Rune Mølgaard

Aarhus University

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

375

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Market Power in Power Markets: Evidence from Forward Prices of Electricity

CREATES Research Paper No. 2007-30
Number of pages: 59 Posted: 23 Jun 2008
Aarhus University, affiliation not provided to SSRN and Aarhus University
Downloads 193 (158,222)
Citation 5

Abstract:

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Electricity, forward prices, market power

2.

Asset Allocation in Incomplete Markets With Endogenous Labor Supply

Number of pages: 41 Posted: 06 Dec 2006
Rune Mølgaard
Aarhus University
Downloads 111 (248,450)
Citation 1

Abstract:

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Asset Allocation, Optimal portfolio choice, Incomplete Markets, Endogenous Labor supply, Hamilton-Jacobi-Bellman equation, Viscosity solution

3.

Dynamic Asset Allocation in the Presence of Housing and Incomplete Markets

Number of pages: 73 Posted: 06 Sep 2008
Rune Mølgaard
Aarhus University
Downloads 71 (329,257)

Abstract:

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Asset allocation, Hamilton-Jacobi-Bellman equation, Intermediate consumption