Blar i Vitenskapelige publikasjoner (SV-HH) på forfatter "Molnar, Peter"
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Can policy and financial risk predict stock markets?
Helseth, Marius Aleksander Emblem; Krakstad, Svein Olav; Molnar, Peter; Norlin, Karl-Martin (Peer reviewed; Journal article, 2020)Since higher risk should be rewarded with higher expected returns, more risky time periods are expected to predict rising stock markets. This paper focuses on implied volatility as a measure of financial risk and economic ... -
Connectedness of energy markets around the world during the COVID-19 pandemic
Akyildirim, Erdinc; Cepni, Oguzhan; Molnar, Peter; Uddin, Gazi Salah (Peer reviewed; Journal article, 2022)This paper studies the connectedness among energy equity indices of oil-exporting and oil-importing countries around the world. For each country, we construct time-varying measures of how much shocks this country transmits ... -
Determinants of the forward premium in the Nord pool electricity market
Haugom, Erik; Molnar, Peter; Tysdahl, Magne Ødegaard (Peer reviewed; Journal article, 2020)Nord Pool is the leading power market in Europe. It has been documented that the forward contracts traded in this market exhibit a significant forward premium, which could be a sign of market inefficiency. Efficient power ... -
Do political risks harm development of oil fields?
Bøe, Kristine; Jordal, Therese; Mikula, Stepan; Molnar, Peter (Journal article; Peer reviewed, 2018-01-11)We examine the impact of political risks and financial development on investments in the petroleum industry utilizing a unique dataset of investments in individual oil and gas fields around the world. We find that the ... -
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 ...