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Research Output 2017 2018

  • 1 Ph.D. thesis
  • 1 Book chapter
  • 1 Journal article

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

Essays on Risk and Fair Pricing

Hvolby, T., 2018, Aalborg Universitetsforlag. 137 p. (Ph.d.-serien for Det Ingeniør- og Naturvidenskabelige Fakultet, Aalborg Universitet).

Research output: Book/ReportPh.D. thesisResearch

Open Access
File
11 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