Background and activities
Scientific, academic and artistic work
A selection of recent journal publications, artistic productions, books, including book and report excerpts. See all publications in the database
- (2015) A comparison of implied and realized volatility in the Nordic power forward market. Energy Economics. vol. 48.
- (2015) Price discovery on Bitcoin exchanges. Journal of international financial markets, institutions, and money. vol. 36.
- (2015) What daily data can tell us about mutual funds: Evidence from Norway. Journal of Banking & Finance. vol. 55.
- (2015) The use of real option theory in Scandinavia's largest companies. International Review of Financial Analysis. vol. 41.
- (2015) Characteristics of Norwegian Rights Issues. Economics Bulletin. vol. 35 (1).
- (2014) The forecasting power of medium-term futures contracts. Journal of Energy Markets. vol. 7 (4).
- (2014) Forecasting volatility of the U.S. oil market. Journal of Banking & Finance. vol. 47 (1).
- (2014) SEO cost differences between Europe and the US. Applied Financial Economics. vol. 24 (21).
- (2013) Uniform price auctions with profit maximizing seller. Economics Bulletin. vol. 33 (3).
- (2013) Tax-adjusted Discount Rates: a General Formula under Constant Leverage Ratios. European Financial Management. vol. 19 (3).
- (2012) Properties of range-based volatility estimators. International Review of Financial Analysis. vol. 23.
Part of book/report
- (2015) Applying Copulas Functions for Wind and Hydro Complementarity Evaluation: a Brazilian Case. 12th International conference on the European Energy Market, EEM 2015.