Blar i Publikasjoner fra Cristin - INN på emneord "CAPM"

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    • Real options, risk aversion and markets: A corporate finance perspective 

      Ewald, Christian Oliver; Taub, Bart (Peer reviewed; Journal article, 2022)
      We analyze how the presence of financial markets affects the optimal exercise of real options for a risk averse agent. Extending the results of Shackleton and Sodal (2005), we characterize the optimal exercise rule in terms ...

    • Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model 

      Ewald, Christian Oliver; Haugom, Erik; Kanthan, Leslie; Lien, Gudbrand; Salehi, Pariya; Størdal, Ståle (Peer reviewed; Journal article, 2021-07-31)
      Futures on fresh farmed salmon traded at the Fish Pool market in Norway are analyzed in the context of the Capital Asset Pricing Model (CAPM) and a corresponding three-factor model where contracts are separated based on ...

    • Trading Time Seasonality in Electricity Futures 

      Størdal, Ståle; Ewald, Christian Oliver; Lien, Gudbrand; Haugom, Erik (Peer reviewed; Journal article, 2022-10-12)
      Trading time seasonality reflects the seasonal behavior of futures prices with the same time of maturity. Hence, it differs from classical seasonality, which reflects seasonal behavior induced by the spot price observed ...