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Forecasting Volatility of the U.S. Oil Market

Haugom, Erik - 2015

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 interest, daily returns, bid-ask spread and the slope of the futures curve,...

Persistent link: https://www.econbiz.de/10013011882

Economies of scale in Norwegian electricity distribution : a quantile regression approach

Mydland, Ørjan; Haugom, Erik; Lien, Gudbrand - In: Applied economics 50 (2018) 40, pp. 4360-4372

Persistent link: https://www.econbiz.de/10012060853

Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis

Mohanty, Sunil; Frydenberg, Stein; Osmundsen, Petter; … - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 715-746

Persistent link: https://www.econbiz.de/10013549101

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil

Chen, Jilong; Ewald, Christian; Ouyang, Ruolan; … - In: Financial modeling and risk management of energy and …, (pp. 29-46). 2022

Persistent link: https://www.econbiz.de/10013349908

Estimating value-at-risk using quantile regression and implied volatilities

Lange, Petter Eilif de; Risstad, Morten; Westgaard, Sjur - In: The journal of risk model validation 16 (2022) 1, pp. 53-76

Persistent link: https://www.econbiz.de/10014540547

Production risk in multi-output industries : estimates from Norwegian dairy farms

Tveteras, Ragnar; Flaten, Ola; Lien, Gudbrand - In: Applied economics 43 (2011) 28/30, pp. 4403-4414

Persistent link: https://www.econbiz.de/10009388129

Productivity and profitability decomposition : a parametric distance function approach

Kumbhakar, Subal; Lien, Gudbrand - In: Acta agriculturae Scandinavica / C : an official … 6 (2009) 3/4, pp. 143-155

Persistent link: https://www.econbiz.de/10008811058

A new method for estimating market power with an application to Norwegian sawmilling

Kumbhakar, Subal; Baardsen, Sjur; Lien, Gudbrand - In: Review of industrial organization : RIO 40 (2012) 2, pp. 109-129

Persistent link: https://www.econbiz.de/10009529584

Technical efficiency in competing panel data models : a study of Norwegian grain farming

Kumbhakar, Subal; Lien, Gudbrand; Hardaker, John B. - In: Journal of productivity analysis 41 (2014) 2, pp. 321-337

Persistent link: https://www.econbiz.de/10010478281

Productivity and performance of Finnish and Norwegian dairy farms : does EU membership matter?

Sipiläinen, Timo; Lien, Gudbrand; Kumbhakar, Subal; … - 2011 - Preliminary version

Dairy production has long been the most important production line in Finnish and Norwegian agriculture. Prior to Finland joining the EU, farm structure as well as national agricultural policy was very similar in the two countries. In this paper, we explore development and differences in...

Persistent link: https://www.econbiz.de/10011540906