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
- (2021) Time Series Forecasting of Domestic Shipping Market: Comparison of Sarimax, Ann-Based Models and Sarimax_Ann Hybrid Model. International Journal of Shipping and Transport Logistics.
- (2021) Modelling Stock Returns and Risk Management in the Shipping Industry. Journal of Risk and Financial Management. vol. 14 (4).
- (2020) Performance of value-at-risk averaging in the Nordic power futures market. Journal of Energy Markets. vol. 13 (3).
- (2020) Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market. Energy. vol. 214.
- (2019) Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk. Journal of Risk Model Validation. vol. 13 (4).
- (2018) The Norwegian financial bond market : A comprehensive market review with an empirical analysis of the main drivers of spreads. Beta. vol. 32 (1).
- (2018) The Forward Premium in the Nord Pool Power Market. Emerging markets finance & trade. vol. 54 (8).
- (2018) Can commodities dominate stock and bond portfolios?. Annals of Operations Research.
- (2018) Evaluating Optimal Cost-Effectiveness of Demand Response in Wholesale Markets. IEEE Power & Energy Society General Meeting.
- (2018) Optimal hedging strategies for salmon producers. Journal of Commodity Markets. vol. 12.
- (2017) Optimal management of green certificates in the Swedish-Norwegian market. Journal of Energy Markets. vol. 10 (2).
- (2017) Hedge Fund Strategies and Time-Varying Alphas and Betas. The journal of wealth management. vol. 19 (4).
- (2017) Modeling superior predictors for crude oil prices. Journal of Energy Markets. vol. 10 (2).
- (2017) Is Beta Dead for Commodities?. Journal of Investing. vol. 26 (4).
- (2016) Modeling the UK electricity price distributions using quantile regression. Energy. vol. 102.
- (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance (Print). vol. 16 (12).
- (2016) Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability. vol. 32 (1).
- (2016) A parsimonious quantile regression model to forecast day-ahead value-at-risk. Finance Research Letters. vol. 16.
- (2016) Oil and Gas Risk Factor Sensitivities for U.S. Energy Companies. Journal of Energy and Development. vol. 41 (1 and 2).
- (2015) A comparison of implied and realized volatility in the Nordic power forward market. Energy Economics. vol. 48.