Blar i Department of Business and Management Science på tittel
Viser treff 299-318 av 828
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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 ... -
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 ... -
Give and take in dictator games
(Journal article; Peer reviewed, 2013)It has been shown that participants in the dictator game are less willing to give money to the other participant when their choice set also includes the option to take money. We examine whether this effect is due to the ... -
Gjeldsskifting i norske selskaper : en studie av skattemotivert kapitalstruktur
(Master thesis, 2014)Denne oppgaven skaffer ny evidens om internasjonale selskapers skattetilpasning i Norge. Problemstillingen er hvorvidt, og i hvilken grad, det kan påvises at kapitalstrukturen i de norske delene av internasjonale konserner ... -
The global minimum tax raises more revenues than you think, or much less
(Discussion paper;6/22, Working paper, 2022-02-07)The OECD’s proposal for a global minimum tax (GMT) of 15% aims for a reversal of a decline of corporate tax rates. We study the revenue effects of the GMT by focusing on strategic tax setting effects. The direct effect ... -
Global warming and international fishery management : does anticipation of the temperature change matter?
(Discussion paper, Working paper, 2010-12)This paper investigates the effects of climate-induced rising of ocean temperature on the optimal fishing policies in a two players’ non-cooperative game setting. We compare reactive management, under which the manager ... -
Globally evolutionarily stable portfolio rules
(Discussion paper, Working paper, 2005-09)The paper examines a dynamic model of a financial market with endogenous asset prices determined by short run equilibrium of supply and demand. Assets pay dividends, that are partially consumed and partially reinvested. ... -
Grading standards, student ability and errors in college admission
(Discussion paper, Working paper, 2010-06)Grades are important for admission of students in most higher education programmes. Analysing admission and student performance data at a major Norwegian business school, we find that the grading practice of teachers ... -
Greed is good: from super-harvest to recovery in a stochastic predator-prey system
(Discussion paper;5/19, Working paper, 2019-09-04)This paper demonstrates a predator-prey system of cod and capelin that confronts a possible scenario of prey extinction under the first-best policy in a stochastic world. We discover a novel ‘super-harvest’ phenomenon that ... -
Greening the Vehicle Fleet: Evidence from Norway’s CO2 Differentiated Registration Tax
(Discussion paper;14/16, Working paper, 2016-08-31)Fiscal policies are used to improve vehicle fuel efficiency and reduce CO2 emissions in the transport sector. Years of forceful reform in Norway may be seen as informative. From 2007, Norway has linked its new vehicle ... -
Guaranteed investment contracts: distributed and undistributed excess return
(Discussion paper, Working paper, 2000)Annual minimum rate of return guarantees are analyzed together with rules for distribution of positive excess return, i.e. investment returns in excess of the guaranteed minimum return. Together with the level of the annual ... -
Guarantees of Origin and Competition in the Spot Electricity Market
(Discussion paper;24/23, Working paper, 2023-12-15)We study the effect of introducing a market for green energy attributes on the market for the energy itself. In Europe, renewable energy producers receive Guarantees of Origin (GOs) that they can sell to consumers who wish ... -
Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks
(Journal article; Peer reviewed, 2019)Financial risks related to crude oil imports are certainly affected by crude oil price uncertainty. Our question is: How important is it to take also physical risks, such as the crude oil exporters’ political risks and ... -
Har eiendomsskatten økonomiske konsekvenser for norske selskaper?: En analyse av eiendomsskattens påvirkning på lokalt næringsliv
(Master thesis, 2016)Den norske eiendomsskatten er interessant å studere i den forstand at den er en frivillig kommunal skatt, der kommunen selv råder over inntektene. Mange argumenter eksisterer for hvorfor skatten er bra eller dårlig for ... -
Harmonization of Corporate Tax Systems and its Effect on Collusive Behavior
(Discussion paper, Working paper, 2007-01)We study how harmonization of corporate tax systems affects the stability of international cartels. We show that tax base harmonization reinforces collusive agreements, while harmonization of corporate tax rates may ... -
Harvest control rules in modern fisheries management
(Journal article; Peer reviewed, 2016)Harvest control rules have become an important tool in modern fisheries management, and are increasingly adopted to provide continuity in management practices, to deal with uncertainty and ecosystem considerations, and to ... -
Harvesting in a Fishery with Stochastic Growth and a Mean-Reverting Price
(Journal article; Peer reviewed, 2014)We analyze a continuous, nonlinear bioeconomic model to demonstrate how stochasticity in the growth of fish stocks affects the optimal exploitation policy when prices are stochastic, mean-reverting and possibly harvest ... -
Hedging ship price risk using freight derivatives in the drybulk market
(Journal article; Peer reviewed, 2019)We show that a fixed-maturity time-weighted Forward Freight Agreement (FFA) portfolio should be used to proxy the expected future earnings of a vessel. We investigate the corresponding hedging efficiency when using a ...