Browsing NTNU Open by Author "Hagfors, Lars Ivar"
Now showing items 1-12 of 12
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A Comparative Analysis of Price Drivers of Day-Ahead Electricity Prices in EPEX and Nord Pool
Sator, Alma; Kamperud, Hilde Hørthe (Master thesis, 2016)European energy markets have undergone, and will continue to undergo, large changes in coming years, as the share of renewable energy power production increases and markets become more interconnected. We analyze the ... -
Essays on electricity price modelling
Hagfors, Lars Ivar (Doctoral theses at NTNU;2018:302, Doctoral thesis, 2018)This doctoral thesis consists of 6 separate research essays. The essays all use various econometric modelling techniques to examine different aspects of the move towards cleaner energy in Europe, from an economic point of ... -
Handel av oljeterminkontrakter : En tilnærming basert på kointegrasjon
Aarskog, Simen L.; Hagfors, Lars Ivar (Master thesis, 2012-08-28)Finansmarkedet består av en rekke aktører som er på stadig søken etter potensielle investeringsmuligheter eller instrumenter som kan bidra til å redusere risiko. Oljemarkedet utgjør et av verdens største markeder. Det ... -
Investment in electric energy storage under uncertainty: a real options approach
Bakke, Ida; Fleten, Stein-Erik; Hagfors, Lars Ivar; Hagspiel, Verena; Norheim, Beate; Wogrin, Sonja (Journal article; Peer reviewed, 2016)In this paper we develop a real options approach to evaluate the profitability of investing in a battery bank. The approach determines the optimal investment timing under conditions of uncertain future revenues and investment ... -
Investment in mutually exclusive transmission projects under policy uncertainty
Bakke, Ida; Fleten, Stein-Erik; Hagfors, Lars Ivar; Hagspiel, Verena; Norheim, Beate (Journal article; Peer reviewed, 2016)In this paper we evaluate mutually exclusive transmission projects under policy and economic uncertainty. The alternatives being considered are transmission investment projects between Norway and Germany, and Norway and ... -
Modeling the Nord Pool system price : a quantile regression approach
Nguyen, Mai Thi (Master thesis, 2015)This thesis contributes to the area of research on electricity price formation by studying how fundamental factors influence different quantiles of the distribution of the Nord Pool system price. Using quantile regression, ... -
Modeling the UK electricity price distributions using quantile regression
Hagfors, Lars Ivar; Bunn, Derek; Kristoffersen, Eline; Staver, Tiril Toftdahl; Westgaard, Sjur (Journal article; Peer reviewed, 2016)In this paper we develop fundamental quantile regression models for the UK electricity price in each trading period. Intraday properties of price risk, as represented by the predictive distribution rather than expected ... -
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
Bouri, Elie; Molnar, Peter; Azzi, Georges; Roubaud, David; Hagfors, Lars Ivar (Journal article; Peer reviewed, 2017) -
Predictive Modeling Using Pseudo-Social Networks Derived from Transaction Data
Jørgensen, Victor; Sande, Hans Kristian (Master thesis, 2022)Å ligge et steg foran trender er viktig for bedrifter som ønsker å ivareta et konkurransefortrinn. I en verden som blir stadig mer digitalisert, så må bedrifter tilpasse seg det teknologiske skiftet ved å tilegne seg nye ... -
Predictive Modeling Using Pseudo-Social Networks from Transaction Data
Jørgensen, Victor; Sande, Hans Kristian (Master thesis, 2022)Å ligge et steg foran trender er viktig for bedrifter som ønsker å ivareta et konkur- ransefortrinn. I en verden som blir stadig mer digitalisert, så må bedrifter tilpasse seg det teknologiske skiftet ved å tilegne seg nye ... -
Utilizing Fine-Grained Transaction Data for Predicting the Life Event of Residential Change
Ulve, Hedda Sofie; Yu, Jenny Jinyi (Master thesis, 2022)Kunders behov endrer seg raskt og hele tiden, og det er viktig for bedrifter å tilpasse seg disse forandringene for å være konkurransedyktige. Endringene skjer ofte i sammenheng med at en kunde opplever store forandringer ... -
Utilizing Fine-Grained Transaction Data for Predicting the Life Event of Residential Change
Ulve, Hedda Sofie; Yu, Jenny Jinyi (Master thesis, 2022)Kunders behov endrer seg raskt og hele tiden, og det er viktig for bedrifter å tilpasse seg disse forandringene for å være konkurransedyktige. Endringene skjer ofte i sammenheng med at en kunde opplever store forandringer ...