Blar i Handelshøyskolen BI på tidsskrift "Economic Modelling"
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Are low frequency macroeconomic variables important for high frequency electricity prices?
(Peer reviewed; Journal article, 2023)Recent research finds that forecasting electricity prices is very relevant. In many applications, it might be interesting to predict daily electricity prices by using their own lags or renewable energy sources. However, ... -
Returns, Volatility and the Cryptocurrency Bubble of 2017-18
(Journal article; Peer reviewed, 2021)Research on cryptocurrencies has focused on price and volatility formation in isolation, however knowledge about their interdependence is important for risk management and asset allocation. We investigate the existence and ...