Blar i NTNU Open på forfatter "Lavrutich, Maria"
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An Analytical Framework for Valuation and Risk Management in Nordic Hydropower Production
Næss, Nora; Murvold, Anne Budal (Master thesis, 2018)With an increasing share of intermittent renewable energy production in the Nordic power market, it is a common belief that the volatility of the electricity price will increase. Therefore, there is a demand for energy ... -
Biodiversity impact assessment of the aquaculture industry in Norway - a company level application
Jansen, Markus Bjørkli; Nepstad, Gaute (Master thesis, 2022)Denne oppgaven tar for seg hvordan oppdrettere av laks og ørret i Norge påvirker det biologisk mangfoldet. Vi bruker offentlig tilgjengelige data fra 2016 til 2021 og biologisk mangfold-variablene lakselus, rømminger, ... -
Company level biodiversity impact assessment: An application to the aquaculture industry in Norway
Hagspiel-Janssen, Verena; Jansen, Markus Bjørkli; Lavrutich, Maria; Nepstad, Gaute (Peer reviewed; Journal article, 2023)This paper proposes a company-level biodiversity impact assessment framework tailored to the aquaculture industry. Using publicly available data from Norway, we analyze the relative biodiversity performance of companies ... -
Cost-effective development of small discoveries on the Norwegian continental shelf
Fedorov, Semyon (Doctoral theses at NTNU;2022:79, Doctoral thesis, 2022)Today, the oil and gas sector remains Norway’s largest measured in terms of value added, government revenues, investments and export value. The Norwegian continental shelf is a maturing production area, which means that ... -
Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs
Gapeev, Pavel; Kort, P.M.; Lavrutich, Maria (Peer reviewed; Journal article, 2020)We present closed-form solutions to some discounted optimal stopping problems for the running maximum of a geometric Brownian motion with payoffs switching according to the dynamics of a continuous-time Markov chain with ... -
Disentangling determinants of CDS spreads: A machine learning approach
Egeli, Martin; Grimsmo, Anniken Skeisvoll (Master thesis, 2022)I denne avhandlingen analyseres determinantene til bedrifters credit default swaps (CDS), ved å bruke et globalt utvalg av 240 unike CDS-er fra 2010 til 2020. Vi bruker en systematisk tilnærming med variabelseleksjons-metoden ... -
Economic Feasibility of Power from Shore Solutions at Existing Petroleum Installations: A Real Options Approach
Andersen, Martha Honganvik; Lervik, Andreas (Master thesis, 2020)Økende CO2-skatt sammen med teknologiske framskritt har gjort landstrømløsninger økonomisk levedyktig for mange felt på den norske kontinentalsokkelen. I dag får de fleste installasjoner på sokkelen kraft fra gassturbiner. ... -
Effects of end-user participation under a TSO-DSO coordination scheme for Norway
Yen, Dung-Bai; Crespo del Granado, Pedro Andres; Lavrutich, Maria (Journal article; Peer reviewed, 2024)This paper analyses the Norwegian Power System through a sequence of models that represents dynamics of the wholesale power market, distribution power network, end-users, and a coordination scheme between Transmission ... -
Finansielle Strategier for Repowering og Life-extension av Vindturbiner: En realopsjonsanalyse
Thunestvedt Hove, Mats; Flatland, Kjetil (Master thesis, 2019)Markedet for vindkraft er i kraftig fremdrift, drevet av hensyn til miljøet og raskt økende global energietterspørsel. Men i tråd med at installert vindkraftkapasitet øker, øker også mengden aldrende kapasitet. På grunn ... -
Investment Decisions with Two-Factor Uncertainty
Compernolle, Tine; Huisman, Kuno J.M.; Kort, Peter M.; Lavrutich, Maria; Nunes, Cláudia; Thijssen, Jacco J.J. (Peer reviewed; Journal article, 2021)This paper considers investment problems in real options with non-homogeneous two-factor uncertainty. We derive some analytical properties of the resulting optimal stopping problem and present a finite difference algorithm ... -
Missing Pieces of the Greenium Puzzle: Time Variations and Issuer Characteristics
Kristoffersen, Amalie Heitmann; Larsen, Maren; Xu, Catherine (Master thesis, 2022)Denne studien undersøker eksistensen og forklarende faktorer av et grønt premium, et greenium, for selskapsobligasjoner i førstehåndsmarkedet ved å bruke data fra perioden 2013 til 2021. Greeniumet kvantifiseres ved å sette ... -
Multi-commodity price risk hedging in the Atlantic salmon farming industry
Haarstad, Aleksander; Lavrutich, Maria; Strypet, Kristian; Strøm, Eivind (Peer reviewed; Journal article, 2021)Cost management has received limited attention in the aquaculture industry due to historically high profit margins. This trend, however, is not likely to continue. This creates a need for knowledge on optimally managing ... -
Multi-commodity price risk hedging in the Atlantic salmon farming industry: A copula modelling approach
Haarstad, Aleksander Hyggen; Strypet, Kristian; Strøm, Eivind (Master thesis, 2020)Denne studien omhandler styring av prisrisiko i oppdrett av atlantisk laks. I dag sikrer de fleste lakseoppdrettere mindre enn 30% av lakseprisen, mens enkelte ikke sikrer noe. I tillegg er det for øyeblikket ingen oppdrettere ... -
Optimal double stopping problems for maxima and minima of geometric Brownian motions
Gapeev, Pavel; Kort, P.M.; Lavrutich, Maria; Thijssen, Jacco J.J. (Journal article; Peer reviewed, 2022) -
Optimal Harvesting for Salmon Farmers During Harmful Algal Blooms
Engehagen, Sondre; Hornslien, Marius; Tønnessen, Stian (Master thesis, 2020)Skadelige algeoppblomstringer kan føre til dødelighet hos oppdrettslaks. Dette tvinger lakseoppdrettere som står overfor risikoen for algeoppblomstring til å ta vanskelige beslutninger om hva de skal gjøre med biomassen. ... -
Optimal harvesting of farmed salmon during harmful algal blooms
Engehagen, Sondre; Hornslien, Marius; Lavrutich, Maria; Tønnessen, Stian (Journal article; Peer reviewed, 2021)This paper studies the optimal harvesting decisions of a salmon farmer that faces the risk of harmful algal bloom as well as market uncertainty. The salmon farmer seeks to maximize the financial value of the fish farm by ... -
Optimal investment decisions in lice-fighting technologies: A case study in Norway
Brakstad, Oscar Mathias; Hagspiel, Verena; Lavrutich, Maria; Matanovic, Dunja (Journal article; Peer reviewed, 2019)The Norwegian salmon farming industry is currently facing significant obstacles to future growth. The major challenge is posed by the high level of sea lice in the sea nets at the salmon farms. At the moment both salmon ... -
Optimal Investment Strategies in Offshore Salmon Farming using Real Options Valuation Methods - A case study of SalMar ASA's investment in the Ocean Farming Facility
Aamodt, Jacob; Langaard, Peder Heien; Witzøe, Magnus (Master thesis, 2017)The Norwegian salmon farming industry is struggling with growth due to governmental regulations imposed to solve biological and area challenges. In 2015, the Norwegian government introduced development concessions to fuel ... -
Optimal Investment Strategy in Lice-Fighting Technologies
Matanovic, Dunja; Brakstad, Oscar Mathias (Master thesis, 2017)Salmon lice is a parasite feeding off the flesh and skin of the fish, and is currently one of the largest challenges for the aquaculture industry, prohibiting growth in the industry. In order to allow for growth in an ... -
Optimal Investment Strategy in Pharmaceutical Research & Development
Landa, Marianne; Burkeland, Morten Næve; Sejersted, Agnes Nicoline (Master thesis, 2018)Managers in the pharmaceutical industry must constantly make decisions regarding development of new drugs. They are exposed to high expectations and demands from both the government and the society with respect to battling ...