Blar i Publikasjoner fra CRIStin - BI på tidsskrift "Energy Economics"
Viser treff 1-4 av 4
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Equation-by-equation estimation of multivariate periodic electricity price volatility
(Journal article, 2018)Electricity prices are characterised by strong autoregressive persistence, periodicity (e.g. intraday, day-of-the week and month-of-the-year effects), large spikes or jumps, GARCH and – as evidenced by recent findings – ... -
Forecasting energy commodity prices: A large global dataset sparse approach
(Journal article; Peer reviewed, 2021)This paper focuses on forecasting quarterly nominal global energy prices of commodities, such as oil, gas and coal, using the Global VAR dataset proposed by Mohaddes and Raissi (2018). This dataset includes a number of ... -
Modeling the response to exogenous shocks: The capital uplift rate in petroleum taxation
(Journal article; Peer reviewed, 2018)We show how a recent drop in the Norwegian capital uplift rate by two percentage points changes optimal field design and reduces field value for shareholders. Although optimal design changes considerably and value drops ... -
OPECs Market Power: An Empirical Dominant Firm Model for the Oil Market
(Journal article; Peer reviewed, 2018)We estimate a dominant firm-competitive fringe model for the crude oil market using quarterly data on oil prices for the 1986–2016 period. The estimated structural parameters have the expected signs and are significant. ...