8
H index
6
i10 index
186
Citations
Universitetet i Stavanger | 8 H index 6 i10 index 186 Citations RESEARCH PRODUCTION: 21 Articles 15 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Atle Oglend. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 3 |
Marine Resource Economics | 3 |
Journal of Commodity Markets | 2 |
Energy | 2 |
Energy Policy | 2 |
Journal of Futures Markets | 2 |
Working Papers Series with more than one paper published | # docs |
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UiS Working Papers in Economics and Finance / University of Stavanger | 9 |
CESifo Working Paper Series / CESifo | 5 |
Year | Title of citing document |
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2021 | . Full description at Econpapers || Download paper |
2022 | Persistence in Commodity Prices. (2021). Gil-Alana, Luis. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310529. Full description at Econpapers || Download paper |
2021 | Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133. Full description at Econpapers || Download paper |
2021 | Rising US LNG Exports and Global Natural Gas Price Convergence. (2021). Ialenti, Robert. In: Discussion Papers. RePEc:bca:bocadp:21-14. Full description at Econpapers || Download paper |
2022 | Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849. Full description at Econpapers || Download paper |
2022 | The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04. Full description at Econpapers || Download paper |
2021 | Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). Rajkumar, Antonio ; Charles, Don ; McLean, Sheldon. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46657. Full description at Econpapers || Download paper |
2021 | Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). McLean, Sheldon ; Rajkumar, Antonio ; Charles, Don. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46813. Full description at Econpapers || Download paper |
2021 | Solving dynamic stochastic models with multiple occasionally binding constraints. (2021). Wright, Brian D ; Hochfarber, Juan Bobenrieth ; Vallejos, Ernesto Guerra. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100225x. Full description at Econpapers || Download paper |
2021 | Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Zhu, Huiming ; Hau, Liya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759. Full description at Econpapers || Download paper |
2022 | Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. (2022). Oglend, Atle ; Moura, Guilherme Valle ; Liesenfeld, Roman ; Kleppe, Tore Selland. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:105-127. Full description at Econpapers || Download paper |
2021 | Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?. (2021). Zou, Yihan ; Ewald, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:801-815. Full description at Econpapers || Download paper |
2021 | The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802. Full description at Econpapers || Download paper |
2022 | Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022. Full description at Econpapers || Download paper |
2022 | Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244. Full description at Econpapers || Download paper |
2022 | Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384. Full description at Econpapers || Download paper |
2022 | Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979. Full description at Econpapers || Download paper |
2022 | Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036. Full description at Econpapers || Download paper |
2022 | How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279. Full description at Econpapers || Download paper |
2022 | Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2022). Lee, Chien-Chiang ; Adewuyi, Adeolu O ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003796. Full description at Econpapers || Download paper |
2021 | Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach. (2021). Bai, Xiwen. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221016315. Full description at Econpapers || Download paper |
2022 | Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers || Download paper |
2022 | Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach. (2022). Zhu, Mengnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pe:s0360544221026797. Full description at Econpapers || Download paper |
2022 | A fuzzy regression causality approach to analyze relationship between electrical consumption and GDP. (2022). Minutolo, Marcel ; Michell, Kevin ; Kristjanpoller, Werner ; Pandelara, Diego. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pe:s0360544221027080. Full description at Econpapers || Download paper |
2022 | Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423. Full description at Econpapers || Download paper |
2021 | Scale-dependency in discrete choice models: A fishery application. (2021). Perruso, Larry ; Haynie, Alan C ; Ofarrell, Shay ; Thebaud, Olivier ; Sanchirico, James N ; Depalle, Maxime. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:105:y:2021:i:c:s009506962030111x. Full description at Econpapers || Download paper |
2021 | Booming gas – A theory of endogenous technological change in resource extraction. (2021). Quaas, Martin ; Meier, Felix D. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:107:y:2021:i:c:s0095069621000309. Full description at Econpapers || Download paper |
2021 | Analysis of the risk premium in the forward market for salmon. (2021). Ren, Wanjuan ; Levin, Simon Asher ; Eikeset, Anne Maria ; Benth, Fred Espen. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s240585131930087x. Full description at Econpapers || Download paper |
2021 | The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300350. Full description at Econpapers || Download paper |
2022 | Multi-commodity price risk hedging in the Atlantic salmon farming industry. (2022). Strom, Eivind ; Strypet, Kristian ; Lavrutich, Maria ; Haarstad, Aleksander H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000167. Full description at Econpapers || Download paper |
2022 | Safe-haven properties of soft commodities during times of Covid-19. (2022). Samitas, Aristeidis ; Syriopoulos, Konstantinos ; Khalid, Ali Awais ; Rubbaniy, Ghulame. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568. Full description at Econpapers || Download paper |
2021 | Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Raheem, Ibrahim ; Hille, Erik ; Tiwari, Aviral Kumar ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000660. Full description at Econpapers || Download paper |
2021 | Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616. Full description at Econpapers || Download paper |
2021 | Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300. Full description at Econpapers || Download paper |
2021 | Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287. Full description at Econpapers || Download paper |
2022 | Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215. Full description at Econpapers || Download paper |
2022 | Dynamic price linkage of energies in transformation: Evidence from quantile connectedness. (2022). Su, Chi-Wei ; Yuan, XI ; Umar, Muhammad ; Chang, Tsangyao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003312. Full description at Econpapers || Download paper |
2022 | Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil. (2022). Yahya, Muhammad ; Dutta, Anupam ; Bouri, Elie ; Wadstrom, Christoffer ; Uddin, Gazi Salah. In: Renewable Energy. RePEc:eee:renene:v:197:y:2022:i:c:p:594-605. Full description at Econpapers || Download paper |
2021 | Analysis of the optimal spatial distribution of natural gas under ‘transition from coal to gas’ in China. (2021). Mou, Dunguo ; Lin, Jing. In: Resource and Energy Economics. RePEc:eee:resene:v:66:y:2021:i:c:s0928765521000440. Full description at Econpapers || Download paper |
2022 | Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach. (2022). Dai, Xingyu ; Wang, Qunwei ; Miao, Xiaoyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:450-470. Full description at Econpapers || Download paper |
2021 | Multiscale Decomposition and Spectral Analysis of Sector ETF Price Dynamics. (2021). Leung, Tim ; Zhao, Theodore. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:464-:d:649104. Full description at Econpapers || Download paper |
2022 | Impacts of Energy Price on Agricultural Production, Energy Consumption, and Carbon Emission in China: A Price Endogenous Partial Equilibrium Model Analysis. (2022). Song, Shixiong ; Zhang, LU ; Ma, Yongxi ; Yu, Shuao. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:3002-:d:764058. Full description at Econpapers || Download paper |
2022 | Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis.. (2022). Szafranek, Karol ; Rubaszek, Micha. In: Working Papers. RePEc:sgh:kaewps:2022078. Full description at Econpapers || Download paper |
2021 | Perish or prosper: Trade patterns for highly perishable seafood products. (2021). Vrdal, Erling ; Straume, Hansmartin ; Asche, Frank. In: Agribusiness. RePEc:wly:agribz:v:37:y:2021:i:4:p:876-890. Full description at Econpapers || Download paper |
2022 | Estimating Pricing Rigidities in Bilateral Transactions Markets. (2022). Straume, Hansmartin ; Asche, Frank ; Oglend, Atle. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:104:y:2022:i:1:p:209-227. Full description at Econpapers || Download paper |
2022 | Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach. (2022). Wang, Shixuan ; Liu, Zhenya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2438-2457. Full description at Econpapers || Download paper |
2022 | Time?frequency analysis of risk spillovers from oil to BRICS stock markets: A long?memory Copula?CoVaR?MODWT method. (2022). Wu, Lanxin ; Nie, HE ; Mu, Jinqi ; Jiang, Yonghong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3386-3404. Full description at Econpapers || Download paper |
2021 | Efficiency in the Atlantic salmon futures market. (2021). de Lange, Petter E ; Andersen, Bendik P. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:949-984. Full description at Econpapers || Download paper |
2021 | Booming gas - A theory of endogenous technological change in resource extraction. (2021). Quaas, Martin F ; Meier, Felix D. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:240207. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price In: The Energy Journal. [Full Text][Citation analysis] | article | 11 |
2015 | Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price.(2015) In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2019 | Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Regime Shifts in the Fish Meal/Soybean Meal Price Ratio In: Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 4 |
2013 | UK Natural Gas: Gas-Specific or Oil Driven Pricing? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | Trade with Endogenous Transportation Costs: The Value of LNG Exports In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Trade with Endogenous Transportation Costs: The Value of LNG Exports.(2015) In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Cost Overrun at the Norwegian Continental Shelf: The Element of Surprise In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Cost Overrun at the Norwegian Continental Shelf: The element of surprise.(2016) In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Pro-Cyclical Petroleum Investments and Cost Overruns in Norway In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Pro-cyclical petroleum investments and cost overruns in Norway.(2017) In: Energy Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | On the behavior of commodity prices when speculative storage is bounded In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2017 | Estimating the competitive storage model: A simulated likelihood approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
2016 | How regular are directional movements in commodity and asset prices? A Wald test In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Ethanol and trade: An analysis of price transmission in the US market In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2016 | Trade with endogenous transportation costs: The case of liquefied natural gas In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2019 | Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
2012 | Gas versus oil prices the impact of shale gas In: Energy Policy. [Full Text][Citation analysis] | article | 47 |
2016 | Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach In: Energy. [Full Text][Citation analysis] | article | 10 |
2015 | Supply and Demand Determinants of Natural Gas Price Volatility in the U.K.: A Vector Autoregression Approach.(2015) In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Cost overruns on the Norwegian continental shelf: The element of surprise In: Energy. [Full Text][Citation analysis] | article | 1 |
2016 | The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 5 |
2016 | Determinants of the Atlantic salmon futures risk premium In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 8 |
2013 | Value-at-Risk: Risk assessment for the portfolio of oil and gas producers In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2013 | Shale Gas and the Relationship between U.S. Natural Gas, Liquified Petroleum Gases and Oil Market In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
2015 | Production Risk and the Futures Price Risk Premium? In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
2015 | The Spot-Forward Relationship in the Atlantic Salmon Market In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 12 |
2016 | Pro-Cyclical Petroleum Investments and Cost Overruns in Norway by Roy Endré Dahl, Sindre Lorentzen, Atle Oglend, and Petter Osmundsen. In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2017 | Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Cyclical non-stationarity in commodity prices In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Spatial-dynamics of Hypoxia and Fisheries: The Case of Gulf of Mexico Brown Shrimp In: Marine Resource Economics. [Full Text][Citation analysis] | article | 3 |
2014 | Fish Price Volatility In: Marine Resource Economics. [Full Text][Citation analysis] | article | 13 |
2019 | The Case and Cause of Salmon Price Volatility In: Marine Resource Economics. [Full Text][Citation analysis] | article | 1 |
2015 | Hoarding the Herd: The Convenience of Productive Stocks In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2019 | Can limits?to?arbitrage from bounded storage improve commodity term?structure modeling? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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