Evidently, yes....from my favorite go to source.
Cooks Illustrated May/June 1995. They keep quite awhile refrigerated in olive oil, also.
What's the Best Way to Store Roasted Peppers?
We roasted a number of red bell peppers under the broiler until charred, cooled them in a covered bowl, peeled away the wrinkled skin, and then cored and seeded them. We then took the large strips of roasted pepper and stored one batch in olive oil, a second batch in balsamic vinegar, and a third batch in a mixture of two parts water to one part white wine vinegar. (This last mixture is similar to the packing liquid used in many commercial bottles of roasted peppers.)
All three batches of refrigerated peppers remained free of mold for several weeks, but the flavors were markedly different. The peppers stored in olive oil retained their pure roasted pepper flavor, with the oil contributing little more than a silky texture, which could be rinsed off if desired. The peppers stored in balsamic vinegar had a strong vinegar flavor that could be partially lessened by rinsing the peppers. Because the flavor of balsamic vinegar complements roasted peppers nicely, this added flavor wasn’t off-putting, but it would pose a problem in some recipes. The batch of peppers packed in white wine vinegar solution were way too acidic and lacked any real pepper flavor.
We also tried freezing roasted peppers in a tightly covered container. This worked surprisingly well. When thawed, the peppers tasted virtually the same as freshly roasted ones, with perhaps a slight loss of texture.
Our recommendation for storing peppers is simple. If you are roasting many and want to store them indefinitely, try freezing them (layer the peppers between sheets of wax paper in a plastic container for easy removal) and thaw as many as needed. Stored this way, roasted peppers should last for several months. If you have a small amount of leftover peppers that you plan to use within a week or two, place them in a small container, cover them with olive oil, and refrigerate them.