Erik Haugom

Lillehammer University College

Lillehammer , 2624

Norway

Norwegian University of Science and Technology (NTNU)

Trondheim NO-7491

Norway

SCHOLARLY PAPERS

5

DOWNLOADS

449

CITATIONS

0

Scholarly Papers (5)

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 154 (143,438)

Abstract:

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

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 114 (205,630)

Abstract:

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
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Abstract:

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 37 (381,581)

Abstract:

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
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Abstract:

futures prices, Nordic power market

4.

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 0 (240,977)

Abstract:

oil prices, realized volatility, implied volatility, volatility forecasting

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 0 (392,556)

Abstract:

Implied volatility, realized volatility, electricity, forwards, options