Blar i NTNU Open på forfatter "Lavrutich, Maria"

Viser treff 21-40 av 43

    • Optimal Turbine Re-Investment Strategies in Hydropower 

      Dønnestad, Eirik Magnus; Teige, Amalie Marie (Master thesis, 2019)
      Denne oppgåva tek føre seg investeringvala til eit vasskraftselskap som har ein turbin med avtakande verknadsgrad. Selskapet kan velje mellom to strategiar: (i) å erstatte turbinen direkte, eller (ii) å oppgradere den ...

    • Predicting Dayrates for Offshore Wind Turbine Installation Vessels - Using Statistical Learning Methods 

      Nyttingnes, Bendik Folden; Ødegaard, Nikolai; Olsen, Jon Are (Master thesis, 2021)
      Havvind er en fornybar energikilde som forventes å spille en stor rolle i å redusere klimagassutslipp, hvor mange land har satt nasjonale mål for installert kapasitet. Antallet prosjekter planlagt for konstruksjon de neste ...

    • Preventing Environmental Disasters in Investment under Uncertainty 

      Kort, P.M.; Lavrutich, Maria; Nunes, Cláudia; Oliveira, Carlos (Peer reviewed; Journal article, 2021)
      The paper considers a firm that has the option to invest in a project with an unknown profitability, which is affected by general market uncertainty. The project has the adverse effect that it can cause environmental damage. ...

    • Preventive investment, malfunctions and liability 

      Kort, Peter; Lavrutich, Maria; Nunes, Cláudia; Dos Santos Oliveira, Carlos Miguel (Journal article; Peer reviewed, 2023)
      In this paper we study the decision of a firm to undertake a one-time proactive preventive investment to limit the occurrence of future disruptions. The firm is operating in a market with uncertain demand, and its products ...

    • Price and currency hedging strategies for Norwegian salmon producers 

      Granviken, Martin Aas; Herud, Jan Fredrik; Valseth, Jørgen (Master thesis, 2021)
      Med begrenset vekstpotensial, kombinert med en risikofylt biologisk produksjon, er behovet for effektiv finansiell risikostyring i norsk lakseoppdrett av økende betydning. I denne oppgaven tar vi for oss to av de viktigste ...

    • Product Upgrading Decisions under Uncertainty in a Durable Goods Market 

      Ingebrigtsen, Simen; Bækkedal, Steinar (Master thesis, 2017)
      This paper studies investment behavior of firms deciding when to introduce an upgrade in a durable goods market. The firm chooses both the investment timing and the price of the upgrade while facing the risk of the upgrade ...

    • A real options analysis of existing green energy facilities: maintain or replace? 

      Dønnestad, Eirik Magnus; Fleten, Stein-Erik; Kleiven, Andreas; Lavrutich, Maria; Teige, Amalie Marie (Journal article; Peer reviewed, 2022)
      We consider an operator of machinery with deteriorating efficiency, facing the problem of optimally timing of either a minor (maintenance) investment or a major (replacement) investment under price uncertainty. If a ...

    • Real options under technological uncertainty: A case study of investment in a post-smolt facility in Norway 

      Hagspiel, Verena; Hannevik, Jørgen; Lavrutich, Maria; Naustdal, Magnus; Struksnæs, Henrik (Journal article; Peer reviewed, 2017)
      This paper evaluates the optimal timing to undertake an investment in a post-smolt production facility under both profit and technology uncertainty, using a real options approach. Two multi-factor stochastic models are ...

    • Real Options Valuation of Wind Energy Investments in Norway and Sweden: A Case Study 

      Finjord, Fredrik; Tangen, Marius (Master thesis, 2017)
      We use the real options approach to examine the investment opportunity of a private investor, both from a Norwegian and Swedish perspective, that holds an option to invest in a renewable energy project. Norway and Sweden ...

    • Risk and benefit sharing schemes in oil exploration and production 

      Fedorov, Semyon; Lavrutich, Maria; Hagspiel, Verena; Lerdahl, Thomas (Peer reviewed; Journal article, 2022)
      The volatile environment of oil exploration and production sets new challenges to market players prompting them to explore new business models. In this paper, we analyze a novel type of partnering in oil and gas operations, ...

    • Sequential investments in the shipping industry under a carbon tax 

      Timberlid, Benjamin Avlund; Aas, Petter Fossan (Master thesis, 2020)

    • Stock markets during COVID-19 

      Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria (Peer reviewed; Journal article, 2022)
      This paper reviews the literature that addresses the stock pricing implications of the COVID-19 outbreak. Stock prices dropped substantially in March 2020 as a reaction to the onset of the COVID-19 pandemic; however, they ...

    • Stokastisk modellering av biomasseforsikring og risiko for tidlig slakt ved bruk av historisk simulering og logistisk regresjon 

      Auråen, Eirik; Zhang, Dong (Master thesis, 2019)
      Den norske lakseoppdrettsnæringen står i dag ovenfor betydelige biologiske risikoer som både begrenser den fremtidige veksten i næringen og har potensial til å påvirke enkelt oppdrettere kraftig. Algeoppblomstringen i Norge ...

    • Stokastisk modellering av biomasseforsikring og risiko for tidlig slakt ved bruk av historisk simulering og logistisk regresjon 

      Auråen, Eirik; Zhang, Dong (Master thesis, 2019)
      Den norske lakseoppdrettsnæringen står i dag ovenfor betydelige biologiske risikoer som både begrenser den fremtidige veksten i næringen og har potensial til å påvirke enkelt oppdrettere kraftig. Algeoppblomstringen i Norge ...

    • Technology adoption in a declining market 

      Hagspiel, Verena; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Pimentel, Rita (Peer reviewed; Journal article, 2020)
      Rapid technological developments are inducing the shift in consumer demand from existing products towards new alternatives. When operating in a declining market, the profitability of incumbent firms is largely dependent ...

    • Technology-driven Investment in Aluminum Smelters: Real Options Valuation Under Uncertainty 

      Vardøy, Eirik; Palchykov, Pavlo (Master thesis, 2018)
      Aluminum producers are considering investments in aluminum smelter capacity as a response to an expected aluminum supply deficit due to ongoing production cuts in China and a strong development in demand. These investments ...

    • The green halo debt effect 

      Forfot, Jonas Sjong; Fosse, Henrik Giske (Master thesis, 2021)
      I denne oppgaven undersøker vi hypotesen om at utstedelse av grønne obligasjoner utgjør et risikoreduserende signal om klimaansvar. Især tester vi om obligasjonsutstederes utestående gjeld opplever positive prisskift ved ...

    • The impact of Norwegian-Swedish green certificate scheme on investment behavior: A wind energy case study 

      Finjord, Fredrik; Hagspiel, Verena; Lavrutich, Maria; Tangen, Marius (Journal article; Peer reviewed, 2018)
      In order to encourage investments in the most cost-effective renewable energy projects, Norway and Sweden have implemented a joint green certificate subsidy system, where the certificates are traded on a common market. The ...

    • The Impact of Political Factors on Bank CDS Spreads: A Data-Driven Approach 

      Bø, Jørgen Frost; Lian, Magnus Lysholm; Smeby, Karl Magnus (Master thesis, 2020)
      I denne oppgaven analyserer vi empirisk hvilke variabler som er viktige for CDSene til et globalt utvalg av 46 børsnoterte banker i perioden fra 2005 til 2019. Vi studerer tradisjonelle regnskaps- og markedsvariabler, i ...

    • The influence of information asymmetry and climate risk on the nexus between ESG and idiosyncratic risk 

      Larsen, Øyvind; Rise, Jacob; Wetjen, Magnus Kjærstad (Master thesis, 2021)
      Denne studien undersøker hvordan asymmetrisk informasjon og klimarisiko påvirker forholdet mellom ESG og selskapsspesifikk risiko. Vi bruker et omfattende datasett bestående av 4,886 selskaper i perioden fra 2008 til 2018 ...