Articles (FOR)
Recent Submissions
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Crisis behaviors as drivers of value co-creation transformation
(Peer reviewed; Journal article, 2021) -
I sentralbankens blindsoner
(Peer reviewed; Journal article, 2021)Ansettelsen i 2020 av ny sjef for Norges Bank Investment Management (NBIM) har igjen skapt debatt om skatteparadiser som har vært et økende internasjonalt tema siden finanskrisen i 2008. Artikkelen analyserer Norges Banks ... -
Investor‐state dispute settlement and multinational firm behavior
(Peer reviewed; Journal article, 2021)This paper shows that investor‐state dispute settlements (ISDS) make multinational firms more aggressive by increasing cost‐reducing investments with the aim to enlarge the potential compensation an ISDS provision may ... -
Modelling Stock Returns and Risk Management in the Shipping Industry
(Peer reviewed; Journal article, 2021)We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and ... -
Cross-border effects of R&D tax incentives
(Peer reviewed; Journal article, 2021) -
Predicting density-dependent somatic growth in Norwegian spring-spawning herring
(Peer reviewed; Journal article, 2022) -
Predicting density-dependent somatic growth in Norwegian spring-spawning herring
(Peer reviewed; Journal article, 2022) -
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
(Peer reviewed; Journal article, 2021)It is well known that there are asymmetric dependence structures between financial returns. This paper describes a portfolio selection method rooted in the classical mean–variance framework that incorporates such asymmetric ... -
A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder
(Peer reviewed; Journal article, 2022)A very common way to estimate the parameters of a hidden Markov model (HMM) is the relatively straightforward computation of maximum likelihood (ML) estimates. For this task, most users rely on user-friendly implementation ... -
Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source
(Peer reviewed; Journal article, 2022)In this paper, we report robust evidence that the process of corporate defaults is time-dependent and can be modelled by extending an autoregressive count time series model class via the introduction of regime-switching. ... -
Fair advice
(Peer reviewed; Journal article, 2022) -
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 ... -
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 ... -
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, ...
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