IØ8304 - Market Risk Analysis


Examination arrangement

Examination arrangement: Oral examination
Grade: Passed/Failed

Evaluation Weighting Duration Grade deviation Examination aids
Muntlig 100/100

Course content

This course covers advanced empirical and quantitative analyses of financial and commodity markets. With financial markets we mean stocks, currency, and bond markets. With commodity markets we mean energy, metals, agricultural markets, and related markets (such as fish/shipping/freight markets/weather markets etc.). Through the course, the students are expected to develop competence in conducting their own empirical analyses of asset prices. The course will consist of a mixture of standard lecturing and practical exercises, interfacing econometric methods and theories and topics from finance and commodity market economics.

Learning outcome

After completing the course, the student should
- understand the most important empirical concepts for modeling and forecasting of prices, returns, volatility, and risk from various markets.
- have aquired experience of applying relevant market data and implemented state of the art econometric models.
- read and understand research articles in the area of empirical finance.
- conduct and presented exercises and a termpaper based on selected topics from the literature.

Learning methods and activities

Lectures, performance of datacases, seminars/student presentations, project work, guest lectures.

The course can be given in form of intensive lectures with several hours per day, several days per week, during a limited number of weeks. Alternatively, the course can also be taken as an independent study program.

Compulsory work: Computor exercises/presentations covering all areas of the course. Oral exam will be based on pensum and seminar activities.

Compulsory assignments

  • Computer exercises

Course materials

Carol Alexander, 2008, Market Risk Analysis, Wiley (4 Books)

Credit reductions

Course code Reduction From To
TIØ4557 3.5
More on the course



Version: 1
Credits:  7.5 SP
Study level: Doctoral degree level


Term no.: 1
Teaching semester:  AUTUMN 2017

Language of instruction: English


Subject area(s)
  • Business Economics
  • Managerial Economics, Finance and Operations Research
  • Financial Economics
  • Industrial Economics and Technology Management
Contact information
Course coordinator:

Department with academic responsibility
Department of Industrial Economics and Technology Management


Examination arrangement: Oral examination

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD Muntlig 100/100
Room Building Number of candidates
Spring ORD Muntlig 100/100
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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