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Nils Chr. Framstad

Personal Details

First Name:Nils
Middle Name:Chr.
Last Name:Framstad
Suffix:
RePEc Short-ID:pfr302
[This author has chosen not to make the email address public]

Affiliation

Økonomisk institutt
Universitetet i Oslo

Oslo, Norway
http://www.oekonomi.uio.no/

: 22 85 51 27
22 85 50 35
Pb 1095, Blindern, 0317 Oslo
RePEc:edi:souiono (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Framstad, Nils Chr., 2014. "The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model," Memorandum 25/2014, Oslo University, Department of Economics.
  2. Framstad, Nils Chr., 2013. "When can environmental profile and emissions reductions be optimized independently of the pollutant level?," Memorandum 12/2013, Oslo University, Department of Economics.
  3. Framstad, Nils Christian & Strand, Jon, 2013. "Energy intensive infrastructure investments with retrofits in continuous time : effects of uncertainty on energy use and carbon emissions," Policy Research Working Paper Series 6430, The World Bank.
  4. Nils Chr. Framstad, 2012. "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Papers 1206.5756, arXiv.org, revised Jun 2012.
  5. Christian Framstad, Nils, 2011. "Portfolio Separation Properties of the Skew-Elliptical Distributions," Memorandum 02/2011, Oslo University, Department of Economics.
  6. Chr. Framstad, Nils, 2011. "Portfolio Separation with -symmetric and Psuedo-isotropic Distributions," Memorandum 12/2011, Oslo University, Department of Economics.

Articles

  1. Framstad, Nils Chr. & Strand, Jon, 2015. "Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions," Resource and Energy Economics, Elsevier, vol. 41(C), pages 1-18.
  2. Nils Chr. Framstad, 2014. "When can the environmental profile and emissions reduction be optimised independently of the pollutant level?," Journal of Environmental Economics and Policy, Taylor & Francis Journals, vol. 3(1), pages 25-45, March.
  3. Framstad, N.C., 2011. "A remark on R.S. Pindyck: "Irreversibilities and the timing of environmental policy"," Resource and Energy Economics, Elsevier, vol. 33(3), pages 756-760, September.
  4. Framstad, N.C., 2011. "Portfolio separation properties of the skew-elliptical distributions, with generalizations," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1862-1866.
  5. Framstad, Nils Chr. & Oksendal, Bernt & Sulem, Agnes, 2001. "Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 233-257, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Framstad, Nils Chr., 2013. "When can environmental profile and emissions reductions be optimized independently of the pollutant level?," Memorandum 12/2013, Oslo University, Department of Economics.

    Cited by:

    1. Framstad, Nils Christian & Strand, Jon, 2013. "Energy intensive infrastructure investments with retrofits in continuous time : effects of uncertainty on energy use and carbon emissions," Policy Research Working Paper Series 6430, The World Bank.

  2. Framstad, Nils Christian & Strand, Jon, 2013. "Energy intensive infrastructure investments with retrofits in continuous time : effects of uncertainty on energy use and carbon emissions," Policy Research Working Paper Series 6430, The World Bank.

    Cited by:

    1. Strand, Jon, 2011. "Implications of a lowered damage trajectory for mitigation in a continuous-time stochastic model," Policy Research Working Paper Series 5724, The World Bank.
    2. Framstad, Nils Chr., 2013. "When can environmental profile and emissions reductions be optimized independently of the pollutant level?," Memorandum 12/2013, Oslo University, Department of Economics.
    3. Bernard Lapeyre & Emile Quinet, 2017. "A Simple GDP-based Model for Public Investments at Risk," Post-Print hal-01666574, HAL.
    4. Chiu, Yi-Bin, 2017. "Carbon dioxide, income and energy: Evidence from a non-linear model," Energy Economics, Elsevier, vol. 61(C), pages 279-288.

Articles

  1. Framstad, Nils Chr. & Strand, Jon, 2015. "Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions," Resource and Energy Economics, Elsevier, vol. 41(C), pages 1-18. See citations under working paper version above.
  2. Nils Chr. Framstad, 2014. "When can the environmental profile and emissions reduction be optimised independently of the pollutant level?," Journal of Environmental Economics and Policy, Taylor & Francis Journals, vol. 3(1), pages 25-45, March.

    Cited by:

    1. Framstad, Nils Christian & Strand, Jon, 2013. "Energy intensive infrastructure investments with retrofits in continuous time : effects of uncertainty on energy use and carbon emissions," Policy Research Working Paper Series 6430, The World Bank.

  3. Framstad, N.C., 2011. "A remark on R.S. Pindyck: "Irreversibilities and the timing of environmental policy"," Resource and Energy Economics, Elsevier, vol. 33(3), pages 756-760, September.

    Cited by:

    1. Framstad, Nils Christian & Strand, Jon, 2013. "Energy intensive infrastructure investments with retrofits in continuous time : effects of uncertainty on energy use and carbon emissions," Policy Research Working Paper Series 6430, The World Bank.
    2. Strand, Jon, 2011. "Implications of a lowered damage trajectory for mitigation in a continuous-time stochastic model," Policy Research Working Paper Series 5724, The World Bank.
    3. Framstad, Nils Chr., 2013. "When can environmental profile and emissions reductions be optimized independently of the pollutant level?," Memorandum 12/2013, Oslo University, Department of Economics.

  4. Framstad, Nils Chr. & Oksendal, Bernt & Sulem, Agnes, 2001. "Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 233-257, April.

    Cited by:

    1. Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
    2. Sennewald, Ken & Wälde, Klaus, 2005. ""Ito's Lemma" and the Bellman equation for Poisson processes: An applied view," W.E.P. - Würzburg Economic Papers 58, University of Würzburg, Chair for Monetary Policy and International Economics.
    3. Fernando Durrell, 2006. "Optimum Constrained Portfolio Rules in a Diffusion Market," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(4), pages 285-307.
    4. Michal Czerwonko & Stylianos Perrakis, 2016. "Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-23, December.
    5. Duc PHAM-HI, 2005. "Operational risk management and new computational needs in banks," Computing in Economics and Finance 2005 355, Society for Computational Economics.
    6. Sennewald, Ken, 2005. "Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility," Dresden Discussion Paper Series in Economics 03/05, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    7. Ken Sennewald & Klaus Wälde, 2006. ""Itô’s Lemma" and the Bellman Equation for Poisson Processes: An Applied View," CESifo Working Paper Series 1684, CESifo Group Munich.
    8. Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016. "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, vol. 20(3), pages 705-740, July.
    9. Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152, HAL.
    10. Dai, Min & Wang, Hefei & Yang, Zhou, 2012. "Leverage management in a bull–bear switching market," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1585-1599.
    11. Sennewald, Ken, 2007. "Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1106-1131, April.
    12. Thai Nguyen, 2016. "Optimal investment and consumption with downside risk constraint in jump-diffusion models," Papers 1604.05584, arXiv.org.
    13. Sennewald, Ken & Wälde, Klaus, 2005. ""Itô's Lemma" and the Bellman equation: An applied view," Dresden Discussion Paper Series in Economics 04/05, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    14. Nikolay A. Andreev, 2014. "On Linearity Of Transaction Costs In Order Driven Market," HSE Working papers WP BRP 38/FE/2014, National Research University Higher School of Economics.
    15. Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
    16. Le Courtois, Olivier & Menoncin, Francesco, 2015. "Portfolio optimisation with jumps: Illustration with a pension accumulation scheme," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 127-137.
    17. Castellano, Rosella & Cerqueti, Roy, 2014. "Mean–Variance portfolio selection in presence of infrequently traded stocks," European Journal of Operational Research, Elsevier, vol. 234(2), pages 442-449.
    18. Johannes Temme, 2012. "Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(1), pages 21-41, August.
    19. Hong Liu & Mark Loewenstein, 2013. "Market Crashes, Correlated Illiquidity, and Portfolio Choice," Management Science, INFORMS, vol. 59(3), pages 715-732, October.
    20. Valeri Zakamouline, 2004. "A Unified Approach to Portfolio Optimization with Linear Transaction Costs," GE, Growth, Math methods 0404003, EconWPA, revised 28 Apr 2004.
    21. Framstad, Nils Chr., 2014. "The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model," Memorandum 25/2014, Oslo University, Department of Economics.
    22. Duc Pham-Hi, 2012. "A Markov random model of interbank dynamics with filtering and adaptive learning techniques," EcoMod2012 4523, EcoMod.
    23. Akira Yamazaki, 2017. "Equilibrium Equity Price With Optimal Dividend Policy," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-28, March.
    24. Felix J. Lopez-Iturriaga & Domingo Javier Santana-Martin, 2015. "Do Shareholder Coalitions Modify Dominant Owner's Control? The Impact On Dividend Policy," HSE Working papers WP BRP 41/FE/2015, National Research University Higher School of Economics.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (4) 2013-05-11 2013-06-30 2013-06-30 2015-02-28
  2. NEP-ENE: Energy Economics (3) 2013-05-11 2013-06-30 2013-06-30
  3. NEP-REG: Regulation (3) 2013-05-11 2013-06-30 2013-06-30
  4. NEP-RES: Resource Economics (3) 2013-05-11 2013-06-30 2013-06-30
  5. NEP-PPM: Project, Program & Portfolio Management (2) 2013-05-11 2013-06-30

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