Blar i NTNU Open på forfatter "Borgmo, Sigve Kristiansen"
-
Dynamic Factor Modelling of Major Norwegian Export Commodities - Decomposing and forecasting the price movements of Atlantic salmon and Brent Crude oil
Michalsen, Mads Sætre; Borgmo, Sigve Kristiansen; Mellem, Magnus Aabø (Master thesis, 2018)This thesis studies the price movements of two major Norwegian export commodities, Atlantic salmon and Brent Crude oil, using a dynamic factor modelling approach. We pursue two different avenues of research, namely co-movement ...