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Price elasticity of electricity demand in metropolitan areas – Case of Oslo
(Journal article; Peer reviewed, 2019)This paper investigates how the electricity demand in the main Norwegian metropolitan area Oslo responds to variable electricity prices and if it contributes to lower peak demand for electricity. The electricity demand in ... -
Price formation and market balancing in a local flexibility market using Model Predictive Control
(Master thesis, 2020)Fleksibilitet kan i bred forstand forstås som villigheten og evnen til å endre produksjon eller last. Slik tilpasningsdyktighet kan bidra til mer effektiv nettdrift. Teoretiske tester og pilotprosjekter har funnet potensial ... -
Price stress testing in offshore oil field development planning
(Peer reviewed; Journal article, 2022)Oil & gas field development planning has the objectives of maximizing economic value and also mitigating potential risk. An optimal development concept and strategy depend on the selected oil price trajectory. The conventional ... -
Price, Volume and Liquidity Fluctuations Around OBX Revisions - Evidence of Temporary Price Pressures and Index Effect Asymmetry
(Master thesis, 2018)This thesis seeks to isolate potential price, volume, and liquidity effects of revisions to the Oslo Børs Total Return Index (OBX). The research question is investigated using traditional event study methods. The market ... -
Price-aware renewable energy management with transmission losses
(Chapter, 2019)In this paper we propose a genie-aided strategy to optimize the use of renewable energy (RE) in a community of households with shared access to storage and RE generation facilities. The households are spread over a limited ... -
Price-Volatility Modeling in the US Natural Gas Market
(Master thesis, 2012)Understanding price-volatility in the natural gas market is important as it affects new investments and the behavior of market participants. In this paper the volatility of US natural gas prices is investigated using daily ... -
Priced Liquidity Risk Factors at the Oslo Stock Exchange
(Master thesis, 2012)We examine how liquidity risk influences stock returns at the Oslo Stock Exchange by investigating if differences between returns are related to liquidity, and how liquidity should be measured. A wide range of distinct ... -
Priceless land: valuation and compensation of expropriated farmland in the Amhara region, Ethiopia
(Peer reviewed; Journal article, 2020)In Ethiopia, farmland belongs to ‘the people’ (the state) and cannot be sold or bought, but compensatory measures have been introduced for land expropriated for infrastructure and industry. The article analyses processes ... -
Pricing a Bermudan Swaption using the LIBOR Market Model: A LSM approach
(Master thesis, 2008)This study will focus on the pricing of interest rate derivatives within the framework of the LIBOR Market Model. First we introduce the mathematical and financial foundations behind the basic theory. Then we give a rather ... -
Pricing and recurring revenue in hardware start-ups
(Master thesis, 2018)The purpose of this study is to provide time-relevant knowledge to the business development process for future hardware start-ups. This study investigates how hardware start-ups reason their choices when developing their ... -
Pricing Approach for B2B SaaS Startups
(Master thesis, 2021)Software-as-a-service (SaaS) er en programvarelisensierings- og leveringsmodell der software blir “hostet” sentralt av en tjenesteleverandør og lisensiert ut til kun- den som en abonnementsløsning. Prising av slike tjenester ... -
Pricing Approach for B2B SaaS Startups - A Qualitative Multicase Study
(Master thesis, 2021)Software-as-a-service (SaaS) er en programvarelisensierings- og leveringsmodell der software blir “hostet” sentralt av en tjenesteleverandør og lisensiert ut til kun- den som en abonnementsløsning. Prising av slike tjenester ... -
Pricing Asian Options by Numerical Path Integration with Advanced Lévy Dynamics
(Master thesis, 2018)In this thesis I combine the strengths of the Path Integration method and the Fast Fourier transform to price discretely monitored, path dependent, fixed strike Asian options in a fast and accurate manner. The presented ... -
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
(Peer reviewed; Journal article, 2021)In this paper we introduce a three factor model to price commodity futures contracts. This model allows both the spot price volatility and convenience yield to be stochastic, nevertheless futures prices can be obtained ... -
Pricing Contingent Convertible Capital: An Empirical Approach
(Master thesis, 2012)This thesis develops a novel empirical approach to price contingent convertible bonds (CoCos) with a Core Tier 1 (CT1) ratio trigger. Existing models on CoCo pricing all develop a process linking a proxy of the trigger ... -
Pricing Credit Value Adjustment for Interest Rate Swaps under the Cheyette model - A Least-Squares Monte Carlo approach
(Master thesis, 2015)In this thesis we consider two alternatives to the Brute Force approach for credit value adjustment (CVA) calculations for interest rate swaps. Both methods, the \textit{Proxy approach} as well as the \textit{CVA Notional} ... -
Pricing electricity in constrained networks dominated by stochastic renewable generation and electric energy storage
(Peer reviewed; Journal article, 2021)This paper studies the electricity price formation in a competitive market when introducing generation from variable renewable energy technologies with zero marginal cost and electric energy storage systems. A power system ... -
Pricing European Options with Lévy Market Models and Deep Learning
(Master thesis, 2019)I denne oppgaven har fem Lévy-modeller og et kunstig nevralt nettverk blitt implementert for å sammenligne prising av europeiske kjøpsopsjoner mot den geometrisk brownske bevegelsesdynamikken i Black-Scholes-formelen. ... -
Pricing Exotic Options with the Normal Inverse Gaussian Market Model using Numerical Path Integration
(Master thesis, 2009)Compare the Normal Inverse Gaussian market model against empirical financial market data, and price exotic options using the numerical path integration approach. -
Pricing indirect emissions accelerates low—carbon transition of US light vehicle sector
(Journal article; Peer reviewed, 2021)