Browsing Department of Business and Management Science by Title
Now showing items 286-305 of 833
-
Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead
(Discussion paper;1/24, Working paper, 2024-01-17)Due to the increase in renewable energy production and global socioeconomic turmoil, the volatility in electricity prices has considerably increased in recent years, leading to extreme positive and negative price spikes ... -
Foreclosure in contests
(Discussion paper, Working paper, 2008-12)We consider a contest in which one firm is a favourite as it initially has a cost advantage over rivals. Instead of taking the set of rivals as given, we consider the possibility that the favourite transfers the source ... -
Foreign direct investment and local cooperation : a contingent claims approach
(Discussion paper, Working paper, 2000-12)We address key issues that a foreign investor needs to evaluate when deciding whether to enter into a joint venture with a local partner. We explicitly show how the values depend on the valuation methodology, i.e., the ... -
Format and schedule proposals for a FIFA World Cup with 12 four-team groups
(Discussion paper;2/23, Working paper, 2023-03-13)After the expansion of the FIFA World Cup from 32 to 48 teams starting from the 2026 edition, the initial proposal was to split the 48 national teams into 16 groups of three. Among other drawbacks, this proposal provides ... -
Formuesskatt og investeringer - er kapitalutvidelser til skade for norske eiere? : en analyse av hvordan kapitalutvidelser påvirker formuesskatten til norske eiere
(Master thesis, 2016-09-02)Denne masterutredningen analyserer hvordan kapitalutvidelser i ikke-børsnoterte, norske selskaper påvirker eiers ligningsformue og formuesskatt. Ved hjelp av deskriptive og empiriske analyser undersøker vi om kapitalutvidelser ... -
Formuesskatt på unoterte aksjer: en analyse av ulikheter i verdsettelsesgrunnlaget til børsnoterte og unoterte aksjer
(Master thesis, 2015)Vi ønsker i denne masterutredningen å bidra til den pågående debatten om formuesskattens ulike verdsettelsesregler for fastsettelse av formue. Gjennom empirisk analyse studerer vi verdsettelsesgrunnlaget for aksjer i ... -
Forward curve dynamics in the Nordic electricity market
(Discussion paper, Working paper, 2001-10)The purpose of this paper is to investigate the forward curve dynamics in an electricity market. Six years of price data on futures and forward contracts traded in the Nordic electricity market are analysed. For the forward ... -
FoU og overskuddsflytting i Norge : en empirisk analyse
(Master thesis, 2012)I denne masterutredningen undersøker vi overskuddsflytting i flernasjonale selskap i Norge, i perioden 2001-2007. Analysene våre bygger på analysene fra Balsvik et al. (2009) kapittel 5. Vi finner i tråd med Balsvik et al. ... -
Four Essays in Natural Resource Economics: Dynamic Modeling of Renewable and Nonrenewable Marine Resources
(Doctoral thesis, 2023-02) -
Four essays on security design : motivation and implementation
(Doctoral thesis, 2001) -
Fraud detection by a multinomial model: Separating honesty from unobserved fraud
(Discussion paper;15/20, Working paper, 2020-12-31)In this paper we investigate the EM-estimator of the model by Caudill et al. (2005). The purpose of the model is to identify items, e.g. individuals or companies, that are wrongly classified as honest; an example of this ... -
Free-entry equilibrium in a market for certifiers
(Discussion paper, Working paper, 2001-05)The role of certifiers is to test products for quality, and to communicate the test results to the market. We construct a free-entry model of certification, where each certifier chooses a test standard and a price for ... -
Frequent Turbulence? A Dynamic Copula Approach
(Discussion paper, Working paper, 2006-07)How common and how persistent are turbulent periods? We address these questions by developing and applying a dynamic dependence framework. In order to answer the first question we estimate an unconditional mixture model ... -
Functional data analysis : introduction and applications to financial electricity contracts
(Discussion paper, Working paper, 2003) -
Future world market prices of milk and feed looking into the crystal ball
(Discussion paper;17/15, Working paper, 2015-04-10)Both the world milk price and the world feed price have become more volatile during the last 7-8 years. The ability of dairy farmers to adapt quickly to these changing circumstances will be a key driver for future success, ... -
Gas storage valuation : price modelling v. optimization methods
(Discussion paper, Working paper, 2008-10)The existence of a financial gas market motivates the analysis of gas storage as a separate asset, using the market value context for utilization and valuation. In the recent literature, gas storage is typically analysed ... -
Gasoline prices jump up on Mondays : an outcome of aggressive competition?
(Discussion paper, Working paper, 2009-04)This paper examines Norwegian gasoline pump prices using daily station-specific observations from March 2003 to March 2006. Whereas studies that have analyzed similar price cycles in other countries find support for the ... -
Gender Differences in Tax Evasion: Evidence from Norwegian Administrative Data
(Discussion paper;8/24, Working paper, 2024-06-18)Using the expenditure approach and administrative data on third-party reported donations, we estimate tax evasion by gender. While men are more prone to risk taking, we find no evidence of this transferring to income ... -
A general stochastic calculus approach to insider trading
(Discussion paper, Working paper, 2002-12)The purpose of this paper is to present a general stochastic calculus approach to insider trading. In a market driven by a standard Brownian motion B(t) on a filtered probability space (Ω, F, {F}t>0, P), by an insider we ... -
Gibbard-Satterthwaite and an Arrovian Connection
(Discussion paper, Working paper, 2008-06)A very close link of G-S, the Gibbard-Satterthwaite theorem to Arrow’s "impossibility" theorem is shown. G-S is derived as a corollary: from a strategy-proof singleseat election method F is constructed an election method ...