1. Enheten
  2. Ansatte
  3. Torun Fretheim
Bilde av Fretheim, Torun
Bilde av Fretheim, Torun
Handelshøgskolen ved UiT tfr025@post.uit.no Tromsø

Torun Fretheim

Førsteamanuensis

  • Torun Fretheim :
    Structural Breaks or Continuous Adjustments in Grain Production and Prices 1961-2014? An Explorative Study
    APSTRACT: Applied Studies In Agribusiness And Commerce 2019 ARKIV / DOI
  • Torun Fretheim :
    An empirical analysis of the correlation between large daily changes in grain and oil futures prices
    Journal of Commodity Markets 2018 DOI
  • Torun Sæther Fretheim, Glenn Kristiansen :
    Commodity market risk from 1995 to 2013: an extreme value theory approach
    Applied Economics 2015 ARKIV / DOI
  • Torun Fretheim :
    The Age of Divestment – How Sensitive are Oil and Gas Stock Returns to Oil Price Changes?
    2019
  • Torun Sæther Fretheim :
    Commodity Market Risk 1995-2013: An Extreme Value Theory Approach
    2015
  • Torun Sæther Fretheim :
    Commodity Market Risk 1995-2013: An Extreme Value Theory Approach
    2014
  • Torun Sæther Fretheim :
    Extreme commodity market risk: Empirical evidence on volatility 1980-2012
    2013
  • Torun Sæther Fretheim :
    Extreme Commodity Market Risk
    2013
  • Torun Sæther Fretheim :
    The empirical distribution of implied correlation
    2012

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    Forskningsinteresser

    Finans, råvarer og råvaremarkeder.