefan ; Lauven, Lars-Peter ; Briest, Gordon. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:3:p:1162-1176.

Full description at Econpapers || Download paper

2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

Full description at Econpapers || Download paper

2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

Full description at Econpapers || Download paper

2023Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City. (2023). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:165-181.

Full description at Econpapers || Download paper

2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

Full description at Econpapers || Download paper

2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

Full description at Econpapers || Download paper

2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

Full description at Econpapers || Download paper

2022Intertemporal effects of imperfect competition through forward contracts in wholesale electricity markets. (2022). Gallego, Camilo A. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s014098832200024x.

Full description at Econpapers || Download paper

2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281.

Full description at Econpapers || Download paper

2022The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland. (2022). Caporin, Massimiliano ; Fontini, Fulvio ; Bonaldo, Cinzia. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001529.

Full description at Econpapers || Download paper

2022In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Bhattacharyya, Asit ; Das, Debojyoti ; Soytas, Ugur ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200411x.

Full description at Econpapers || Download paper

2022Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?. (2022). Stordal, Stle ; Lien, Gudbrand ; Haugom, Erik ; Ewald, Christian-Oliver ; Wu, Yuexiang. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004534.

Full description at Econpapers || Download paper

2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

Full description at Econpapers || Download paper

2022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

Full description at Econpapers || Download paper

2022Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254.

Full description at Econpapers || Download paper

2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

Full description at Econpapers || Download paper

2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

Full description at Econpapers || Download paper

2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

Full description at Econpapers || Download paper

2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

Full description at Econpapers || Download paper

2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

Full description at Econpapers || Download paper

2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

Full description at Econpapers || Download paper

2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

Full description at Econpapers || Download paper

2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

Full description at Econpapers || Download paper

2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

Full description at Econpapers || Download paper

2022Effects of green bonds on Taiwans bioenergy development. (2022). Kung, Shan-Shan ; Yang, Yunxia ; Lan, Xiaolong ; Chang, Meng-Shiuh. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221018156.

Full description at Econpapers || Download paper

2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

Full description at Econpapers || Download paper

2022Forecasting automobile gasoline demand in Australia using machine learning-based regression. (2022). Hensher, David A ; Zhou, BO ; Li, Zheng. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025603.

Full description at Econpapers || Download paper

2022Are energy metals hedges or safe havens for clean energy stock returns?. (2022). Bouri, Elie ; Dutta, Anupam ; Gustafsson, Robert. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221029571.

Full description at Econpapers || Download paper

2023Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

Full description at Econpapers || Download paper

2022Investor attention in cryptocurrency markets. (2022). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x.

Full description at Econpapers || Download paper

2022Investor attention, information acquisition, and value premium: A mispricing perspective. (2022). Oriani, Raffaele ; Ahmad, Fawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002921.

Full description at Econpapers || Download paper

2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

Full description at Econpapers || Download paper

2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

Full description at Econpapers || Download paper

2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

Full description at Econpapers || Download paper

2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

Full description at Econpapers || Download paper

2022A tale of two tails among carbon prices, green and non-green cryptocurrencies. (2022). Pham, Linh ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Long, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001065.

Full description at Econpapers || Download paper

2022News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454.

Full description at Econpapers || Download paper

2022Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions. (2022). Ghabri, Yosra ; Gana, Marjene ; ben Rhouma, Oussama ; Benrhouma, Oussama ; Guesmi, Khaled ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001582.

Full description at Econpapers || Download paper

2022Cryptocurrency returns under empirical asset pricing. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001776.

Full description at Econpapers || Download paper

2022Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market. (2022). Chen, Pengzhan ; Wu, Bin ; Xia, Wenjing ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002320.

Full description at Econpapers || Download paper

2022When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Assaf, Ata ; Al-Shboul, Mohammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002630.

Full description at Econpapers || Download paper

2022Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

Full description at Econpapers || Download paper

2022Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system. (2022). Krištoufek, Ladislav ; Kubal, Jan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003258.

Full description at Econpapers || Download paper

2022Stock market return predictability: A combination forecast perspective. (2022). Qi, Jipeng ; Lv, Wendai. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200326x.

Full description at Econpapers || Download paper

2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337.

Full description at Econpapers || Download paper

2022Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350.

Full description at Econpapers || Download paper

2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

Full description at Econpapers || Download paper

2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

Full description at Econpapers || Download paper

2023On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327.

Full description at Econpapers || Download paper

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]		article24
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]		article81
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]		article450
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: 450		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]		article16
2018Bayesian change point analysis of Bitcoin returns In: Finance Research Letters.
[Full Text][Citation analysis]		article53
2019Google searches and stock market activity: Evidence from Norway In: Finance Research Letters.
[Full Text][Citation analysis]		article39
2019What can explain the price, volatility and trading volume of Bitcoin? In: Finance Research Letters.
[Full Text][Citation analysis]		article87
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]		article33
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2015Price discovery on Bitcoin exchanges In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article160
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]		article7
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]		article22
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]		article5
2022Crude oil: Does the futures price predict the spot price? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team