Details about Karl Larsson

Access statistics for papers by Karl Larsson.

Last updated 2024-09-25. Update your information in the RePEc Author Service.

Short-id: pla552

Working Papers

2017

1. Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
   Working Papers, Lund University, Department of Economics View citations (2)
   See also Journal Article Cross-commodity news transmission and volatility spillovers in the German energy markets, Journal of Banking & Finance, Elsevier (2018) View citations (16) (2018)

Journal Articles

2023

1. A stochastic time-series model for solar irradiation
   Energy Economics, 2023, 117, (C) View citations (2)
2. Parametric heat wave insurance
   Journal of Commodity Markets, 2023, 31, (C) View citations (3)

2018

3. Cross-commodity news transmission and volatility spillovers in the German energy markets
   Journal of Banking & Finance, 2018, 95, (C), 231-243 View citations (16)
   See also Working Paper Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets, Working Papers (2017) View citations (2) (2017)

2012

4. General approximation schemes for option prices in stochastic volatility models
   Quantitative Finance, 2012, 12, (6), 873-891

2011

5. Jumps and stochastic volatility in oil prices: Time series evidence
   Energy Economics, 2011, 33, (3), 504-514 View citations (68)