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Browsing NTNU Open by Author "Lien, Gudbrand"

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    • Bondehusholdenes økonomi - Resultater fra en spørreundersøkelse våren 2008 

      Bergfjord, Ole Jakob; Lien, Gudbrand; Hoveid, Øyvind (NILF Discussion Papers;, Research report, 2009)
    • Covariance estimation using high-frequency data : an analysis of Nord Pool electricity forward data 

      Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte (Journal article, 2012)
      The modeling of volatility and correlation is important in order to calculate hedge ratios, value at risk estimates, CAPM betas, derivate pricing and risk management in general. Recent access to intra-daily high-frequency ...
    • Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models 

      Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand (Journal article, 2011)
      The argument that better volatility estimates can be obtained by using standard time-series techniques on non-parametric volatility measures constructed from high- frequency intradaily returns has been prevalent over the ...
    • Risikoeksponering og risikohandtering i matproduksjon - Sammenligning av havbruk og jordbruk 

      Hegrenes, Agnar; Lien, Gudbrand; Bergfjord, Ole Jakob; Flaten, Ola; Tveterås, Ragnar; Asheim, Leif Jarle (NILF-Report;, Research report, 2008)
      Denne rapporten er et sammendrag av resultater fra det strategiske forskningsprogrammet «Risikoeksponering og risikohandtering i matproduksjon – sammenligning av havbruk og jordbruk». Hovedmålene for programmet var å: 1 ...
    • Risikoeksponering og risikostyring i havbruk og jordbruk en komparativ studie 

      Hegrenes, Agnar; Tveterås, Ragnar; Lien, Gudbrand; Bergfjord, Ole Jakob; Flaten, Ola (NILF-Report;, Research report, 2007)
      Alle næringer er utsatt for risiko. Det er vanlig å anta at de fleste personer, også bedriftsledere og aksjonærer, har risikoaversjon. De foretrekker en sikker inntekt framfor en usikker inntekt med samme forventning. På ...
    • Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities 

      Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur; Higgs, Helen (Journal article; Peer reviewed, 2012)
      In this paper we investigate the extent to which the price of Nordic electricity derivatives correlates with European Energy Exchange (EEX) and Intercontinental Exchange (ICE) electricity contracts. We also include their ...

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