Projects per year
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Collaborations from the last five years
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Projects
- 1 Finished
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A mechanism for reducing opaqueness in financial institutions
Høg, E. (Project Participant), Grosen, A. (Project Participant) & Hansen, M. K. (Project Participant)
01/01/2009 → 31/12/2017
Project: Research
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A Mathematical Framework for the Microstructure of Financial Markets
Zinn, T., Sauri, O., Jung, J. & Høg, E., 2023, SSRN: Social Science Research Network.Research output: Working paper/Preprint › Preprint
Open Access -
Exploration of Production Data for Predictive Maintenance of Industrial Equipment: A Case Study
Burmeister, N., Frederiksen, R. D., Hog, E. & Nielsen, P., 2023, In: IEEE Access. 11, p. 102025-102037 13 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile8 Citations (Scopus)148 Downloads (Pure) -
A Vine Copula Panel Model for Day-Ahead Electricity Prices
Valberg-Madsen, J. S., Høg, E., Christensen, T. S. & Pircalabu, A., 25 Jan 2020, Symposium i Anvendt Statistik 2020. Linde, P. (ed.). København: Det Nationale Forskningscenter for Arbejdsmiljø, p. 88-94 7 p.Research output: Contribution to book/anthology/report/conference proceeding › Book chapter › Research › peer-review
Open AccessFile598 Downloads (Pure) -
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
Open AccessFile8 Citations (Scopus)322 Downloads (Pure) -
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