Photo of Esben Høg

Esben Høg

Associate Professor

 https://orcid.org/0000-0001-5078-7188

  • Skjernvej 4, A, 5-312

    9220 Aalborg Ø

    Denmark

1985 …2019
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Projects 2009 2017

A mechanism for reducing opaqueness in financial institutions

Høg, E., Grosen, A. & Hansen, M. K.

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01/01/2009 → 31/12/2017

Project: Research

Financial institutions
Financial stability
Business model
Asymmetric information
Mismatch

Research Output 1985 2019

A seasonal copula mixture for hedging the clean spark spread with wind power futures

Christensen, T. S., Pircalabu, A. & Høg, E., 1 Feb 2019, In : Energy Economics. 78, February 2019, p. 64-80 17 p.

Research output: Contribution to journal › Journal article › Research › peer-review

Electric sparks
Wind power
Risk management
Power generation
Power plants

Calibration of CIR processes to CVA data and applications to estimation of Market Price of Risk

Hvolby, T., Christensen, B. J. & Høg, E., 2018, Essays on Risk and Fair Pricing: PhD Thesis. Aalborg University, p. 89-135 (PhD Series, Faculty of Engineering and Science, Aalborg University).

Research output: Contribution to book/anthology/report/conference proceeding › Book chapter › Research › peer-review

Open Access
10 Citations (Scopus)

Joint price and volumetric risk in wind power trading: A copula approach

Pircalabu, A., Hvolby, T., Jung, J. & Høg, E., 2017, In : Energy Economics. 62, p. 139-154 16 p.

Research output: Contribution to journal › Journal article › Research › peer-review

A Wavelet Approach to Integrated Volatility and Quarticity

Høg, E., Christensen, B. J. & Dziubinski, M., 2016, (Submitted) In : Journal of Empirical Finance.

Research output: Contribution to journal › Journal article › Research › peer-review

Optimizing RFID Tagging in the Aviation Industry

Shahbazi, S., Høg, E. & Berthelsen, K. K., 2016, (Submitted) In : SIAM Journal on Control and Optimization.

Research output: Contribution to journal › Journal article › Research › peer-review