Blar i Vitenskapelige publikasjoner (UiS-HH) 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 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 ...