Details about Atle Oglend

Access statistics for papers by Atle Oglend.

Last updated 2019-12-17. Update your information in the RePEc Author Service.

Short-id: pog36

Working Papers

2019

1. Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility
   Papers, arXiv.org

2016

2. Cost Overrun at the Norwegian Continental Shelf: The Element of Surprise
   CESifo Working Paper Series, CESifo
   Also in UiS Working Papers in Economics and Finance, University of Stavanger (2016)
3. Pro-Cyclical Petroleum Investments and Cost Overruns in Norway
   CESifo Working Paper Series, CESifo
   See also Journal Article Pro-cyclical petroleum investments and cost overruns in Norway, Energy Policy, Elsevier (2017) (2017)
4. Pro-Cyclical Petroleum Investments and Cost Overruns in Norway by Roy Endré Dahl, Sindre Lorentzen, Atle Oglend, and Petter Osmundsen
   UiS Working Papers in Economics and Finance, University of Stavanger

2015

5. Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price
   CESifo Working Paper Series, CESifo View citations (4)
   Also in UiS Working Papers in Economics and Finance, University of Stavanger (2015)
   See also Journal Article Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price, The Energy Journal, International Association for Energy Economics (2017) View citations (16) (2017)
6. Production Risk and the Futures Price Risk Premium?
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
7. Supply and Demand Determinants of Natural Gas Price Volatility in the U.K.: A Vector Autoregression Approach
   UiS Working Papers in Economics and Finance, University of Stavanger
   See also Journal Article Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach, Energy, Elsevier (2016) View citations (11) (2016)
8. The Spot-Forward Relationship in the Atlantic Salmon Market
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (12)
9. Trade with Endogenous Transportation Costs: The Value of LNG Exports
   UiS Working Papers in Economics and Finance, University of Stavanger View citations (2)
   Also in CESifo Working Paper Series, CESifo (2015) View citations (2)

2013

10. Shale Gas and the Relationship between U.S. Natural Gas, Liquified Petroleum Gases and Oil Market
    UiS Working Papers in Economics and Finance, University of Stavanger View citations (1)
11. UK Natural Gas: Gas-Specific or Oil Driven Pricing?
    CESifo Working Paper Series, CESifo View citations (3)
12. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers
    UiS Working Papers in Economics and Finance, University of Stavanger

Journal Articles

2019

1. Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?
   Journal of Futures Markets, 2019, 39, (7), 865-889 View citations (2)
2. Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
   Energy Economics, 2019, 80, (C), 277-296 View citations (65)
3. The Case and Cause of Salmon Price Volatility
   Marine Resource Economics, 2019, 34, (1), 23 - 38 View citations (3)

2017

4. Cost overruns on the Norwegian continental shelf: The element of surprise
   Energy, 2017, 133, (C), 1094-1107 View citations (1)
5. Estimating the competitive storage model: A simulated likelihood approach
   Econometrics and Statistics, 2017, 4, (C), 39-56 View citations (2)
6. Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price
   The Energy Journal, 2017, Volume 38, (Number 2) View citations (16)
   See also Working Paper Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price, CESifo Working Paper Series (2015) View citations (4) (2015)
7. On the behavior of commodity prices when speculative storage is bounded
   Journal of Economic Dynamics and Control, 2017, 75, (C), 52-69 View citations (12)
8. Price Dynamics in Biological Production Processes Exposed to Environmental Shocks
   American Journal of Agricultural Economics, 2017, 99, (5), 1246-1264 View citations (9)
9. Pro-cyclical petroleum investments and cost overruns in Norway
   Energy Policy, 2017, 100, (C), 68-78
   See also Working Paper Pro-Cyclical Petroleum Investments and Cost Overruns in Norway, CESifo Working Paper Series (2016) (2016)

2016

10. Cyclical non-stationarity in commodity prices
    Empirical Economics, 2016, 51, (4), 1465-1479 View citations (2)
11. Determinants of the Atlantic salmon futures risk premium
    Journal of Commodity Markets, 2016, 2, (1), 6-17 View citations (8)
12. How regular are directional movements in commodity and asset prices? A Wald test
    Journal of Empirical Finance, 2016, 38, (PA), 290-306
13. Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach
    Energy, 2016, 111, (C), 178-189 View citations (11)
    See also Working Paper Supply and Demand Determinants of Natural Gas Price Volatility in the U.K.: A Vector Autoregression Approach, UiS Working Papers in Economics and Finance (2015) (2015)
14. The relationship between input-factor and output prices in commodity industries: The case of Norwegian salmon aquaculture
    Journal of Commodity Markets, 2016, 1, (1), 35-47 View citations (6)
15. Trade with endogenous transportation costs: The case of liquefied natural gas
    Energy Economics, 2016, 59, (C), 138-148 View citations (5)

2015

16. Hoarding the Herd: The Convenience of Productive Stocks
    Journal of Futures Markets, 2015, 35, (7), 679-694 View citations (14)

2014

17. Ethanol and trade: An analysis of price transmission in the US market
    Energy Economics, 2014, 42, (C), 1-8 View citations (7)
18. Fish Price Volatility
    Marine Resource Economics, 2014, 29, (4), 305 - 322 View citations (21)
19. Spatial-dynamics of Hypoxia and Fisheries: The Case of Gulf of Mexico Brown Shrimp
    Marine Resource Economics, 2014, 29, (2), 111 - 131 View citations (3)

2013

20. Regime Shifts in the Fish Meal/Soybean Meal Price Ratio
    Journal of Agricultural Economics, 2013, 64, (1), 97-111 View citations (10)

2012

21. Gas versus oil prices the impact of shale gas
    Energy Policy, 2012, 47, (C), 117-124 View citations (52)