Projects per year
Personal profile
Research profile
Lasse Bork is professor of finance. His main research interests include asset pricing, financial econometrics and empirical finance. In general, he is interested in macro-finance, i.e. the linkages between the financial markets and the economy, the housing market in general, and energy markets.
His research has been published in leading international journals like Management Science, Journal of Banking and Finance, International Journal of Forecasting, and Real Estate Economics. Working papers are available at his personale web page and SSRN.
External positions
Senior Quantitative Researcher, Norlys Energy Trading
31 May 2001 → …
Keywords
- Business Economics and Trade
- Asset Pricing and Macro-Finance
- Yield curve models with macroeconomic factors
- Financial econometrics
- Dynamic factor models.
- State-space models
- Kalman filter and applications in finance and macroeconomics
- Forecasting
- Monetary economics
- Energy Markets
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Collaborations from the last five years
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Projects
- 2 Finished
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Climate Risk Reporting by Pension Funds: International Evidence
Klumpes, P. J. M., Christensen, J. L., Bork, L., Mateus, C. & Mateus, I.
Independent Research Fund Denmark
01/01/2021 → 30/06/2023
Project: Research
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The North Jutland Business Cycle Forecast 2
Poulsen, C. S., Christensen, J. L., Jensen, M. B., Holm, J. R., Stamhus, J. & Bork, L.
Center for Regional Udvikling, CRU, <ingen navn>
01/11/2007 → 31/07/2019
Project: Research
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Aggregation Bias in Tests of the Commodity Currency Hypothesis
Bork, L., Kaltwasser, P. R. & Sercu, P., 2022, In: Journal of Banking and Finance. 135, 24 p., 106392.Research output: Contribution to journal › Journal article › Research › peer-review
3 Citations (Scopus) -
A New Index of Housing Sentiment
Bork, L. K., Møller, S. V. & Pedersen, T. Q., 5 Aug 2019, In: Management Science. 66, 4Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile28 Citations (Scopus)319 Downloads (Pure) -
Et tilbageblik på den globale finanskrise et årti senere
Bork, L., 2019, Mod strømmen - En stridsmand fylder 70: Et festskrift til Jesper Jespersen. Olesen, F. & Madsen, M. O. (eds.). Aalborg Universitetsforlag, p. 65-82 18 p.Research output: Contribution to book/anthology/report/conference proceeding › Book chapter › Research › peer-review
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PV models and Switched Regression
Bork, L. & Sercu, P., 2019, 12 p.Research output: Working paper/Preprint › Working paper › Research
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Housing Price Forecastability: A Factor Analysis
Bork, L. & Møller, S. V., 1 Sept 2018, In: Real Estate Economics. 46, 3, p. 582-611 30 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile20 Citations (Scopus)455 Downloads (Pure)
Prizes
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Recipient of the 'Teacher of the Year 2014' prize at the Faculty of Social Sciences, Aalborg University
Bork, Lasse (Recipient), 17 Apr 2015
Prize: Educational prizes
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'Teacher of the year'; Aalborg University 2014 (among the last four nominated)
Bork, Lasse (Recipient), 17 Apr 2015
Prize: Educational prizes
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Årets underviser 2014 på det samfundsvidenskabelige fakultet, Aalborg Universitet
Bork, Lasse (Recipient), 17 Apr 2015
Prize: Educational prizes
Activities
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Aarhus University (External organisation)
Bork, L. (Member)
17 Apr 2020Activity: Memberships › Membership of review committee
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KU Leuven
Lasse Bork (Visiting researcher)
2 Mar 2020 → 8 Mar 2020Activity: Visiting another research institution
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Aarhus University (External organisation)
Bork, L. (Chairperson)
29 Nov 2019Activity: Memberships › Membership of review committee
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Presenting cand.merc (finance) for the students
Lasse Bork (Lecturer)
12 Nov 2019Activity: Talks and presentations › Guest lecturers
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AP2-CFF conference
Lasse Bork (Participant)
10 Dec 2018Activity: Attending an event › Conference organisation or participation
Press/Media
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Gældskrise og opsparing sender renten ned
04/06/2012
2 items of Media coverage
Press/Media: Press / Media