Erik Haugom

Lillehammer University College

Lillehammer , 2624

Norway

Norwegian University of Science and Technology (NTNU)

Trondheim NO-7491

Norway

SCHOLARLY PAPERS

6

DOWNLOADS

630

SSRN CITATIONS
Rank 47,153

SSRN RANKINGS

Top 47,153

in Total Papers Citations

6

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Keeping the Lights On Until the Regulator Makes Up His Mind!

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 17 Sep 2011 Last Revised: 19 Nov 2012
Norwegian University of Science and Technology (NTNU), Lillehammer University College and James Madison University - College of Business
Downloads 183 (166,061)

Abstract:

Loading...

Real options, uncertainty, compound exchange options, spark spread, commodity prices

2.

Forecasting Volatility of the U.S. Oil Market

Number of pages: 46 Posted: 17 Nov 2015
Lillehammer University College, Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 163 (183,688)
Citation 3

Abstract:

Loading...

oil prices, realized volatility, implied volatility, volatility forecasting

Estimating and Evaluating Value-at-Risk forecasts based on Realized Variance: Empirical Evidence from ICE Brent Crude Oil Futures

Number of pages: 32 Posted: 31 Aug 2012 Last Revised: 18 Feb 2013
Lillehammer University College, Independent, Lillehammer University College and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 123 (231,643)

Abstract:

Loading...

High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot

Estimating and Evaluating Value‐at‐Risk Forecasts Based on Realized Variance: Empirical Evidence from ICE Brent Crude Oil Futures

OPEC Energy Review, Vol. 38, Issue 4, pp. 373-397, 2014
Number of pages: 25 Posted: 30 Dec 2014
Lillehammer University College, Independent, Lillehammer University College and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 0
  • Add to Cart

Abstract:

Loading...

The Forecasting Power of Medium-Term Futures Contracts

Journal of Energy Markets, Forthcoming
Number of pages: 20 Posted: 16 Nov 2015
Lillehammer University College, Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 63 (355,575)

Abstract:

Loading...

electricity, risk premium, forward premium, futures, Nord Pool

The Forecasting Power of Medium-Term Futures Contracts

Journal of Energy Markets, Vol. 7, No. 4, 2014
Number of pages: 24 Posted: 06 Jun 2016
Lillehammer University College, Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 0
  • Add to Cart

Abstract:

Loading...

futures prices, Nordic power market

5.

A Comparison of Implied and Realized Volatility in the Nordic Power Forward Market

Number of pages: 16 Posted: 17 Nov 2015
Norwegian University of Science and Technology, Lillehammer University College, University of Stavanger, Norwegian University of Science and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 58 (365,623)
Citation 3

Abstract:

Loading...

Implied volatility, realized volatility, electricity, forwards, options

6.

The Forward Premium in the Nord Pool Power Market

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 24 Posted: 30 Apr 2018
Lillehammer University College, Norwegian University of Science and Technology (NTNU), University of Stavanger, Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 40 (427,833)

Abstract:

Loading...

Electricity Price, Nord Pool, Forward Premium, Futures Price, Spot Price