| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of implied and realized volatility in the Nordic power forward market |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
63 |
| Asymmetric volatility in equity markets around the world |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
50 |
| Bayesian change point analysis of Bitcoin returns |
0 |
1 |
1 |
32 |
0 |
6 |
9 |
111 |
| Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? |
3 |
3 |
10 |
64 |
5 |
14 |
37 |
245 |
| Can policy and financial risk predict stock markets? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
| Central bank announcements and realized volatility of stock markets in G7 countries |
0 |
0 |
2 |
18 |
0 |
0 |
4 |
78 |
| Characteristics of Norwegian Rights Issues |
0 |
0 |
2 |
10 |
0 |
4 |
8 |
145 |
| Connectedness of energy markets around the world during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
1 |
2 |
2 |
15 |
| Crude oil: Does the futures price predict the spot price? |
1 |
1 |
4 |
15 |
1 |
2 |
12 |
43 |
| Determinants of oil and gas investments on the Norwegian Continental Shelf |
0 |
1 |
1 |
11 |
0 |
1 |
2 |
52 |
| Determinants of the Forward Premium in the Nord Pool Electricity Market |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
28 |
| Do political risks harm development of oil fields? |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
30 |
| Economic policies and their effects on financial market |
0 |
1 |
2 |
17 |
0 |
1 |
2 |
26 |
| Electricity consumption modelling: A case of Germany |
0 |
1 |
3 |
35 |
0 |
1 |
5 |
147 |
| Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
35 |
| Fear of the coronavirus and the stock markets |
0 |
0 |
0 |
15 |
2 |
3 |
7 |
93 |
| Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland |
0 |
0 |
0 |
22 |
0 |
2 |
6 |
124 |
| Forecasting volatility of Bitcoin |
0 |
1 |
3 |
21 |
0 |
3 |
14 |
112 |
| Forecasting volatility of the U.S. oil market |
0 |
0 |
3 |
56 |
0 |
0 |
7 |
194 |
| Google searches and stock market activity: Evidence from Norway |
0 |
1 |
5 |
96 |
1 |
4 |
13 |
321 |
| Google searches and stock returns |
1 |
2 |
9 |
166 |
4 |
8 |
33 |
453 |
| Green electricity investment timing in practice: Real options or net present value? |
0 |
0 |
1 |
12 |
1 |
1 |
2 |
55 |
| High-low range in GARCH models of stock return volatility |
0 |
0 |
1 |
5 |
0 |
1 |
8 |
44 |
| Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin |
0 |
0 |
4 |
37 |
7 |
9 |
21 |
166 |
| Impact of wind and solar production on electricity prices: Quantile regression approach |
0 |
2 |
2 |
3 |
0 |
4 |
6 |
11 |
| Implied volatility index for the Norwegian equity market |
0 |
0 |
0 |
23 |
1 |
1 |
4 |
116 |
| Long‐term dynamics of the VIX index and its tradable counterpart VXX |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
26 |
| Oil market volatility and stock market volatility |
0 |
1 |
4 |
22 |
1 |
2 |
7 |
73 |
| On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? |
3 |
18 |
49 |
429 |
25 |
73 |
178 |
1,277 |
| Price discovery on Bitcoin exchanges |
1 |
2 |
6 |
280 |
1 |
3 |
24 |
750 |
| Properties of range-based volatility estimators |
0 |
0 |
1 |
34 |
0 |
1 |
4 |
155 |
| Range-based DCC models for covariance and value-at-risk forecasting |
0 |
2 |
2 |
13 |
1 |
3 |
5 |
50 |
| Residual electricity demand: An empirical investigation |
2 |
2 |
11 |
17 |
6 |
16 |
65 |
120 |
| SEO cost differences between Europe and the US |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
43 |
| Stock market oscillations during the corona crash: The role of fear and uncertainty |
0 |
0 |
1 |
28 |
0 |
0 |
3 |
69 |
| Stock market volatility forecasting: Do we need high-frequency data? |
0 |
0 |
3 |
31 |
2 |
4 |
12 |
94 |
| Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
| The Forward Premium in the Nord Pool Power Market |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
11 |
| The effect of non-trading days on volatility forecasts in equity markets |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
44 |
| The use of real option theory in Scandinavia's largest companies |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
87 |
| Understanding risk of bubbles in cryptocurrencies |
0 |
0 |
1 |
20 |
0 |
1 |
5 |
103 |
| Uniform price auctions with profit maximizing seller |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
103 |
| VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
38 |
| Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
67 |
| Volatility forecasting of strategically linked commodity ETFs: gold-silver |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
18 |
| What can explain the price, volatility and trading volume of Bitcoin? |
1 |
3 |
17 |
136 |
3 |
12 |
61 |
532 |
| What daily data can tell us about mutual funds: Evidence from Norway |
0 |
0 |
1 |
14 |
0 |
2 |
4 |
110 |
| Total Journal Articles |
12 |
42 |
152 |
1,806 |
62 |
186 |
596 |
6,570 |
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