4
H index
3
i10 index
49
Citations
| 4 H index 3 i10 index 49 Citations RESEARCH PRODUCTION: 4 Articles 7 Papers RESEARCH ACTIVITY: 18 years (2001 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phg3 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Esben Høg. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Joint price and volumetric risk in wind power trading: A copula approach In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
2019 | A seasonal copula mixture for hedging the clean spark spread with wind power futures In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2010 | Integrated foreign exchange risk management: The role of import in medium-sized manufacturing firms In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 4 |
2001 | Dynamic Cost Managenent: Combining ABC, the Theory of the Firm and Cubic Splines In: Working Papers. [Citation analysis] | paper | 0 |
2008 | Volatility and realized quadratic variation of differenced returns : A wavelet method approach In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | On the Generalized Brownian Motion and its Applications in Finance In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Estimation of Diffusions using Wavelet scaling methods In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] | paper | 0 |
2003 | Wavelet Estimation of Integrated Volatility In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] | paper | 13 |
2005 | Volatility and realized quadratic variation of differenced returns In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
2006 | The Fractional OU Process: Term Structure Theory and Application In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
2011 | Density forecasts of crude?oil prices using option?implied and ARCH?type models In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team