Data for a working paper "Pricing salmon futures with factor models" by Daumantas Bloznelis

The working paper "Pricing salmon futures with factor models" by Daumantas Bloznelis explores pricing of salmon futures contracts using classical factor models: the Capital Asset Pricing Model and the Fama-French Three-Factor Model. The data consists of salmon futures prices, Oslo Stock Exchange All-Share Index, returns on the three Fama-French factors for Norway, Norwegian one-month risk-free rate, Norwegian farmed Atlantic salmon sales and production volume, and salmon futures trading and clearing fees.