Browsing NHH Brage by Title
Now showing items 983-1002 of 8244
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Closed form spread option valuation
(Discussion paper, Working paper, 2006-10)This paper considers the valuation of a spread call when asset prices are lognormal. The implicit strategy of the Kirk formula is to exercise if the price of the long asset exceeds a given power function of the price of ... -
Closed form valuation of American options
(Discussion paper, Working paper, 2002)This paper presents a simple and intuitive approximation of the American call and put value. The approximation generalizes the Bjerksund-Stensland model by dividing time to maturity into two periods, each with a flat early ... -
Co-Creation and Green Trust : Exploring the effects of co-creation on green trust and its implications for sustainable business model development
(Master thesis, 2021)Environmental sustainability is gaining rising attention, and for good reason. Consumers have realized the growing need for change and are now increasing their expectations towards companies’ sustainability efforts. As a ... -
Co-creation in the media industry
(Master thesis, 2016)In this master thesis, we develop a theoretical model for the examination of the effect of cocreation on the products perception in the media industry. The media industry is changing fast and companies have to constantly ... -
Co-location, good, bad or both: How does new entry of discount variety store affect local grocery business?
(SAM DP;17/2021, Working paper, 2021)We analyze 69 entries and relocations by the Norwegian discount variety chain Europris during the period 2016 to 2019. We measure how its location choices affect local grocery stores’ performance, using a diff-in-diff ... -
Co-moments of truth : is the pricing of higher-order co-moments robust across portfolio sorting methodologies?
(Master thesis, 2018)The discovery rate of pricing factors has increased substantially in the last decades. Whereas the number of factors discovered was about one per annum in the period 1980 – 1991, it has risen to about 18 per year in the ... -
Co-operatives and competition in local coffee markets: The case of Chiapas, Mexico
(Doctoral thesis, 2010)Every year more than 6 million tons of coffee is produced in different parts of the world, mainly in developing countries in Africa, Asia and Latin America. Because there is little scope for economies of scale in coffee ... -
CO2 intensity and GDP per capita
(Discussion paper;16/18, Working paper, 2018-12-12)The relationship between CO2 intensity and GDP per capita is studied. Most rich countries show falling CO2 intensity over time and a negative correlation with GDP per capita. Many poor and medium rich countries show the ... -
CO2-kvotenes innvirkning på den nordiske kraftprisen
(Master thesis, 2006-06-08)Denne oppgaven tar for seg sammenhengen mellom det europeiske markedet for utslippskvoter og det nordiske elektrisitetsmarkedet. Først blir kvotemarkedet inngående beskrevet. Jeg tar for meg bakgrunnen, regelverket, ... -
Coachende ledelse og prestasjonskultur : hva er en coachende leder og hvordan kan en coachende leder påvirke kunnskapsdelingen i kunnskapsintensive bedrifter?
(Master thesis, 2013)Denne masteroppgaven har til hensikt å gi større innsikt i coachende ledelse og hvordan det kan påvirke prestasjonskulturen i organisasjoner med hovedfokus på kunnskapsdeling. Temaet kunnskapsledelse behandles også siden ... -
Coal transport demand in Western Europe and Japan : impacts of energy market liberalisation and climate policy
(Working Paper, Working paper, 2005-12)Europe and Japan are among the main importers of coal. Climate policies following the Kyoto agreement are creating pressure to substitute away from coal and turn to less emission intensive energy sources. At the same time, ... -
Coal-to-gas switching in the power sector in Germany and the UK : assessment of key drivers and projection of future scenarios based on the EU ETS reforms
(Master thesis, 2018)The power sector represents 30% of total greenhouse gas (GHG) emissions in the European Union (EU). Market concentration and use of available technologies combined with a carbon price could trigger drastic GHG emission ... -
Coalition formation with externalities : the case of the Northeast Atlantic mackerel fishery in a pre and post brexit context
(Working paper;2017:12, Working paper, 2017-10)In this paper we apply the so-called partition function approach to study coalition formation in the North-east Atlantic mackerel fishery in the presence of externalities. Atlantic mackerel is mainly exploited by the ... -
Coalition Formation with Externalities: The Case of the Northeast Atlantic Mackerel Fishery in a Pre and Post Brexit Context
(Discussion paper;11/17, Working paper, 2017-10-18)In this paper we apply the so-called partition function approach to study coalition formation in the North-east Atlantic mackerel fishery in the presence of externalities. Atlantic mackerel is mainly exploited by the ... -
Cod farming at the intersection of fisheries and aquaculture
(Working paper, Working paper; Working paper, 2000-12)Over the past three decades, the powerful combination of capital, research, and promising prospects has propelled salmon aquaculture to a mature, billion dollar, worldwide industry. Aquaculture entrepreneurs now search for ... -
Code Red For Stock Markets? An Empirical Analysis of the Norwegian Stock Market Reactions to Reports by the Intergovernmental Panel on Climate Change
(Master thesis, 2021)To raise awareness of the financial implications of reports published by the Intergovernmental Panel on Climate Change, this thesis examines the Norwegian stock market reactions surrounding these publications. In addition, ... -
Cointegrated energy : can energy company shares be used to create error correction model forecasts for the oil price? : if so, are there certain sectors within the industry that produce better forecasts?
(Master thesis, 2006)Oil company shares are closely related to the oil price. This paper examines if this relationship is strong enough to conclude that the historical spot prices for oil are cointegrated with individual oil company share ... -
Collaborating as a growing hybrid team : An exploratory case study of an expanding R&D team navigating a hybrid work setting
(Master thesis, 2023)Hybrid work settings and hybrid teams are increasingly common and already a reality in many modern professional environments. The adoption of constant, professional hybrid teams has outpaced the knowledge on such teams ... -
Collaboration for sustainability : a qualitative study of the objectives, enablers and barriers for collaborations entered with regard to sustainability
(Master thesis, 2020)There are 17 Sustainable Development Goals set to be achieved by 2030, and business collaboration is emphasized as important in achieving these goals. Business actors are encouraged to collaborate and they themselves ...