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Haugom, Erik's
Scholarly Papers
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Total Downloads
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Fleten, Stein-Erik Norwegian University of Science and Technology (NTNU) Haugom, Erik Norwegian University of Science and Technology (NTNU) Ullrich, Carl J. Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
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17 Sep 11
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19 Nov 12
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Real options, uncertainty, compound exchange options, spark spread, commodity prices
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2.
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Haugom, Erik Norwegian University of Science and Technology (NTNU) Veka, Steinar Independent Lien, Gudbrand Lillehammer University College Westgaard, Sjur Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
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31 Aug 12
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18 Feb 13
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High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot
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