Blar i Fakultet for økonomi (ØK) på tittel
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Modeling the multivariate dynamic dependence structure of commodity futures portfolios
(Journal article, 2017)This paper examines the time-varying dependence structure of commodity futures portfolios based on multivariate dynamic copula models. The importance of accounting for time-variation is emphasized in the context of the ... -
Modeling the Nord Pool system price : a quantile regression approach
(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 Market Using Quantile Regression: Scenario analysis of non-linear sensitivities to fundamental variables
(Master thesis, 2014)This paper develops fundamental quantile regression models for the UK electricity price in each trading period. The sample covers half hourly data from 2005 to 2012. From our analysis we are able to show how the sensitivity ... -
Modeling the UK electricity price distributions using quantile regression
(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 ... -
Modeling volatility and risk in the CO2 emissions market
(Master thesis, 2011-03-09)In this master thesis various GARCH models for volatility and Value at Risk for ECX CO2 futures contracts have been examined. This is of great importance for market participants such as CO2 emitting companies, traders and ... -
Modell for prediksjon av eiendomspriser i Oslo
(Bachelor thesis, 2022)Formålet med denne oppgaven var å bruke maskinlæring til å lage en modell for å kunne predikere eiendomspriser i Oslo. En typisk modell å bruke for prispredikering er hedonisk prismodell. Med bakgrunn i dette har vi også ... -
Modeller for prognoser på oljepris
(Master thesis, 2017)I denne oppgaven presenteres tre ulike metoder for oljeprisprognoser. To metoder benytter ukentlige observasjoner på spot- og futures-pris, der prognosene evalueres over tidsrommet 2016.01 - 2016.53. Det betraktes en modell ... -
Modellering av volatilitet i kryptovaluta – En sammenligning ved bruk av ulike GARCH-modeller / Volatility modeling of cryptocurrencies – A comparison using different GARCH models
(Master thesis, 2018)Denne masteravhandlingen undersøker kryptovalutaene: Bitcoin, Ethereum, Ripple, DASH og Litecoin. Formålet var først å avdekke om variablene for etterspørsel etter informasjon, historiske begivenheter og kunngjøringer, ... -
Modellering og fremskriving av elektrisitetsforbruket i norsk økonomi
(Master thesis, 2017)Dagens moderne samfunn er avhengig av strøm for å drifte infrastruktur, oppvarming og industri. Å kartlegge elforbruket og hvordan det endres av befolkningsvekst, økt økonomisk aktivitet, rask teknologisk utvikling og ... -
Modellering og optimering av Closed Loop Cassette Flow System ved Norsk Hydro ASA
(Bachelor thesis, 2020)Norsk Hydro ASA er en global produsent og leverandør av aluminiumsprodukter og -løsninger. Hydro har en verdensomspennende og kompleks verdikjede preget av mange aktører og flere forretningsområder, der bauksitt og alumina, ... -
Modellering og optimering av varetransport mellom fabrikk og kai hos Hydro Aluminium Karmøy
(Bachelor thesis, 2020)Norsk Hydro ASA er et globalt integrert aluminiumsselskap. Fabrikken på Karmøy har tre støperier som leverer enten Extrusion Ingot, Wire Rod og Rolling mill. Hydro gjennomfører et prosjekt hvor de skal effektivisere sitt ... -
Modellering og prediksjon av implisitt volatilitet på Oslo Børs
(Master thesis, 2016-09-21)Få studier har tidligere undersøkt hvilke faktorer som driver endringer i implisitt volatilitet (IV). I denne studien undersøker vi om endringer i IV på Oslo Børs’ OBX-indeks kan forklares og predikeres. Studien anses som ... -
Modelling and analysis of offshore energy hubs
(Peer reviewed; Journal article, 2022)Clean offshore energy hubs may become pivotal for efficient offshore wind power generation and distribution. In addition, offshore energy hubs may provide decarbonised energy supply for maritime transport, oil and gas ... -
Modelling and forecasting electricity price variability
(Doktoravhandlinger ved NTNU, 1503-8181; 2012:264, Doctoral thesis, 2012) -
Modelling and Optimization of Real-Time Petroleum Production - Using robust regression, bootstrapping, moment matching, and two-stage stochastic optimization
(Master thesis, 2016)This work is concerned with the upstream sector of the petroleum industry and seeks to develop methods for real-time optimization of petroleum production under uncertainty. The real-time production optimization problem ... -
Modelling and predicting the Distribution of Risk Premia in Mid-Term Electricity Futures
(Master thesis, 2015)This thesis examines risk premia in mid-term electricity futures traded in the Nordic electricity market Nord Pool using a time series of 8 years worth of data. Using OLS and quantile regression the relationship between ... -
Modelling Approaches for Maritime Fleet Deployment with Speed Optimization and Voyage Separation Requirements
(Master thesis, 2018)This thesis studies the fleet deployment problem within the liner shipping segment of the shipping industry. A shipping company has a predefined set of intercontinental trade routes, and serves numerous voyages on each ... -
Modelling clubs' financial investment in association football players
(Master thesis, 2015)Previous attempts at modelling players' value to association football clubs have to a large extent been occupied with average market behaviour, while specific clubs' situations have been afforded less attention. In this ... -
Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models
(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 ... -
Modelling electric and heat load profiles of non-residential buildings for use in long-term aggregate load forecasts
(Journal article; Peer reviewed, 2019)Long-term forecasts of the aggregate electric load profile are crucial for grid investment decisions and energy system planning. With current developments in energy efficiency of new and renovated buildings, and the coupling ...