“...Twenty years ago, Pindyck and Rotemberg concluded that commodity prices exhibited excessive co-movements and that commodity markets were characterized by herd...”

“...Commodities constitute a nonhomogeneous asset class. Return distributions differ widely across different commodities, both in terms of tail fatness and...”

“...We analyze the forecasting performance of the four-week and six-week futures prices in the Nordic power market (Nord Pool), from 1995 to 2008. We find that...”

“...We analyze the relationship between Morningstar's ESG ratings and the performance of 146 mutual funds domiciled in Norway. Dividing the sample into ESG...”

“...In this paper a simple model is developed in which the piglet price serves as a forecast for the hog price 3 months ahead. The model is tested on data from...”

“...We present evidence overruling the claim that commodity prices over the recent ten years have been moving increasingly and permanently more in sync in the...”

“...In this note, we study the forecasting performance of some simple models applied to the hog markets in the Nordic countries. In terms of accuracy (MSE and...”

“...When solving the Faustmann problem in a stochastic setting, it is typically assumed that prices follow a random walk process. In the present paper, we instead...”

“...In this note, we study the forecasting performance of some simple models applied to the hog markets in the Nordic countries. In terms of accuracy (MSE and...”