Erik Haugom

Lillehammer University College

Lillehammer , 2624

Norway

Norwegian University of Science and Technology (NTNU)

Trondheim NO-7491

Norway

SCHOLARLY PAPERS

5

DOWNLOADS

416

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 (141,005)

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 113 (195,267)

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
Downloads 0

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), Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 32 (379,701)

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), Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 0

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), Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 0 (246,548)

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, Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 0 (405,424)

Abstract:

Implied volatility, realized volatility, electricity, forwards, options