Blar i Fakultet for økonomi (ØK) på tittel
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Forecasting implied volatilities of currency options with machine learning techniques and econometrics models
(Journal article; Peer reviewed, 2024)Developing an effective modeling framework to minimize foreign exchange (FX) risk is of vital importance for hedgers and traders in FX markets. In this study, we compare the ability of long short-term memory (LSTM) models ... -
Forecasting Price Distributions in the German Electricity Market
(Chapter, 2018)Electricity price distributional forecasts are crucial to energy risk management. In this paper we model and forecast Value at Risk (VaR) for the German EPEX spot price using variable selection with quantile regression, ... -
Forecasting Stochastic Volatility Characteristics for the Finan-cial Fossil Oil Market Densities
(Peer reviewed; Journal article, 2021)This paper builds and implements multifactor stochastic volatility models for the international oil/energy markets (Brent oil and WTI oil) for the period 2011-2021. The main objective is step ahead volatility predictions ... -
Forecasting the Atlantic Salmon Spot Price Using the Autoregressive Distributed Lag Model
(Master thesis, 2018)Salmon farming is the largest growing food supply sector in the world. Alongside the growth, the industry is becoming more competitive and is strengthening its position in the capital markets. However, the salmon price is ... -
Forecasting the Norwegian Krone exchange rate using the oil price : a trader's and a statistician's perspective
(Master thesis, 2015)In the past nearly one year, there has been a 30% depreciation of the Norwegian currency. The dramatic fall in the oil price is blamed to be the key reason since the oil price drop can be considered as an exogenous shock ... -
Forecasting the Price of Crude Oil: - The Predictive Power of Futures Prices and Realized Volatility
(Master thesis, 2015)This paper studies the predictability of the crude oil spot price using futures prices and realized volatility of spot prices. Over the short-term, the simple no-change forecast works better than forecasts based on futures ... -
Forecasting the price of salmon using machine learning algorithms
(Bachelor thesis, 2023)Formålet med denne oppgaven er å bruke analytiske modeller til å predikere lakesprisen ved hjelp av lignende råvarer og økonomiske faktorer. For å produsere disse prediksjonene har vi brukt torskeprisen, kveiteprisen, KPI ... -
Forecasting Time Charter Equivalent Oil Tanker Freight Rates - determinant driven, route-specific Markov regime-switching models
(Master thesis, 2018)The oil tanker market is a considerable component of the international shipping market, consisting of high risk and volatility. In this thesis we address the issue of explaining and forecasting the oil tanker freight rate ... -
Forecasting Value-at-Risk and Expected Shortfall in German- Nordic electricity futures spreads
(Master thesis, 2019)I denne studien predikerer vi daglig Value-at-Risk (VaR) og Expected Shortfall (ES)i prisdifferansen mellom tyske og nordiske future-kontrakter på elektrisitet med forfall i kommende kvartal og kommende år. Til dette ... -
Forecasting Value-at-Risk and Expected Shortfall in German-Nordic electricity futures spreads
(Master thesis, 2019)I denne studien predikerer vi daglig Value-at-Risk (VaR) og Expected Shortfall (ES) i prisdifferansen mellom tyske og nordiske future-kontrakter på elektrisitet med forfall i kommende kvartal og kommende år. Til dette ... -
Forecasting Value-at-Risk and Expected Shortfall in German-Nordic electricity futures spreads
(Master thesis, 2019)I denne studien predikerer vi daglig Value-at-Risk (VaR) og Expected Shortfall (ES) i prisdifferansen mellom tyske og nordiske future-kontrakter på elektrisitet med forfall i kommende kvartal og kommende år. Til dette ... -
Forecasting volatility in European equity indices : an empirical study of GARCH models
(Master thesis, 2016)In this thesis first order univariate GARCH models are applied to three European equity indices, DAX30, FTSE100 and OMXS30. The objective is to determine which one of the included models is best suited for out-of-sample ... -
Forecasting volatility of Bitcoin
(Peer reviewed; Journal article, 2021)Since Bitcoin price is highly volatile, forecasting its volatility is crucial for many applications, such as risk management or hedging. We study which model is the most suitable for forecasting Bitcoin volatility. We ... -
Forecasting volatility of the U.S. oil market
(Journal article; Peer reviewed, 2014)We examine the information content of the CBOE Crude Oil Volatility Index (OVX) when forecasting realized volatility in the WTI futures market. Additionally, we study whether other market variables, such as volume, open ... -
Foreign acquisitions' effects on local supply networks
(Master thesis, 2022)Formål: Formålet med denne studien var å undersøke hvordan utenlandske oppkjøp påvirker det tidligere leverandørnettverket/leverandørbasen av oppkjøpte bedrifter. Ved å se på ulike typer oppkjøp og oppkjøpsstrategier, hadde ... -
Foreign market entry strategies in developed and emerging economies: A case study of how the entry strategies of Norwegian oil service firms are affected by the differing institutional contexts of Australia and Brazil
(Master thesis, 2013)When firms expand to foreign markets, their entry strategies unfold. Traditionally, research on entry strategies has focused exclusively on firm- and industry-specific factors and largely ignored the context constituted ... -
Foreignness and Outsidership in the Internationalization of Agricultural Companies
(Master thesis, 2018)Literature on the Uppsala Internationalization Process Model has evolved to include relationships and networks as important factors in the internationalization decisions. Both models still believe in a gradual, and cyclical ... -
Forklarende faktorer for norske bankers rentemarginer - En empirisk studie for perioden før og etter finanskrisen
(Master thesis, 2018)I denne oppgaven undersøker jeg om forklarende faktorer for norske bankers rentemarginer har endret seg fra en tidsperiode før finanskrisen, sammenlignet med en tidsperiode etter finanskrisen. Avhengig variabel er bankenes ... -
Forklaringsfaktorer for holdning til og intensjon om bruk av selvskanningsappen ShopExpress
(Master thesis, 2020)Formålet med studien var å avklare konkrete faktorer som kan forklare hvorvidt kunder hos Coop Obs ønsker å ta i bruk den nye selvbetjeningsapplikasjonen ShopExpress eller ikke. For å besvare problemstillingen, utformet ...