Peppers, in general red and yellow, contain high amounts of antioxidants (vitamin C, carotenoids, polyphenol). The levels of these compounds in pepper depend on many factors, including cultivar, maturity, growing conditions, and climate. It also depends on how the peppers are prepared; boiled, steamed, stir-fried or just roasted?
According to studies comparing these methods, the highest loss of antioxidants were observed after boiling, followed by steaming, roasting, and stir-frying. In conclusion, dry-heat cooking methods such as stir-frying and roasting may be preferred to retain the nutrient compositions and antioxidant properties of peppers. This could also apply to other vegetables, but studies have been inconclusive.
Sources:
1. In Guk Hwang, Effects of Different Cooking Methods on the Antioxidant Properties of Red Pepper (Capsicum annuum L.) Prev Nutr Food Sci. 2012 Dec; 17(4): 286–292.
2: Zhang DL, Hamauzu Y. Phenolics, ascorbic acid, carotenoids and antioxidant activity of broccoli and their changes during conventional and microwave cooking. Food Chem. 2004;88:503–509.
3. Chuah AM. Effect of cooking on the antioxidant properties of coloured peppers. Food Chem. 2008;111:20–28.