Browsing NTNU Open by Author "Solibakke, Per Bjarte"

Now showing items 21-23 of 23

The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis

Solibakke, Per Bjarte (Journal article; Peer reviewed, 2017)

This paper revisits the conditional mean and volatility density characteristics of the System Price settled by the Nordic/Baltic Spot electric power market (1993-2017). The main purpose of this paper is an analysis of the ...
Trade concentration and dynamics of Norwegian imports: an application of R-MANOVA model

Tesfay, Yohannes Yebabe; Solibakke, Per Bjarte (Journal article; Peer reviewed, 2018)

This article proposes to analyse trade concentration and dynamics of the Norwegian imports expenditures by applying the two-way random effect MANOVA (R-MANOVA) model. The MANOVA model factors considered in this econometric ...
Vector Autoregression and Cointegration Analysis of Brent Crude Futures and Carbon Futures

Nayeem, Abu Jubair MD (Master thesis, 2020)

Det dynamiske forholdet mellom Brent Crude Futures og Carbon Futures har lenge vært et avgjørende forskningstema, delvis hemmet av mangel på empirisk bevis på grunn av fokuset på spotmarkedet. Her prøver vi å identifisere ...