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Details about Esben Høg

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Workplace:Aalborg Universitet - Institut for Matematiske Fag

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

  1. 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 Downloads
  2. 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 Downloads

2006

  1. The Fractional OU Process: Term Structure Theory and Application
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads

2005

  1. Volatility and realized quadratic variation of differenced returns
    Computing in Economics and Finance 2005, Society for Computational Economics

2003

  1. Wavelet Estimation of Integrated Volatility
    Computing in Economics and Finance 2003, Society for Computational Economics Downloads View citations (6)

2001

  1. 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
  2. Estimation of Diffusions using Wavelet scaling methods
    Computing in Economics and Finance 2001, Society for Computational Economics Downloads

Journal Articles

2019

  1. A seasonal copula mixture for hedging the clean spark spread with wind power futures
    Energy Economics, 2019, 78, (C), 64-80 Downloads View citations (2)

2017

  1. Joint price and volumetric risk in wind power trading: A copula approach
    Energy Economics, 2017, 62, (C), 139-154 Downloads View citations (13)

2011

  1. Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models
    Journal of Futures Markets, 2011, 31, (8), 727-754 Downloads View citations (10)

2010

  1. 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 Downloads View citations (4)
 
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