Blar i Brage NMBU på forfatter "Ewald, Christian Oliver"
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Essays on salmon commodity markets
Zitti, Mikaella (PhD Thesis;2023:72, Doctoral thesis, 2023)This thesis examines key aspects of the salmon industry, including financial effects of climate change, market volatility, price predictions, and the role of news on market prices. The work consists of four research ... -
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian Oliver; Hadina, Jelena; Haugom, Erik; Lien, Gudbrand; Størdal, Ståle; Yahya, Muhammad (Journal article; Peer reviewed, 2023)In this paper we examine how sensitive Value-at-Risk (VaR) forecasts based on simple linear quantile regressions are to the sampling frequency used to calculate realized volatility. We use sampling frequencies from one to ... -
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian Oliver; Hadina, Jelena; Haugom, Erik; Lien, Gudbrand; Størdal, Ståle; Yahya, Muhammad (Peer reviewed; Journal article, 2023)