Blar i Fakultet for økonomi (ØK) på tittel
Viser treff 3918-3937 av 6439
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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 ... -
Modelling EURNOK Returns using Genetic Programming Symbolic Regression
(Master thesis, 2023)Denne masteroppgaven undersøker ikke-lineære sammenhenger mellom den norske kronen og makroøkonomiske faktorer for å bedre forstå bevegelser i kronekursen. Genetic Programming Symbolic Regression (GPSR) brukes til å utvikle ... -
Modelling Inflation in the Euro Area
(Working Paper Series, 1503-299X; 2004:6, Research report, 2004)The paper presents an incomplete competition model (ICM), where inflation is determined jointly with unit labour cost growth. The ICM is estimated on data for the Euro area and evaluated against existing models, i.e. the ... -
Modelling Liquidity in the Nordic Electricity Market
(Master thesis, 2020)Denne avhandlingen presenterer en modell som predikerer dynamikken i spredningen mellom kjøperkurs og selgerkurs for det nordiske kraftmarkedet. I tillegg gjennomføres det en detaljert empirisk analyse av likviditet i det ... -
Modelling of commodity prices: Dynamics and risk premiums
(Doktoravhandlinger ved NTNU, 1503-8181; 2013:233, Doctoral thesis, 2013) -
Modelling of indoor air quality in residential and commercial buildings
(Dr. ingeniøravhandling, 0809-103X; 2000:75, Doctoral thesis, 2000) -
Modelling Off-Ball Decision Making in Swedish Top Division Football
(Master thesis, 2020)Den publiserte analytiske forskningen innen fotball er voksende, men fortsatt finnes flere interessante aspekter ved idretten som ikke er belyst gjennom akademisk forskning. Denne masteroppgaven søker å supplementere ... -
Modelling Stock Returns and Risk Management in the Shipping Industry
(Peer reviewed; Journal article, 2021)We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and ... -
Modelling the energy transition: A nexus of energy system and economic models
(Journal article; Peer reviewed, 2018)Climate change induced policies impose wide-ranging implications throughout the whole energy system and influence various sectors of the economy. To analyse different decarbonization pathways for the energy system, existing ... -
Modelling the Return Distribution of Rare Earth Element Stocks using Quantile Regression
(Master thesis, 2017)In this article, we model the dependency structure between rare earth industry returns and changes in five macroeconomic risk factors. We utilize the quantile regression methodology which further enables us to calculate ... -
Modelling the return distribution of shipping stocks using quantile regression
(Master thesis, 2016-09-21)This article models the risk profile of shipping stocks using the quantile regression approach. The method enables calculation and stress testing of Value-at-Risk (VaR) directly from the estimated conditional quantiles. ... -
Modelling the financial contribution of soccer players to their clubs
(Journal article; Peer reviewed, 2018)This paper presents a framework for evaluating the financial consequences of player transfers as seen from a club’s perspective. To this end, an objective player rating model is designed based on players’ contribution towards ... -
Modelling TSO-DSO coordination: The value of distributed flexible resources to the power system
(Chapter, 2019)The interaction between the transmission and distribution system operators is mainly based on a unidirectional flow of information (transmission-to-distribution system operators). The resources in the distribution systems ... -
Modelling volatility in financial electricity contracts
(Master thesis, 2020)Når finansmarkedene priser en opsjon, er det eneste ukjente parametere den fremtidige volatiliteten til det underliggende verdipapiret. Prisen til et verdipapir svinger relativt sakte når markedsforholdene er rolige, og ... -
Modelling Wages and Prices in Australia
(Working Paper Series, 1503-299X; 2002:12, Research report, 2002)This paper estimates a simultaneous-equation model of wages and prices for Australia, underpinned by a competing claims framework of imperfect competition. Two separate cointegrating relationships for wages and prices are ...