Blar i NTNU Open på forfatter "Molnar, Peter"

Viser treff 41-50 av 50

    • Stock Return Prediction Using Artificial Neural Networks and Google Search Volumes 

      Teisberg, Cecilie; Håkegård, Rakel (Master thesis, 2018)
      We investigate the predictability of abnormal stock returns using artificial neural networks, and examine whether Google search volume data can enhance such predictions. Our results show that the neural network models ...

    • Tax-adjusted Discount Rates: a General Formula under Constant Leverage Ratios 

      Molnar, Peter; Nyborg, Kjell Gustav (Journal article, 2013)
      Cooper and Nyborg (2008) derive a tax-adjusted discount rate formula under a constant proportion leverage policy, investor taxes and risky debt. However, their analysis assumes zero recovery in default. We extend their ...

    • The Determinants of Bitcoin Liquidity 

      Bergløff, Sondre; Øverli, Markus; Tønnesen, Jacob Emil (Master thesis, 2018)
      Liquidity is one of the most important characteristics of an asset. While it has been studied extensively in conventional markets, little research has been done on the liquidity of bitcoin markets. We investigate determinants ...

    • The forecasting power of medium-term futures contracts 

      Haugom, Erik; Hoff, Guttorm Andre; Mortensen, Maria; Molnar, Peter; Westgaard, Sjur (Journal article; Peer reviewed, 2014)
      This study investigates whether weekly futures prices, covering the time period 1996–2013, are unbiased predictors of future spot price in the Nordic power market. The results give no clear evidence of bias in the futures ...

    • The Forward Premium in the Nord Pool Power Market 

      Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur (Journal article; Peer reviewed, 2018)
      This article investigates the forward premium of futures contracts in the Nordic power market for the time period from January 2004 to December 2013. We find that futures prices are biased predictors of the subsequent spot ...

    • The use of real option theory in Scandinavia's largest companies 

      Horn, Anders; Kjærland, Frode; Molnar, Peter; Steen, Beate Wollen (Journal article; Peer reviewed, 2015)
      We survey the CFOs of 1500 largest companies from Norway, Denmark and Sweden (500 from each country) about their capital budgeting process with focus on the real option analysis. Only 6% of the respondents use real options, ...

    • The Use of Real Options in Scandinavia:: Confronting Theory with Practice 

      Horn, Anders; Steen, Beate Wollen (Master thesis, 2013)
      Since Myers first coined the term real options in 1977, the technique has attracted much interest from academics, and several capital budgeting works highlight real options? superiority over standard NPV methods. However, ...

    • Uniform price auctions with profit maximizing seller 

      Molnar, Peter (Journal article; Peer reviewed, 2013)
      We study multiunit uniform price auctions where the seller is allowed to decrease the quantity supplied in order to maximize his profit. We show that he never chooses to do so in equilibrium. However, the existence of this ...

    • Using Quantile Regression for Modeling of Electricity Price and Demand 

      Do, Linh Phuong Catherine (Master thesis, 2015)
      Article 1: Residual demand, the difference between demand and renewable production, is important variable in predicting the future price and the future need for energy storage for intermittent renewables production. The ...

    • VIX Exchange Traded Products: Performance, Price Discovery and Hedging 

      Bordonado, Christoffer; Samdal, Sven Richard (Master thesis, 2014)
      This paper investigates the performance, hedging ability and price discovery relationship between some of the most popular exchange traded products with the volatility index VIX as the underlying. We find a large difference ...