Blar i AURA på forfatter "Moen, Anna Jeppedal"
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Regime Shifts in European Energy Markets: An MS-BVAR Analysis Assessing the Impact of the Russo-Ukrainian War
Orre, Maria Rimestad; Moen, Anna Jeppedal (Master thesis, 2024)This thesis examines the frequency of high-volatility regimes in European energy and carbon markets, and their correspondence with the Russo-Ukrainian war using a Markov Switching Bayesian Vector Autoregressive (MS-BVAR) ... -
Regime Shifts in European Energy Markets: An MS-BVAR Analysis Assessing the Impact of the Russo-Ukrainian War
Orre, Maria Rimestad; Moen, Anna Jeppedal (Master thesis, 2024)This thesis examines the frequency of high-volatility regimes in European energy and carbon markets, and their correspondence with the Russo-Ukrainian war using a Markov Switching Bayesian Vector Autoregressive (MS-BVAR) ...