Blar i UiS Brage på forfatter "Lyocsa, Stefan"

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    • Fear of the coronavirus and the stock markets 

      Lyocsa, Stefan; Baumöhl, Eduard; Vyrost, Tomas; Molnar, Peter (Peer reviewed; Journal article, 2020-08)
      Since the outbreak of the COVID-19 pandemic, stock markets around the world have experienced unprecedented declines amid high uncertainty. In this paper, we use Google search volume activity as a gauge of panic and fear. ...

    • Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 

      Lyocsa, Stefan; Molnar, Peter; Plihal, Tomas; Siranova, Maria (Peer reviewed; Journal article, 2020)
      We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin exchanges and scheduled macroeconomic news announcements affect the volatility of bitcoin, measured as realized variance and its jump ...

    • Impact of wind and solar production on electricity prices: Quantile regression approach 

      Do, Linh Phuong Catherine; Lyocsa, Stefan; Molnar, Peter (Peer reviewed; Journal article, 2019-08)
      We study the impact of fuel prices, emission allowances, demand, past prices, wind and solar production on hourly day-ahead electricity prices in Germany over the period from January 2015 until June 2018. Working within a ...