Browsing Scientific articles by Journals "Energy Economics"
Now showing items 1-7 of 7
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Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers
(Journal article; Peer reviewed, 2021)We analyse whether central banks in small open commodity exporting and importing countries respond to exchange rate movements, taking into consideration that there may be structural changes in parameters and volatility. ... -
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 – ... -
Floating offshore wind and the real options to relocate
(Peer reviewed; Journal article, 2022)Real options to relocate may improve the profitability of the floating offshore wind industry. Location and market switching can contribute to mitigating parts of the cost disadvantage of floating versus fixed-bottom ... -
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 ... -
Nowcasting industrial production using linear and non-linear models of electricity demand
(Peer reviewed; Journal article, 2023)This article proposes different modelling approaches which exploit electricity market data to nowcast industrial production. Our models include linear, mixed-data sampling (MIDAS), Markov-Switching (MS) and MS-MIDAS ... -
On the China factor in the world oil market: A regime switching approach
(Peer reviewed; Journal article, 2021)We investigate the relationship between China's macroeconomic performance and the world oil market over the past two decades. Unlike existing studies, we allow for possible regime changes by utilizing a class of Markov-switching ... -
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. ...