• Skjernvej 4, A, 5-312

    9220 Aalborg Ø


1985 …2019
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  • 1 Similar Profiles
Electric sparks Engineering & Materials Science
Wind power Engineering & Materials Science
Risk management Engineering & Materials Science
Power generation Engineering & Materials Science
Power plants Engineering & Materials Science
Derivatives Business & Economics
Integrated Business & Economics
Foreign exchange risk Business & Economics

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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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Project: Research

Financial institutions
Financial stability
Business model
Asymmetric information

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 journalJournal articleResearchpeer-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 proceedingBook chapterResearchpeer-review

Open Access
12 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 journalJournal articleResearchpeer-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 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