Blar i NHH Brage på forfatter "Kværner, Jens Sørlie"
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The forward-spot spread in the natural gas market : an empirical investigation of Henry Hub and NBP
Falck, Jacob Christopher; Kværner, Jens Sørlie (Master thesis, 2010)This study analyses forward-spot relationships at two of the world’s largest hubs for natural gas (Henry Hub and NBP). We find that spot and forward prices are covariance-stationary. Testing the theory of storage shows ... -
Konsum CAPM og CAPM anomalier: en empirisk studie av det amerikanske aksjemarkedet
Tennebeck, Kristoffer; Torgrimsen, Stian (Master thesis, 2015)Er konsumbeta et bedre mål på systematisk risiko enn markedsbeta? I denne oppgaven sammenligner vi den konsumbaserte kapitalverdimodellen (CCAPM) med kapitalverdimodellen (CAPM) for å vurdere deres evne til å forklare ... -
Optimal bets in oil-related stocks: a quantitative approach
Kongslie, Petter; Nordli, Peder Melsnes (Master thesis, 2015)This thesis examines how implied cost of equity from fundamental valuations affect optimal allocation for a marginal investor, net of costs. We find Black- Litterman long-only restricted portfolio incorporating implied ...