Articles (FOR)
Recent Submissions
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Wise use of renewable energy in transport
(Peer reviewed; Journal article, 2023)The transport sector accounts for around 25 % of global energy use, considering both fuel production and consumption. To mitigate climate change, a fast decarbonization of transport is therefore often seen as a necessity, ... -
Wise use of renewable energy in transport
(Peer reviewed; Journal article, 2023)The transport sector accounts for around 25 % of global energy use, considering both fuel production and consumption. To mitigate climate change, a fast decarbonization of transport is therefore often seen as a necessity, ... -
Perspectives on exploration and extraction of seafloor massive sulfide deposits in Norwegian waters
(Peer reviewed; Journal article, 2022)We present a stochastic dynamic simulation model for exploration and extraction of seafloor massive sulfide (SMS) mineral deposits on the Norwegian Continental Shelf (NCS). The model is developed based on selected industry ... -
The heritability of BMI varies across the range of BMI—a heritability curve analysis in a twin cohort
(Peer reviewed; Journal article, 2022)Background: The heritability of traits such as body mass index (BMI), a measure of obesity, is generally estimated using family and twin studies, and increasingly by molecular genetic approaches. These studies generally ... -
On stochastic control for time changed Lévy dynamics
(Peer reviewed; Journal article, 2022)Controlled stochastic differential equations driven by time changed Lévy noises do not enjoy the Markov property in general, but can be treated in the framework of general martingales. From the modelling point of view, ... -
Statistical dependence: Beyond Pearson’s ρ
(Peer reviewed; Journal article, 2022)Pearson’s ρ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussian situations. It is well known, however, ... -
Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis
(Peer reviewed; Journal article, 2022)The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being ... -
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises
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Reserve-dependent capital efficiency, cross-sector competition, and mineral security considerations in mineral industry transition
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The Norwegian Telenor case - a "mobile" test for abuse?
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Who benefits from postponement in multi-period supply channel optimization?
(Peer reviewed; Journal article, 2023)Duopolistic price-setting supply channels competing in a bilevel framework have been extensively studied in single-period (static) settings. However, such supply channels typically face uncertain and time-varying demand; ... -
Balanced Scorecards: A Relational Contract Approach
(Peer reviewed; Journal article, 2022)Reward systems based on balanced scorecards often connect pay to an index, i.e. a weighted sum of multiple performance measures. We show that such an index contract may indeed be optimal if performance measures are ... -
Construction of Equilibria in Strategic Stackelberg Games in Multi-Period Supply Chain Contracts
(Peer reviewed; Journal article, 2022)Almost every supplier faces uncertain and time-varying demand. E-commerce and online shopping have given suppliers unprecedented access to data on customers’ behavior, which sheds light on demand uncertainty. The main ... -
Multidisciplinary perspectives on living marine resources in the Arctic
(Peer reviewed; Journal article, 2022)Many areas in the Arctic are vulnerable to the impacts of climate change. We observe large-scale effects on physical, biological, economic and social parameters, including ice cover, species distributions, economic activity ... -
Poleward spawning of Atlantic mackerel (Scomber scombrus) is facilitated by ocean warming but triggered by energetic constraints
(Peer reviewed; Journal article, 2023)The Northeast Atlantic mackerel is an income breeder with indeterminate fecundity, spawning in multiple batches at optimal temperatures around 11°C in the upper water column during February–July along the continental shelf ... -
Computational issues in parameter estimation for hidden Markov models with template model builder
(Peer reviewed; Journal article, 2023)A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB [Kristensen K, Nielsen A, Berg C, et al. ... -
From Constant to Rough: A Survey of Continuous Volatility Modeling
(Peer reviewed; Journal article, 2023)In this paper, we present a comprehensive survey of continuous stochastic volatility models, discussing their historical development and the key stylized facts that have driven the field. Special attention is dedicated to ... -
Computational issues in parameter estimation for hidden Markov models with template model builder
(Peer reviewed; Journal article, 2023)A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB [Kristensen K, Nielsen A, Berg C, et al. ... -
Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve
(Peer reviewed; Journal article, 2024)Amidst the growing significance of renewable energy, this paper examines the asymmetric effects of renewable energy on electricity prices and transmission flows in the Nordics using hourly electricity data. Employing a ... -
Well-to-tank carbon emissions from crude oil maritime transportation
(Peer reviewed; Journal article, 2020)International seaborne transport of crude oil takes place mainly on tankers, with annual seaborne crude flows totaling an estimated 12 billion barrels. To take into account the carbon footprint on crude oil from its ...