Details about Esben Høg
Access statistics for papers by Esben Høg.
Last updated 2020-07-13. Update your information in the RePEc Author Service.
Short-id: phg3
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Working Papers
2008
- On the Generalized Brownian Motion and its Applications in Finance
Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies 
- Volatility and realized quadratic variation of differenced returns: A wavelet method approach
Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies
2006
- The Fractional OU Process: Term Structure Theory and Application
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- Volatility and realized quadratic variation of differenced returns
Computing in Economics and Finance 2005, Society for Computational Economics
2003
- Wavelet Estimation of Integrated Volatility
Computing in Economics and Finance 2003, Society for Computational Economics View citations (14)
2001
- Dynamic Cost Managenent: Combining ABC, the Theory of the Firm and Cubic Splines
Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies
- Estimation of Diffusions using Wavelet scaling methods
Computing in Economics and Finance 2001, Society for Computational Economics
Journal Articles
2019
- A seasonal copula mixture for hedging the clean spark spread with wind power futures
Energy Economics, 2019, 78, (C), 64-80 View citations (5)
2017
- Joint price and volumetric risk in wind power trading: A copula approach
Energy Economics, 2017, 62, (C), 139-154 View citations (20)
2011
- Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models
Journal of Futures Markets, 2011, 31, (8), 727-754 View citations (10)
2010
- Integrated foreign exchange risk management: The role of import in medium-sized manufacturing firms
Journal of Multinational Financial Management, 2010, 20, (4-5), 235-250 View citations (5)
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