Projects per year
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Projects
- 1 Finished
A mechanism for reducing opaqueness in financial institutions
Høg, E., Grosen, A. & Hansen, M. K.
01/01/2009 → 31/12/2017
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 journal › Journal article › Research › peer-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 proceeding › Book chapter › Research › peer-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 journal › Journal article › Research › peer-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 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