| 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 |
3 |
6 |
7 |
70 |
| Asymmetric volatility in equity markets around the world |
0 |
0 |
0 |
8 |
3 |
5 |
7 |
57 |
| Bayesian change point analysis of Bitcoin returns |
0 |
0 |
2 |
33 |
2 |
6 |
14 |
119 |
| Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? |
0 |
1 |
11 |
69 |
5 |
12 |
45 |
271 |
| Can policy and financial risk predict stock markets? |
0 |
0 |
1 |
6 |
4 |
5 |
8 |
40 |
| Central bank announcements and realized volatility of stock markets in G7 countries |
0 |
3 |
5 |
22 |
3 |
9 |
23 |
99 |
| Characteristics of Norwegian Rights Issues |
0 |
0 |
1 |
11 |
1 |
1 |
11 |
152 |
| Connectedness of energy markets around the world during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
2 |
5 |
7 |
20 |
| Crude oil: Does the futures price predict the spot price? |
0 |
2 |
5 |
18 |
1 |
8 |
12 |
52 |
| Determinants of oil and gas investments on the Norwegian Continental Shelf |
0 |
0 |
1 |
11 |
0 |
2 |
4 |
54 |
| Determinants of the Forward Premium in the Nord Pool Electricity Market |
0 |
0 |
0 |
8 |
1 |
2 |
2 |
30 |
| Do political risks harm development of oil fields? |
0 |
0 |
1 |
6 |
5 |
6 |
14 |
43 |
| Economic policies and their effects on financial market |
0 |
0 |
1 |
17 |
2 |
4 |
5 |
30 |
| Electricity consumption modelling: A case of Germany |
0 |
0 |
1 |
35 |
3 |
5 |
11 |
155 |
| Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
36 |
| Fear of the coronavirus and the stock markets |
0 |
0 |
0 |
15 |
0 |
0 |
7 |
95 |
| Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland |
1 |
2 |
4 |
26 |
3 |
8 |
24 |
146 |
| Forecasting volatility of Bitcoin |
0 |
0 |
8 |
28 |
16 |
22 |
45 |
153 |
| Forecasting volatility of the U.S. oil market |
0 |
0 |
0 |
56 |
4 |
5 |
8 |
202 |
| Google searches and stock market activity: Evidence from Norway |
0 |
2 |
6 |
101 |
2 |
14 |
29 |
346 |
| Google searches and stock returns |
1 |
6 |
15 |
178 |
7 |
16 |
41 |
485 |
| Green electricity investment timing in practice: Real options or net present value? |
0 |
1 |
1 |
13 |
6 |
9 |
10 |
64 |
| High-low range in GARCH models of stock return volatility |
0 |
0 |
1 |
6 |
2 |
3 |
9 |
52 |
| Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin |
1 |
3 |
7 |
44 |
4 |
21 |
53 |
210 |
| Impact of wind and solar production on electricity prices: Quantile regression approach |
0 |
1 |
3 |
4 |
2 |
4 |
10 |
17 |
| Implied volatility index for the Norwegian equity market |
0 |
0 |
0 |
23 |
2 |
3 |
4 |
119 |
| Long‐term dynamics of the VIX index and its tradable counterpart VXX |
0 |
0 |
0 |
3 |
3 |
5 |
5 |
31 |
| Oil market volatility and stock market volatility |
0 |
1 |
2 |
23 |
1 |
3 |
6 |
77 |
| On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? |
3 |
14 |
54 |
462 |
23 |
69 |
257 |
1,450 |
| Price discovery on Bitcoin exchanges |
0 |
4 |
10 |
287 |
3 |
11 |
22 |
766 |
| Properties of range-based volatility estimators |
0 |
0 |
0 |
34 |
2 |
6 |
10 |
164 |
| Range-based DCC models for covariance and value-at-risk forecasting |
0 |
0 |
4 |
15 |
1 |
3 |
9 |
56 |
| Residual electricity demand: An empirical investigation |
1 |
1 |
5 |
20 |
9 |
11 |
44 |
140 |
| SEO cost differences between Europe and the US |
0 |
0 |
0 |
5 |
2 |
3 |
3 |
46 |
| Stock market oscillations during the corona crash: The role of fear and uncertainty |
0 |
0 |
1 |
28 |
1 |
6 |
10 |
77 |
| Stock market volatility forecasting: Do we need high-frequency data? |
0 |
2 |
6 |
37 |
1 |
6 |
27 |
117 |
| Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
13 |
| The Forward Premium in the Nord Pool Power Market |
0 |
0 |
1 |
5 |
1 |
3 |
6 |
17 |
| The effect of non-trading days on volatility forecasts in equity markets |
0 |
0 |
0 |
7 |
0 |
0 |
5 |
48 |
| The use of real option theory in Scandinavia's largest companies |
0 |
0 |
0 |
16 |
0 |
2 |
6 |
93 |
| Understanding risk of bubbles in cryptocurrencies |
0 |
0 |
1 |
21 |
0 |
2 |
8 |
110 |
| Uniform price auctions with profit maximizing seller |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
103 |
| VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy |
0 |
0 |
0 |
21 |
2 |
3 |
4 |
42 |
| Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? |
0 |
0 |
0 |
4 |
1 |
2 |
5 |
72 |
| Volatility forecasting of strategically linked commodity ETFs: gold-silver |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
21 |
| What can explain the price, volatility and trading volume of Bitcoin? |
2 |
3 |
11 |
144 |
14 |
42 |
74 |
593 |
| What daily data can tell us about mutual funds: Evidence from Norway |
0 |
0 |
1 |
15 |
0 |
4 |
8 |
116 |
| Total Journal Articles |
9 |
46 |
170 |
1,923 |
149 |
367 |
926 |
7,269 |
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