Browsing Discussion papers (FOR) by Author "Lien, Gudbrand"
Now showing items 1-2 of 2
-
Productivity Development for Norwegian Electricity Distribution Companies 2004-2013
Cheng, Xiaomei; Bjørndal, Endre; Lien, Gudbrand; Bjørndal, Mette (Discussion paper;27/15, Working paper, 2015-10-07)Norwegian distribution companies have been subjected to an incentive regulation scheme from 1997, and the efficiency incentives were further strengthened with the introduction of yardstick regulation in 2007. We examine ... -
Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen; Lien, Gudbrand (Discussion paper, Working paper, 2003-01)Empirical evidence suggests that agricultural futures price movements have fat-tailed distributions and exhibit sudden and unexpected price jumps. There is also evidence that the volatility of futures prices contains a ...