Bla i på forfattere "Andersson, Jonas"
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A likelihood ratio and Markov Chain based method to evaluate density forecasting
Li, Yushu; Andersson, Jonas (Discussion paper;12/14, Working paper, 2014-03)In this paper, we propose a likelihood ratio and Markov chain based method to evaluate density forecasting. This method can jointly evaluate the unconditional forecasted distribution and dependence of the outcomes. This ... -
A maximum entropy approach to the newsvendor problem with partial information
Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan (Discussion paper;2011:14, Working paper, 2011-08)In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance ... -
A maximum entropy approach to the newsvendor problem with partial information
Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan (Journal article; Peer reviewed, 2013)In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance ... -
Analyse av faktorer som påvirker Oslo Børs : en analyse av hvordan utviklingen på Oslo Børs kan forklares av endringer i verdensøkonomi og oljepris
Fosby, Jesper; Dahl, Ole Marius (Master thesis, 2016-09-02)Formålet med oppgaven er å undersøke hvordan endringer i verdensmarkedene og oljeprisen har påvirket Oslo Børs med underliggende sektorer i perioden 1996-2015. Regresjonsresultatene viser at oljeprisen leder Oslo Børs ... -
Electricity Prices, Large-Scale Renewable Integration, and Policy Implications
Kyritsis, Evangelos; Andersson, Jonas; Serletis, Apostolos (Discussion paper;18/16, Working paper, 2016-11-22)This paper investigates the effects of intermittent solar and wind power generation on electricity price formation in Germany. We use daily data from 2010 to 2015, a period with profound modifications in the German electricity ... -
Empirical comparison of time series forecasting strategies : forecasting the Baltic p1a spot price using gradient boosting and different strategies for multi-step time series
Aae, Joachim; Dovran, Anders (Master thesis, 2019)This NHH master thesis researches methodologies for forecasting a financial time series, the Baltic Dry P1A spot price, one week and one month ahead. The methods researched are four different strategies for time series ... -
The historical relation between banking, insurance and economic
Adams, Mike; Andersson, Jonas; Andersson, Lars-Fredrik; Lindmark, Magnus (Discussion paper, Working paper, 2005)We examine empirically the dynamic historical relation between banking, insurance economic (income) growth in Sweden using time-series data from 1830 to 1998. We examine long-run historical trends in the data using ... -
Hva vet vi om dem som skjuler inntekt og formue i skatteparadis?
Andersson, Jonas; Lillestøl, Jostein; Støve, Bård; Schjelderup, Guttorm (Journal article; Peer reviewed, 2013)I denne artikkelen presenteres resultater fra et prosjekt utført for SNF (Samfunns- og Næringslivsforskning) på oppdrag av Skattedirektoratet (SKD). Hensikten med prosjektet var å finne kjennetegn ved personlige skattytere ... -
Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet
Andersson, Jonas; Lillestøl, Jostein; Støve, Bård (Rapport;2012:10, Research report, 2012-09)I denne rapporten presenteres resultatet av et prosjekt utført for Skattedirektoratet (SKD). Hensikten har vært å finne kjennetegn ved personlige skattytere som har unndratt skatt gjennom å skjule formuer og/eller inntekt ... -
Konkursprediksjon med termindata : en empirisk studie av prediksjonsevnen til termindata fra skatteetaten
Sævig, Mats; Vonen, Guri Husom (Master thesis, 2017)I denne oppgaven undersøker vi i hvilken grad termindata fra Skatteetaten kan brukes for å forbedre eksisterende regnskapsbaserte konkursprediksjonsmodeller. Konkursprediksjonsmodeller benyttes blant annet av banker, ... -
Magic formula combined with long/short portfolio optimization
Føleide, Lars (Master thesis, 2016)The Magic Formula is a two factor value investing model, specialized in finding underpriced low risk investment opportunities. This study extends available data until 2015 on the ability for the Magic Formula to rank ... -
Missing in Action? Speed optimization and slow steaming in maritime shipping
Assmann, Lisa; Andersson, Jonas; Eskeland, Gunnar S. (Discussion paper;13/15, Working paper, 2015-03-12)This paper analyzes the claim, made by both academics and by industry insiders, that vessels speed up under conditions of high freight rates and low bunker prices. The rationale for the claim is that a ship should move ... -
Modeling freight markets for coal
Andersson, Jonas; Jörnsten, Kurt; Strandenes, Siri Pettersen; Ubøe, Jan (Discussion paper, Working paper, 2008-12)In this paper we study bulk shipping of coal between the central regions in the world. We compare the performance of cost-minimizing models with a gravity model approach. The main nding in the paper is that cost minimizing ... -
Modeling Freight Markets for Coal
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Strandenes, Siri Pettersen (Journal article; Peer reviewed, 2009)In this paper we study bulk shipping of coal between the central regions in the world. We compare the performance of cost-minimizing models with a gravity model approach. The main finding in the paper is that cost minimizing ... -
On the Distributional Assumptions in the StoNED model
Cheng, Xiaomei; Andersson, Jonas; Bjørndal, Endre (Discussion paper;24/15, Working paper, 2015-09-17)In a recent paper Johnson and Kuosmanen (2011) propose a new, semi-parametric, general cost-frontier model, the stochastic nonparametric envelopment of data (StoNED). The model is semi-parametric in the sense that the ... -
On the estimation of correlations for irregularly spaced time series
Andersson, Jonas (Discussion paper, Working paper, 2007-06)In this paper, the problem of calculating covariances and correlations between time series which are observed irregularly and at different points in time, is treated. The problem of dependence between the time stamp process ... -
Prisdiskriminering i den amerikanske nybilbransjen : en studie av den amerikanske nybilbransjen, om det eksisterer prisdiskriminering og mulige årsaker til dette
Brattås, Ketil Christopher; Jensen, Stian Korsøen (Master thesis, 2017)Forhandlinger er en stor del av prosessen rundt det å kjøpe seg ny bil. Det har imidlertid vært diskutert i flere tidligere studier hva som påvirker rabatten man oppnår. Spørsmålene som er stilt er blant annet om det er ... -
Probabilistic cost efficiency and bounded rationality in the newsvendor model
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Sandal, Leif Kristoffer (Doctoral dissertation;41/14, Working paper, 2014-12)In this paper we establish a link between probabilistic cost efficiency and bounded rationality in the newsvendor model. This establishes a framework where bounded rationality can be examined rigorously by statistical ... -
A regression surprise resolved
Lillestøl, Jostein; Andersson, Jonas (Discussion paper, Working paper, 2008-09)In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ... -
Searching for the DGP when forecasting : is it always meaningful for small samples?
Andersson, Jonas (Journal article; Peer reviewed, 2006)In this paper the problem of choosing a univariate forecasting model for small samples is investigated. It is shown that, a model with few parameters, frequently, is better than a model which coincides with the data ...