Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
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Tanker shipping, stock returns, fleet size, freight rates
Credit risk, excess spreads, structural model, long time
High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot
Energy policies, sustainable energy, market clearing price, supply curve model
electricity futures prices, prices of fossil fuels, time-varying coefficients, statespace model
electricity, risk premium, forward premium, futures, Nord Pool
futures prices, Nordic power market
Green certificates, Optimal decision rule, Empirical analysis, NIG distribution
EnergyMarkets, Fundamental Analysis, Spikes, EPEX
Quantile Regression, Dynamic Coefficients, Parametric Estimation, Electricity Prices
oil prices, realized volatility, implied volatility, volatility forecasting
Implied volatility, realized volatility, electricity, forwards, options
Capital structure, trade-off theory, pecking order, unlisted companies
Capital Structure; Static Trade-off; Pecking Order; Industry Effects
Hedge Fund, Risk, Returns, Distribution
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