• Skjernvej 4, A, 5-312

    9220 Aalborg Ø

    Denmark

1985 …2019

Research output per year

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Projects

A mechanism for reducing opaqueness in financial institutions

Høg, E., Grosen, A. & Hansen, M. K.

<ingen navn>

01/01/200931/12/2017

Project: Research

  • Research Output

    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 journalJournal articleResearchpeer-review

  • 2 Citations (Scopus)

    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 proceedingBook chapterResearchpeer-review

    Open Access

    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 journalJournal articleResearchpeer-review

    20 Citations (Scopus)

    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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-review