Et profilbilde

Førsteamanuensis
Roy Endre Dahl { "honorific-suffix": "Førsteamanuensis", "fn": "Roy Endre Dahl", "tel": "Telefon: 51831605", "email": "roy.e.dahl@uis.no" }

Avdeling/enhet Det teknisk- naturvitenskapelige fakultet
Institutt/senter Institutt for industriell økonomi, risikostyring og planlegging
Rom KE D-428

RESEARCH BACKGROUND

Associate Professor
University of Stavanger
December 2012 ?

PhD-student
University of Stavanger
June 2009 ? November 2012
Risk analysis on commodity markets

Lecturer
University of Stavanger
August 2011 ?

IND500 ? Investment Analysis, Master level
ING200 ? Business and entrepreneurship, Bachelor level
IND640 ? Derivatives, risk and markets, Master level
IND905 ? Econometric Analysis, PhD level


PhD-SUPERVISOR / CO-SUPERVISOR

Main supervisor

Arne Sørvig (finished 2016) -  Essays in Aquaculture Economics and Marketing
Erlendur Jonnson (expected 2018) -  Risk Management in resource based industries
Muhammad Yahya (expected 2019) ? Commodity Volatility Index 

Co-supervisor

Knut Anders Johansen (2018)
Ruth Pincinato (2018)
Fabian Roche (2019/2020)


PUBLICATIONS

Dahl, Roy Endré; Jonsson, Erlendur (2018)
Volatility spillover in aquaculture and fisheries markets. Forthcoming in Aquaculture Economics & Management.

Dahl, Roy Endré; Jonsson, Erlendur (2018)
Volatility spillover in seafood markets. Forthcoming in Journal of Commodity Markets.

Abrahamsen, Eirik B.; Asche, Frank; Dahl, Roy Endré (2018)
Safety and Economic Activity. Forthcoming Routledge Companion to Risk, Crisis and Security in Business.

Abrahamsen, Eirik Bjorheim; Asche, Frank; Dahl, Roy Endré (2017)
Societal safety: variations between modes and regions. Int. J. Business Continuity and Risk Management, Vol. 7 (3), pp.233?243.

Dahl, Roy Endré (2017)
A study of volatility in the aquaculture market using Value-at-Risk. Aquaculture Economics & Management, vol. 21 (1), 125-143.

Dahl, Roy Endré; Lorentzen, Sindre; Oglend, Atle; Osmundsen Petter (2017)
Pro-Cyclical Petroleum Projects and Cost Overruns in Norway. Energy Policy, 100, 68-78.

Asche, Frank; Dahl, Roy Endre; Steen, Marie. (2015)
Price volatility in seafood markets: Farmed vs wild fish. Aquaculture Economics & Management, Vol. 19.(3), 316-335.

Dahl, Roy Endre; Oglend, Atle. (2014)
Fish Price Volatility. Marine Resource Economics, Vol. 29.(4), 305-322.

Asche, Frank; Dahl, Roy Endre; Valderrama, Diego; Zhang, Dengjun. (2014)
Price transmission in new supply chains - The case of salmon in France.  Aquaculture Economics & Management, Vol. 18.(2), 205-219.

Dahl, Roy Endre; Oglend, Atle; Osmundsen, Petter; Sikveland, Marius. (2012).
Are oil and natural gas going separate ways in the UK? Cointegration tests with Structural shifts.  Journal of Energy Markets, Vol. 5 (2), 33-58.

Asche, Frank;  Dahl, Roy Endre; Gordon, Daniel V.; Trollvik, Trine Elisabeth;  Aandahl, Paul. (2011)
Demand growth for salmon in the European market. Marine Resource Economics 2011, Vol. 26.(4), 255-265.

Asheim, Leif Jarle; Dahl, Roy Endre; Kumbhakar, Subal C.; Oglend, Atle; Tveterås, Ragnar. (2011)
Are Prices or Biology Driving the Short-Term Supply of Farmed Salmon? Marine Resource Economics 2011, Vol. 26.(4), 343-357.


WORKING PAPERS

Asche, Frank; Dahl, Roy Endré
The effect of crude oil prices on the valuation of energy companies

Cojocaru, Andreea, Dahl, Roy Endré; Roll, Kristin H.
US shale oil and shale gas break even price

Dahl, Roy Endré; Roll, Kristin H.
Response to business cycles for US shale oil and conventional oil supply.

Dahl, Roy Endré; Roll, Kristin H.
Toward a more flexible oil supply?

Dahl, Roy Endre; Kleivbo, Kasper; Welde, Morten
The importance of business cycles to cost overrun vulnerability. A study on Norwegian public sector and petroleum industry. 

Dahl, Roy Endré; Oglend, Atle; Yahya, Muhammed
Temporal and spectral dependence between the energy commodities using wavelet-based copula

Dahl, Roy Endré; Oglend, Atle; Yahya, Muhammed
How the change in crude oil price impacts the financial markets in BRICS: The tale of wavelet-based copula

Dahl, Roy Endré; Oglend, Atle
The Stability of Energy Prices in the New Decade: The Case of European and US Oil and Natural Gas Prices.

Dahl, Roy Endre; Johansen, Knut Anders Kjelaas
Studying Volatility Regime Shifts in Energy Prices. 

Dahl, Roy Endre; Jonsson, Erlendur; Lorentzen, Sindre
Volatility spillover in European Electricity Markets.

Dahl, Roy Endre; Jonsson, Erlendur
Volatility trends in Icelandic whitefish markets.

Dahl, Roy Endré
Dynamic price relationship in crude oil markets

Dahl, Roy Endré; Oglend, Atle; Lorentzen, Sindre; Yahya, Muhammed
Temporal dynamics of volatility spillover in commodity markets: Does crude oil really matter?


PROCEEDINGS

Dahl, Roy Endré (2017)
Dynamic price relationship in crude oil markets. Proceedings 15th European Conference 2017, Vienna, Austria.

Asche, Frank; Dahl, Roy Endré. (2017)
The effect of crude oil prices on the valuation of energy companies. Proceedings 15th European Conference 2017, Vienna, Austria.

Dahl, Roy Endré; Jonsson, Erlendur; Lorentzen, Sindre (2017)
Volatility spillovers in EU electricity markets. Proceedings 15th European Conference 2017, Vienna, Austria.

Dahl, Roy Endré; Lorentzen, Sindre; Oglend, Atle; Yahya, Muhammad (2017)
Temporal dynamics of volatility spillover: the case of energy markets. Proceedings 15th European Conference 2017, Vienna, Austria.

Dahl, Roy Endré; Roll, Kristin Helen (2017)
Survival of the fittest: US oil productivity during business cycles. Proceedings 15th European Conference 2017, Vienna, Austria.

Asche, Frank; Dahl, Roy Endré; Jonsson, Erlendur (2017)
A study of Volatility Spillover in Aquaculture and Capture Seafood Markets. Proceedings Aquaculture Conference 2017, San Antonio, Texas.

Dahl, Roy Endré; Oglend, Atle (2016)
The Stability of Energy Prices in the New Decade: The Case of European and US Oil and Natural Gas Prices. Proceedings IAEE/USAEE North American Conference 2016, Tulsa, OK, USA.

Dahl, Roy Endré; Jonsson, Erlendur (2016)
Regime shifts in electricity price volatility in USA and EU. Proceedings IAEE/USAEE North American Conference 2016, Tulsa, OK, USA.

Dahl, Roy Endre; Lorentzen, Sindre; Oglend, Atle; Osmundsen, Petter (2016)
Can oil price developments explain cost overruns in petroleum projects? Proceedings IAEE/USAEE North American Conference 2016, Tulsa, OK, USA.

Dahl, Roy Endre; Johansen, Knut Anders Kjelaas (2016)
Volatility spillover from the Energy market. Proceedings ECOMFIN 2016, Paris.

Dahl, Roy Endré (2016)
Evaluating Value-at-Risk estimates for an energy portfolio. Proceedings IAEE International Conference 2016, Bergen.

Dahl, Roy Endré; Johansen, Knut Anders Kjelaas (2016)
Studying Volatility Regime Shifts in Energy Prices. Proceedings IAEE International Conference 2016, Bergen.

Dahl, Roy Endré (2016)
A study of volatility in the aquaculture market using Value-at-Risk. Proceedings Aquaculture Conference 2016, Las Vegas.

Dahl, Roy Endré; Oglend, Atle; Osmundsen, Petter (2015)
Oil Investments and Cost Overruns. Proceedings IAEE International Conference 2015, Antalya.

Dahl, Roy Endré (2015)
Volatility in Electricity Prices ? A Study of Recent Shifts in USA. Proceedings IAEE/USAEE North American Conference 2015, Pittsburg, PA, USA.

Asche, Frank; Dahl, Roy Endré. (2014)
Oil Price Shocks and the effects on the price of other commodities. Proceedings IAEE European Conference 2014, Rome.

Dahl, Roy Endré; Osmundsen, Petter. (2014)
Estimating fluctuations in oil and gas investments. Proceedings IAEE European Conference 2014, Rome.

Asche, Frank; Dahl, Roy Endré; Tveteraas, Sigbjorn (2014)
Volatility Regimes in Aquaculture Markets: Species and Products. Proceedings Aquaculture Conference 2014, Seattle.

Asche, Frank; Dahl, Roy Endre; Oglend, Atle. (2013)
How volatile are oil and gas prices? A comparison of commodity volatility using regime shift analysis. Proceedings IAEE European Conference 2013, Dusseldorf.

Asche, Frank; Dahl, Roy Endre; Oglend, Atle. (2013)
Studying Downside Risk In The Oil And Gas Market Using Logistic Regression.  Proceedings IAEE European Conference 2013, Dusseldorf.

Dahl, Roy Endre (2013)
Correlation Matters - A Study of VaR's None-Coherency and the Impact of Correlation and Volatility.  The 35th Annual Meeting of the Norwegian Association of Economists.

Dahl, Roy Endre; Roll, Kristin H. (2012)
Salmon Farm Heterogeneity ? managerial skill or site differences.  Proceedings Aquaculture America 2012, Las Vegas.

Asche, Frank; Dahl, Roy Endre. (2012)
Correlation Matters (VaR) - A risk assessment of the oil market.  Proceedings IAEE European Conference 2012, Venice.

Dahl, Roy Endre (2011)
On the coherency of Historical Simulation (VaR).  Proceedings IAEE International Conference 2011, Stockholm.

Dahl, Roy Endre; Asche, Frank. (2010)
Multivariate Student?s t Monte Carlo: Estimation of Value at Risk.  Proceedings IAEE European Conference 2010, Vilnius.


OTHER

Project on fish auction data (2018 - )
Project leader for research on fish auctions, including professors and PhD-students at UiS, HSN, NTNU and University of Florida.

Abrahamsen, Eirik B.; Asche, Frank; Dahl, Roy Endré (2018)
Safety and Economic Activity
Book chapter.

Dahl, Roy Endre; Jonsson, Erlendur (2017)
Trends in fish price volatility: Icelandic whitefish. NAAFE 2017 Forum

Dahl, Roy Endré (2016)
Volatility Spillover in Seafood Markets. Workshop. Seafood: A Global Commodity, Cocoa Beach, FL, USA.

Dahl, Roy Endré; Oglend, Atle; Osmundsen, Petter (2015)
Oil and Gas Price Drop Offers Reduced Cost Overruns. Special Issue Energy Forum 2015.

Dahl, Roy Endré; Johansen, Knut Anders Kjelaas (2015)
Volatility in Energy Prices. Workshop Journal of Commodity Markets 2015, Oslo.

Forskningsområder

Utvalgte publikasjoner

Pågående forskning

Arbeidserfaring

Vitenskapelige publikasjoner (fra CRISTin)

  • Dahl, Roy Endre (2017). Dynamic price relationship in crude oil markets. IAEE; 2017-09-03 - 2017-09-06.
  • Dahl, Roy Endre; Asche, Frank (2017). The effect of crude oil prices on the valuation of energy companies. IAEE; 2017-09-03 - 2017-09-06.
  • Dahl, Roy Endre; Roll, Kristin Helen (2017). Survival of the fittest: US oil productivity during business cycles. IAEE; 2017-09-03 - 2017-09-06.
  • Jonsson, Erlendur Ingi; Dahl, Roy Endre; Lorentzen, Sindre (2017). Volatility spillovers in EU electricity markets. IAEE; 2017-09-03 - 2017-09-06.
  • Yahya, Muhammad; Oglend, Atle; Lorentzen, Sindre; Dahl, Roy Endre (2017). Temporal dynamics of volatility spillover: the case of energy markets. IAEE; 2017-09-03 - 2017-09-06.
  • Dahl, Roy Endre (2016). A study of volatility in the aquaculture market using Value-at-Risk. 2016-02-22 - 2016-02-26.
  • Dahl, Roy Endre; Johansen, Knut Anders Kjelaas (2016). Volatility spillover from the Energy market. Energy and Commodity Finance Association; 2016-06-23 - 2016-06-24.
  • Dahl, Roy Endre (2015). Volatility in Electricity Prices – A Study of Recent Shifts. IAEE; 2015-10-25 - 2015-10-28.
  • Dahl, Roy Endre; Johansen, Knut Anders Kjelaas (2015). Volatility in Energy Prices – a study of recent shifts. Journal of Commodity Markets; 2015-05-21 - 2015-05-22.
  • Dahl, Roy Endre; Asche, Frank (2014). Oil price shocks and the effect on the price of other commodities. IAEE; 2014-10-28 - 2014-10-31.
  • Dahl, Roy Endre; Osmundsen, Petter (2014). Estimating fluctuations in oil and gas investments. IAEE; 2014-10-28 - 2014-10-31.
  • Dahl, Roy Endre (2013). Correlation Matters - A Study of VaR's None-Coherency and the Impact of Correlation and Volatility. 2013-01-07 - 2013-01-08.
  • Dahl, Roy Endre; Asche, Frank (2012). Correlation matters - a risk assessment of the oil market. 2012-09-09 - 2012-09-12.
  • Dahl, Roy Endre (2011). On the coherency of Historical Simulation (VaR). IAEE; 2011-06-19 - 2011-06-23.