Gudbrand Lien

Lillehammer University College

Professor

Lillehammer , 2624

Norway

SCHOLARLY PAPERS

2

DOWNLOADS

138

CITATIONS

0

Scholarly Papers (2)

Estimating and Evaluating Value-at-Risk forecasts based on Realized Variance: Empirical Evidence from ICE Brent Crude Oil Futures

Number of pages: 32 Posted: 31 Aug 2012 Last Revised: 18 Feb 2013
Lillehammer University College, Independent, Lillehammer University College and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 114 (206,895)

Abstract:

High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot

Estimating and Evaluating Value‐at‐Risk Forecasts Based on Realized Variance: Empirical Evidence from ICE Brent Crude Oil Futures

OPEC Energy Review, Vol. 38, Issue 4, pp. 373-397, 2014
Number of pages: 25 Posted: 30 Dec 2014
Lillehammer University College, Independent, Lillehammer University College and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
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Abstract:

2.

Productivity Development for Norwegian Electricity Distribution Companies 2004-2013

NHH Dept. of Business and Management Science Discussion Paper No. 2015/27
Number of pages: 24 Posted: 08 Oct 2015
Independent, Norwegian School of Economics (NHH) - Department of Business and Management Science, Lillehammer University College and Norwegian School of Economics (NHH) - Department of Business and Management Science
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Abstract:

Productivity development, DEA, SFA, StoNED