• A Comparison Study of Value at Risk and Expected Shortfall 

      Skår, Helene (Master thesis, 2017-06-12)
      This thesis evaluates the performance of Value at Risk (VaR) and Expected Shortfall (ES) for four portfolios during different scenarios. Both historical VaR and normal VaR together with ES have been calculated for two ...
    • A Lean Aker BP: A study of how Lean and continuous improvement in performance management can contribute to well operations in Aker BP. 

      Kvanvik, Adrian Anderssen (Master thesis, 2017-06-14)
      The Exploration and Production (EP) sector have lately experienced a state of depression in wake of an abating demand, low petroleum commodity prices and a high level of operating costs. This downfall has in effect driven ...
    • Analyse av to biobrenselanlegg til nærvarme 

      Stokke, Lise Marie (Masteroppgave/UIS-TN-IØRP/2017;, Master thesis, 2017-06-15)
      Norge er bundet av Pris-avtalen til å jobbe mot menneskeskapte klimaendringer (United Nations, 2015). Strømnettet opplever høyere effektuttak (Nve, 2016b). Biobrensel til oppvarming er en ressurs som kan bidra med en ...
    • Applying GARCH in value-at-risk estimation of market risk 

      Mathisen, Thomas Storbakk (Master thesis, 2017-06-14)
      This thesis tests the correlation between four commodities and eight stocks of companies consuming or producing the commodities. The commodities include oil, gas, salmon and aluminum, while the stocks are Statoil, Seadrill, ...
    • Cost overruns in Norwegian projects – An econometric study 

      Kleivbo, Kasper Stensrud (Masteroppgave/UIS-TN-IØRP/2017;, Master thesis, 2017-06-15)
      Cost overruns are a global phenomenon. By assuming that companies are profit maximizing, we imply that inaccurate estimates of project costs are unwanted as the basis for investment analysis is weakened. The aim of this ...
    • Document Verification System on iOS with Face ID/Touch ID 

      Bratli, Elisabeth (Masteroppgave/UIS-TN-ISØP/2019;, Master thesis, 2019-06-15)
      The level of digitalization in today’s society has contributed to both the private and public sector in several ways. Modern technologies allow for automated processes, electronic communication, cloud storage, and much ...
    • Risk Estimation in Energy Markets and Other Commodity Markets Using Value at Risk 

      Visnes, Svein; Brakstad, Ørjan Kristensen (Masteroppgave/UIS-TN-ISØP/2019;, Master thesis, 2019-06-13)
      In this thesis, the historical model is compared to both the normal and student t distributions to find the best risk metric using Value at Risk (VaR). To investigate the diversification effect, six portfolios have been ...
    • Strategisk vekst for JB Well Solutions AS 

      Serigstad, Birthe Zahl (Masteroppgave/UIS-TN-IØRP/2016;, Master thesis, 2016-06)
      Denne oppgaven er hovedsakelig en kvalitativ studie gjennomført i samarbeid med selskapet JB Well Solutions AS. Ledergruppen i selskapet har bidratt som intervjuobjekter, og intervjurundene ble gjennomført som gruppeintervjuer. ...
    • Studying Value-at-Risk in Equity Markets 

      Epland, Bjørnar; Pettersen, Tor Erik P. (Masteroppgave/UIS-TN-ISØP/2019;, Master thesis, 2019-06-14)
      Value-at-Risk, in financial risk management, is a central method for estimating and controlling risk exposure for financial institutions. Challenges with current VaR methods is that its imprecise, especially under times ...
    • Value at risk analysis with Monte Carlo simulation 

      Dahl, Roy Endré (Masteroppgave/UIS-TN-IØRP/2009, Master thesis, 2009)
    • Volatility Spillover in Crude Oil Markets - a Study on Major Crude Oil Benchmarks 

      Dahl, Petter Holst; El-Adawy, Leo (Masteroppgave/UIS-TN-ISØP/2019;, Master thesis, 2019-06-12)
      There exists a considerable body of research literature investigating the connectedness between crude oil markets and other financial markets. However, connectedness within the crude oil market has received little attention. ...