Blar i Fakultet for økonomi (ØK) på tidsskrift "Journal of Commodity Markets"

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    • Investment in mutually exclusive transmission projects under policy uncertainty 

      Bakke, Ida; Fleten, Stein-Erik; Hagfors, Lars Ivar; Hagspiel, Verena; Norheim, Beate (Journal article; Peer reviewed, 2016)
      In this paper we evaluate mutually exclusive transmission projects under policy and economic uncertainty. The alternatives being considered are transmission investment projects between Norway and Germany, and Norway and ...

    • Modeling the multivariate dynamic dependence structure of commodity futures portfolios 

      Aepli, Matthias, D.; Füss, Roland; Henriksen, Tom Erik Sønsteng; Paraschiv, Florentina (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 ...

    • Oil–gas price relationships on three continents: Disruptions and equilibria 

      Halser, Christoph; Paraschiv, Florentina; Russo, Marianna (Peer reviewed; Journal article, 2023)
      In this paper, we revisit traditional gas pricing formulas and show the ever-changing relationships between natural gas and oil prices in Europe, the United States, and Japan between 2009 and 2021. The results suggest a ...

    • Optimal hedging strategies for salmon producers 

      Schütz, Peter; Westgaard, Sjur (Journal article; Peer reviewed, 2018)
      We study the optimal hedging decisions for a risk-averse salmon producer. The hedging decisions are determined using a multistage stochastic programming model. The objective is to maximize the weighted sum of expected ...