Blar i AURA på forfatter "Koekebakker, Steen"
-
Arbitrage Opportunities in Ethereum Markets
Lavik, Patrick Klubben; Kvilhaugsvik, Jørgen (Master thesis, 2022)This paper is an examination of the exploitability of arbitrage opportunities in Ethereum markets. Using 1-minute candlestick data from 2021 on three cryptocurrency exchanges we find substantial and frequent price deviations. ... -
Arbitrage Opportunities in Ethereum Markets
Kvilhaugsvik, Jørgen; Lavik, Patrick Klubben (Master thesis, 2022)This paper is an examination of the exploitability of arbitrage opportunities in Ethereum markets. Using 1-minute candlestick data from 2021 on three cryptocurrency exchanges we find substantial and frequent price deviations. ... -
Identifisering av avgjørende faktorer i fundraising av norske venturekapitalfond og kartlegging av i hvilken grad ESG kan være en suksessfaktor
Pedersen, Hedda Bjune; Ørjansen, Amalie (Master thesis, 2022)Fokuset på klima og miljø, sosiale- og forretningsetiske forhold (ESG) i fondsforvaltning blir stadig viktigere. Private equity er en bransje bestående av fond som tilfører kapital og aktivt eierskap til selskaper i deres ... -
Multivariate modeling and analysis of regional ocean freight rates
Ådland, Roar Os; Benth, Fred Espen; Koekebakker, Steen (Journal article; Peer reviewed, 2017)In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market ... -
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen; Koekebakker, Steen (Journal article; Peer reviewed, 2015) -
Return Premiums in Volatility-Managed Portfolios - Empirical evidence from Norway and international equity markets
Alme, Sindre; Årsland, Simen Lilletvedt (Master thesis, 2022)We scale portfolios by the inverse of their previous month’s realized variance to create volatility-managed portfolios. Our managed portfolios reduce market exposure when volatility is high and vice versa. We analyse the ... -
Return Premiums in Volatility-Managed Portfolios - Evidence from Norway and international equity markets
Årsland, Simen Lilletvedt; Alme, Sindre (Master thesis, 2022)We scale portfolios by the inverse of their previous month’s realized variance to create volatility-managed portfolios. Our managed portfolios reduce market exposure when volatility is high and vice versa. We analyse the ... -
Stock market reaction to ESG news in Norway
Larsen, Even F.; Larsen, Kjell S. (Master thesis, 2022)News on environmental, social, and governance (ESG) subjects are becoming increasingly prevalent in the largest economic newspapers in Norway. These news are followed by analysts, the public, and other stakeholders. This ...