Blar i NTNU Open på forfatter "Molnar, Peter"
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Green electricity investment timing in practice: Real options or net present value?
Fleten, Stein-Erik; Linnerud, Kristin; Molnar, Peter; Nygård, Maria Tandberg (Journal article; Peer reviewed, 2016)Using data from 214 hydropower projects in Norway we study whether investors in renewable energy projects exert discretion about the timing of investment decisions. We know from interviews with these investors that they ... -
How stock market opening and closing impact Bitcoin behaviour: A high-frequency time series analysis
Alsten, Thomas; Døble, Magnus; Meo, August Inge Lønning (Master thesis, 2022)I denne oppgaven utforsker vi om åpning og stenging ved New York Stock Exchange (NYSE), London Stock Exchange (LSE) og Tokyo Stock Exchange (TSE) har en effekt på avkastning, volatilitet, handelsvolum og likviditet i ... -
Impact of capital flows on the performance of Norwegian mutual funds
Haukeland, Karen Mosebø; Lund, Berit (Master thesis, 2015)This study investigates the relationship between fund performance and past capital flows, allowing for the possible impact of past performance and fund size. We use a unique data set consisting of daily returns, monthly ... -
Impact of Political Stability and Property Rights Protection on Oil and Gas Investments: - A Cross-Country Analysis
Bøe, Kristine Skjong; Jordal, Therese (Master thesis, 2016)This paper documents a strong negative relationship between political risk and investments in the petroleum industry. Our unique data set, released for the purpose of this study only, allows us to study the timing of ... -
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)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 ... -
Implied Volatility Indices and Volatility Forecasting
Guttormsen, Haakon Johnsrud; Bugge, Sebastian Andersen; Ringdal, Martin (Master thesis, 2016)This thesis consists of two articles that study volatility forecasts and the value of implied volatility indices. In the first paper, we construct implied volatility indices for all stocks in the Dow Jones Industrial ... -
Investment in hydropower plants under uncertainty
Nygård, Maria Tandberg (Master thesis, 2013)Investment in renewable energy production in Norway is since the 1st of January 2012 granted subsidies through a market for elcertificates common with Sweden. The underlying purpose is to reach the Norwegian and Swedish ... -
Is the Leverage Effect Caused by Leverage?
Gogia, Arjun (Master thesis, 2012)Asymmetric equity volatility is crucial for many financial applications and has in the last few decades become a focus and an important research area in empirical studies. The term leverage effect refers to the observed ... -
Longitudinal data gathering andanalysis of Dark web marketplaces & Analysis of cannabis retail on the Dark web and market impact of legalization
Hjelstuen, Håkon; Longva, Magnus (Master thesis, 2020)I: Dark Web marketplaces have been in operation for more than a decade, and they are host to a vast number of retailers and customers who exchange illegal goods and services. Leveraging the anonymity of the Tor network and ... -
Modelling and predicting the Distribution of Risk Premia in Mid-Term Electricity Futures
Tysdahl, Magne Ødegaard (Master thesis, 2015)This thesis examines risk premia in mid-term electricity futures traded in the Nordic electricity market Nord Pool using a time series of 8 years worth of data. Using OLS and quantile regression the relationship between ... -
Movers of the cryptocurrency market
Johre, Tarjei; Tran, Magdalena (Master thesis, 2022)I denne oppgaven analyserer vi om markedsdata, oppmerksomhet fra investorer og sentiment kan benyttes til å predikere fremtidig prisutvikling for kryptovalutaer. Vi har konstruert et datasett bestående av 516 ulike ... -
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
Bouri, Elie; Molnar, Peter; Azzi, Georges; Roubaud, David; Hagfors, Lars Ivar (Journal article; Peer reviewed, 2017) -
Pay-as-you-drive, driving behavior and risk of accident: evidence from Norway
Berntsen, Martin Andreas Schie (Master thesis, 2016)Through collaboration with a telemetry company and an insurance company we analyse detailed driving data from 550 vehicles equipped with in-vehicle data recorders (IVDRs) as a part of an ongoing pay-as-you-drive (PAYD) ... -
Performance and Persistence in Norwegian Mutual Funds
Hansen, Helge Hoff; Haukaas, Eirik Solli; Gallefoss, Kristoffer (Master thesis, 2012)Using a dataset free of survivorship bias, we investigate the performance and performance persistence of Norwegian mutual funds in the period 2000-2010. To evaluate mutual fund performance we apply a multi-period version ... -
Predictive Power of Google Search Volume on Stock Returns
Kringhaug, Glenn; Bijl, Laurens Robin; Sandvik, Eirik (Master thesis, 2015)We investigate whether search statistics from Google can be used to forecast stock returns over different time horizons. We use daily, weekly and quarterly Google searches, covering the period from 2010 to 2014. The results ... -
Quantifying attention: utilizing Google searches to forecast stock performance of business-to-consumer companies
Høydal, Hannah Hjelle; Lysebo, Caroline (Master thesis, 2021)Google søkedata har de siste årene blitt anvendt til stadig flere formål, deriblant finansielle prediksjoner. Hva angår prediksjon av aksjekurser, har den vanligste tilnærmingen vært å benytte søkevolum for tickere som mål ... -
Replicating Financial Markets using Reinforcement Learning; An Agent Based Approach
Bjerkøy, Aleksander; Kvalvær, Mikael Olsen (Master thesis, 2019)Vi presenterer og implementerer et ordredrevet, kunstig aksjemarked med lærende agenter. Agenter som tilpasser seg miljøet etterligner investeringsoppførsel man kan observere i ekte aksjemarkeder. For å unngå å gjøre ... -
Replicating Financial Markets using Reinforcement Learning; An Agent Based Approach
Kvalvær, Mikael; Bjerkøy, Aleksander (Master thesis, 2019)Vi presenterer og implementerer et ordredrevet, kunstig aksjemarked med lærende agenter. Agenter som tilpasser seg miljøet etterligner investeringsoppførsel man kan observere i ekte aksjemarkeder. For å unngå å gjøre ... -
Residual electricity demand: An empirical investigation
Do, Linh Phuong Catherine; Lyócsa, Štefan; Molnar, Peter (Peer reviewed; Journal article, 2020)Residual electricity demand represents the load that cannot be met by renewable production and that therefore must be provided by conventional power plants, electricity imports or storage capacity. Residual demand is thus ... -
Retail Investor Online Activity - Utilizing Wallstreetbets Data to Predict Returns
Romsaas, Einar (Master thesis, 2021)Denne oppgaven undersøker hvorvidt aktivitet og sentiment på forumet Wallstreetbets har prediktiv evne på aksjers avkastning. Sentimentvariablenen som brukes tar utgangspunkt i en supervised maskinlæringsalgoritme som ...