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
- (2017) On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. Finance Research Letters. vol. 20.
- (2016) Google searches and stock returns. International Review of Financial Analysis. vol. 45.
- (2016) VIX exchange traded products: price discovery, hedging, and trading strategy. Journal of futures markets. vol. 37 (2).
- (2016) Implied volatility index for the Norwegian equity market. International Review of Financial Analysis. vol. 47.
- (2016) Electricity consumption modelling: A case of Germany. Economic Modelling. vol. 55.
- (2016) Green electricity investment timing in practice: Real options or net present value?. Energy. vol. 116.
- (2016) Green certificates and investments in small hydro power plants. International Conference on the European Energy Market. vol. 2016-July.
- (2016) Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability. vol. 32 (1).
- (2016) Volatility forecasting of strategically linked commodity ETFs: gold-silver. Quantitative finance (Print). vol. 16 (12).
- (2016) Forecasting exchange rate volatility: The case of the Czech republic, Hungary and Poland. Finance a úver. vol. 66 (5).
- (2016) High-low range in GARCH models of stock return volatility. Applied Economics. vol. 48 (51).
- (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).