Gudbrand Lien

Norwegian Agricultural Economics Research Institute

PO Box 8024 Dep.

NO-0030 Oslo

Norway

SCHOLARLY PAPERS

9

DOWNLOADS

432

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

Salmon futures and the Fish Pool market in the context of the CAPM and the Fama & French Three-Factor Model

Number of pages: 19 Posted: 23 Feb 2015 Last Revised: 14 May 2020
University of Glasgow, affiliation not provided to SSRN, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, University of Glasgow - Adam Smith Business School and Lillehammer University College
Downloads 168 (204,561)
Citation 4

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Futures Markets; Aquaculture; CAPM

2.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

Number of pages: 11 Posted: 14 Apr 2020
University of Glasgow, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, Lillehammer University College and Peking University
Downloads 135 (243,625)

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Power Markets, Futures, Arbitrage, CAPM

3.

Proxy Variable Estimation of Multi-Product Production Functions

Number of pages: 37 Posted: 06 Nov 2017 Last Revised: 30 Jul 2020
Emir Malikov and Gudbrand Lien
University of Nevada, Las Vegas and Norwegian Agricultural Economics Research Institute
Downloads 104 (294,638)

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multiple outputs, production function, proxy variable, control function, structural identification, endogeneity, sieve estimation, dairy

4.

Stochastic Efficiency Analysis with Risk Aversion Bounds: A Simplified Approach

Number of pages: 18 Posted: 12 Jul 2004
University of New England (Australia) - Faculty of The Professions, Texas A&M University - Department of Agricultural Economics, Norwegian Agricultural Economics Research Institute and Texas A&M University - Department of Agricultural Economics
Downloads 23 (572,781)
Citation 1
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5.

Stochastic Efficiency Analysis with Risk Aversion Bounds: A Comment

Australian Journal of Agricultural and Resource Economics, Vol. 54, Issue 3, pp. 379-383, July 2010
Number of pages: 5 Posted: 28 Jul 2010
J. Brian Hardaker and Gudbrand Lien
University of New England (Australia) - Faculty of The Professions and Norwegian Agricultural Economics Research Institute
Downloads 2 (723,824)
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6.

Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options

American Journal of Agricultural Economics, Vol. 86, Issue 4, pp. 1018-1031, 2004
Number of pages: 14 Posted: 21 Apr 2020
Steen Koekebakker and Gudbrand Lien
School of Business and Law at the University of Agder and Norwegian Agricultural Economics Research Institute
Downloads 0 (753,933)
Citation 1
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agricultural markets, futures, jump‐diffusion, option pricing, time‐dependent volatility

7.

Management and Risk Characteristics of Part-Time and Full-Time Farmers in Norway

Review of Agricultural Economics, Vol. 28, No. 1, pp. 111-131, March 2006
Posted: 16 Feb 2007
Norwegian Agricultural Economics Research Institute, Norwegian Agricultural Economics Research Institute (NILF), affiliation not provided to SSRN, affiliation not provided to SSRN, Norsk institutt for landbruksøkonomisk forskning (NILF) and affiliation not provided to SSRN

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8.

Volatility and Price Jumps in Agricultural Futures Prices - Evidence from Wheat Options

Posted: 08 Oct 2004
Gudbrand Lien and Steen Koekebakker
Norwegian Agricultural Economics Research Institute and School of Business and Law at the University of Agder

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9.

Whole-Farm Planning Under Uncertainty: Impacts of Subsidy Scheme and Utility Function on Portfolio Choice in Norwegian Agriculture

Posted: 21 May 2001
Gudbrand Lien and J. Brian Hardaker
Norwegian Agricultural Economics Research Institute and University of New England (Australia) - Faculty of The Professions

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discrete stochastic utility-efficient programming, risk aversion, utility function, subsidy schemes, Norwegian agriculture