Browsing Fakultet for økonomi (ØK) by Journals "Journal of Emerging Market Finance"
Now showing items 1-2 of 2
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How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets
(Journal article; Peer reviewed, 2019)Political risk is expected to increase due to emerging markets’ increasing influence on the world economy. We identify legal, tension, conflict and policy as underlying dimensions through principal component analysis by ... -
Projecting and Forecasting Stochastic Volatility Characteristics for the Nasdaq OMX Nordic/Baltic Financial Electricity Markets
(Journal article, 2021)This paper builds, implements and interprets multifactor stochastic volatility models for the Nordic/Baltic electricity markets. The main objective is step ahead volatility projections followed by volatility forecasts and ...