| 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 |
6 |
18 |
81 |
| Asymmetric volatility in equity markets around the world |
0 |
1 |
2 |
10 |
1 |
7 |
29 |
79 |
| Bayesian change point analysis of Bitcoin returns |
0 |
0 |
1 |
33 |
2 |
8 |
22 |
133 |
| Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? |
0 |
1 |
4 |
71 |
4 |
12 |
49 |
298 |
| Can policy and financial risk predict stock markets? |
0 |
0 |
0 |
6 |
0 |
1 |
13 |
46 |
| Central bank announcements and realized volatility of stock markets in G7 countries |
0 |
1 |
7 |
25 |
2 |
8 |
37 |
117 |
| Characteristics of Norwegian Rights Issues |
0 |
0 |
0 |
11 |
0 |
3 |
12 |
158 |
| Connectedness of energy markets around the world during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
1 |
5 |
21 |
36 |
| Crude oil: Does the futures price predict the spot price? |
0 |
0 |
3 |
18 |
0 |
10 |
26 |
69 |
| Determinants of oil and gas investments on the Norwegian Continental Shelf |
0 |
1 |
1 |
12 |
1 |
5 |
12 |
64 |
| Determinants of the Forward Premium in the Nord Pool Electricity Market |
0 |
0 |
0 |
8 |
0 |
4 |
10 |
38 |
| Do political risks harm development of oil fields? |
0 |
0 |
1 |
6 |
1 |
6 |
20 |
50 |
| Economic policies and their effects on financial market |
0 |
0 |
0 |
17 |
0 |
1 |
7 |
33 |
| Electricity consumption modelling: A case of Germany |
0 |
0 |
0 |
35 |
2 |
5 |
15 |
162 |
| Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds |
0 |
0 |
0 |
4 |
2 |
17 |
26 |
61 |
| Fear of the coronavirus and the stock markets |
0 |
0 |
0 |
15 |
2 |
9 |
15 |
109 |
| Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland |
0 |
1 |
4 |
27 |
3 |
18 |
41 |
167 |
| Forecasting volatility of Bitcoin |
1 |
2 |
14 |
35 |
8 |
26 |
88 |
202 |
| Forecasting volatility of the U.S. oil market |
0 |
0 |
0 |
56 |
0 |
8 |
25 |
220 |
| Google searches and stock market activity: Evidence from Norway |
1 |
4 |
9 |
106 |
1 |
6 |
35 |
357 |
| Google searches and stock returns |
0 |
8 |
19 |
186 |
5 |
25 |
71 |
529 |
| Green electricity investment timing in practice: Real options or net present value? |
1 |
1 |
2 |
14 |
1 |
5 |
35 |
90 |
| High-low range in GARCH models of stock return volatility |
0 |
0 |
0 |
6 |
1 |
8 |
21 |
66 |
| Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin |
1 |
2 |
14 |
51 |
3 |
19 |
69 |
240 |
| Impact of wind and solar production on electricity prices: Quantile regression approach |
0 |
0 |
1 |
4 |
1 |
1 |
11 |
22 |
| Implied volatility index for the Norwegian equity market |
0 |
0 |
0 |
23 |
2 |
6 |
13 |
129 |
| Long‐term dynamics of the VIX index and its tradable counterpart VXX |
0 |
0 |
0 |
3 |
1 |
7 |
17 |
43 |
| Oil market volatility and stock market volatility |
0 |
0 |
1 |
23 |
0 |
3 |
8 |
82 |
| On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? |
12 |
25 |
59 |
494 |
35 |
100 |
290 |
1,588 |
| Price discovery on Bitcoin exchanges |
0 |
1 |
9 |
291 |
0 |
5 |
39 |
791 |
| Properties of range-based volatility estimators |
0 |
0 |
0 |
34 |
5 |
8 |
23 |
179 |
| Range-based DCC models for covariance and value-at-risk forecasting |
0 |
0 |
3 |
16 |
0 |
0 |
18 |
68 |
| Residual electricity demand: An empirical investigation |
0 |
0 |
2 |
20 |
2 |
7 |
30 |
151 |
| SEO cost differences between Europe and the US |
0 |
0 |
0 |
5 |
0 |
1 |
12 |
55 |
| Stock market oscillations during the corona crash: The role of fear and uncertainty |
0 |
0 |
0 |
28 |
1 |
2 |
14 |
83 |
| Stock market volatility forecasting: Do we need high-frequency data? |
1 |
1 |
6 |
39 |
2 |
11 |
41 |
138 |
| Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
19 |
| The Forward Premium in the Nord Pool Power Market |
0 |
0 |
3 |
7 |
0 |
3 |
17 |
28 |
| The effect of non-trading days on volatility forecasts in equity markets |
0 |
0 |
1 |
8 |
0 |
1 |
6 |
51 |
| The use of real option theory in Scandinavia's largest companies |
0 |
0 |
0 |
16 |
1 |
2 |
10 |
98 |
| Understanding risk of bubbles in cryptocurrencies |
0 |
0 |
2 |
22 |
0 |
1 |
15 |
118 |
| Uniform price auctions with profit maximizing seller |
0 |
0 |
0 |
19 |
4 |
6 |
11 |
114 |
| VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy |
0 |
0 |
0 |
21 |
0 |
3 |
19 |
57 |
| Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? |
0 |
0 |
0 |
4 |
2 |
9 |
19 |
87 |
| Volatility forecasting of strategically linked commodity ETFs: gold-silver |
0 |
0 |
0 |
1 |
1 |
8 |
16 |
35 |
| What can explain the price, volatility and trading volume of Bitcoin? |
1 |
6 |
17 |
154 |
3 |
19 |
91 |
630 |
| What daily data can tell us about mutual funds: Evidence from Norway |
0 |
0 |
1 |
15 |
1 |
5 |
16 |
126 |
| Total Journal Articles |
18 |
55 |
186 |
2,013 |
101 |
432 |
1,461 |
8,097 |
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