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Fish price volatility
Dahl, Roy Endre; Oglend, Atle - In: Marine resource economics 29 (2014) 4, pp. 305-322
Persistent link: https://www.econbiz.de/10010476366
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The case and cause of salmon price volatility
Asche, Frank; Misund, Bård; Oglend, Atle - In: Marine resource economics 34 (2019) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10012018375
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The behaviour of salmon price volatility
Oglend, Atle; Sikveland, Marius - In: Marine resource economics 23 (2008) 4, pp. 507-526
Persistent link: https://www.econbiz.de/10003823871
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US shrimp market integration
Asche, Frank; Bennear, Lori Snyder; Oglend, Atle; … - In: Marine resource economics 27 (2012) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10009711582
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Recent trends in Salmon price volatility
Oglend, Atle - In: Aquaculture economics & management : official journal … 17 (2013) 3, pp. 281-299
Persistent link: https://www.econbiz.de/10010250307
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Ethanol and trade : an analysis of price transmission in the US market
Zhang, Dengjun; Asche, Frank; Oglend, Atle - In: Energy economics 42 (2014), pp. 1-8
Persistent link: https://www.econbiz.de/10010502976
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Modeling UK natural gas prices when gas prices periodically decouple from the oil price
Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2015
, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences … about cointegration relationships, price adjustments and relative values. We propose the use of regime-switching models to … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …
Persistent link: https://www.econbiz.de/10010486860
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Shale gas boom affecting the relationship between LPG and oil prices
Oglend, Atle; Lindbäck, Morten E.; Osmundsen, Petter - In: The energy journal 36 (2015) 4, pp. 265-286
Persistent link: https://www.econbiz.de/10011403924
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Modeling UK Natural Gas Prices When Gas Prices Periodically Decouple from the Oil Price
Asche, Frank - 2015
, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences … about cointegration relationships, price adjustments and relative values. We propose the use of regime-switching models to … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …
Persistent link: https://www.econbiz.de/10013024175
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Modeling UK Natural Gas Prices When Gas Prices Periodically Decouple from the Oil Price
Asche, Frank - 2015
, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences … about cointegration relationships, price adjustments and relative values. We propose the use of regime-switching models to … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …
Persistent link: https://www.econbiz.de/10013026625