Erik Haugom
Erik Haugom
Inland Norway University of Applied Sciences
Verified email at inn.no - Homepage
Title
Cited by
Cited by
Year
Forecasting volatility of the US oil market
E Haugom, H Langeland, P Molnár, S Westgaard
Journal of Banking & Finance 47, 1-14, 2014
1712014
Market efficiency and risk premia in short-term forward prices
E Haugom, CJ Ullrich
Energy Economics 34 (6), 1931-1941, 2012
532012
Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data
E Haugom, S Westgaard, PB Solibakke, G Lien
Energy Economics 33 (6), 1206-1215, 2011
452011
A comparison of implied and realized volatility in the Nordic power forward market
OH Birkelund, E Haugom, P Molnár, M Opdal, S Westgaard
Energy Economics 48, 288-294, 2015
282015
Optimal prices for alpine ski passes
I Malasevska, E Haugom
Tourism Management 64, 291-302, 2018
252018
The real options to shutdown, startup, and abandon: US electricity industry evidence
SE Fleten, E Haugom, CJ Ullrich
Energy Economics 63, 1-12, 2017
23*2017
Forecasting spot price volatility using the short-term forward curve
E Haugom, CJ Ullrich
Energy Economics 34 (6), 1826-1833, 2012
222012
Long term oil prices
E Haugom, Ř Mydland, A Pichler
Energy Economics 58, 84-94, 2016
192016
Modelling and forecasting alpine skier visits
I Malasevska, E Haugom, G Lien
Tourism Economics 23 (3), 669-679, 2017
172017
Heterogeneous traders, liquidity, and volatility in crude oil futures market
E Haugom, R Ray
Journal of Commodity Markets 5, 36-49, 2017
152017
Modelling day ahead Nord Pool forward price volatility: Realized volatility versus GARCH models
E Haugom, S Westgaard, PB Solibakke, G Lien
2010 7th International Conference on the European Energy Market, 1-9, 2010
152010
The forecasting power of medium-term futures contracts
E Haugom, G Hoff, M Mortensen, P Molnár, S Westgaard
Journal of Energy Markets 7 (4), 2014
142014
A parsimonious quantile regression model to forecast day-ahead value-at-risk
E Haugom, R Ray, CJ Ullrich, S Veka, S Westgaard
Finance Research Letters 16, 196-207, 2016
132016
Some stylized facts about high-frequency Nord Pool forward electricity prices
E Haugom
The Journal of Energy Markets 4 (1), 21, 2011
132011
Optimal weather discounts for alpine ski passes
I Malasevska, E Haugom, G Lien
Journal of outdoor recreation and tourism 20, 19-30, 2017
102017
Salmon futures and the fish pool market in the context of the capm and the fama & french three-factor model
CO Ewald, E Haugom, L Kanthan, G Lien, P Salehi, S Střrdal
Available at SSRN 2567737, 2020
92020
Structural estimation of switching costs for peaking power plants
SE Fleten, E Haugom, A Pichler, CJ Ullrich
European Journal of Operational Research 285 (1), 23-33, 2020
82020
Economies of scale in Norwegian electricity distribution: a quantile regression approach
Ř Mydland, E Haugom, G Lien
Applied Economics 50 (40), 4360-4372, 2018
72018
Covariance estimation using high-frequency data: Analysis of Nord Pool electricity forward data
G Lien, E Haugom, S Westgaard, PB Solibakke
2010 7th International Conference on the European Energy Market, 1-8, 2010
72010
Variable pricing and change in alpine skiing attendance
E Haugom, I Malasevska
Tourism Economics 24 (8), 1029-1036, 2018
52018
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