Concepedia

Erik Haugom

EH

Statistics

Publications

31

Citations

832

H-Index

16

Active since

2010

Affiliations

University of Inland Norway(Current)

Norwegian University of Science and Technology

Eastern Norway Research Institute

University of Glasgow

James Madison University

Erik Haugom is an author at University of Inland Norway specializing in business, economics, and engineering.

Top concepts

BusinessEconomicsFinanceEngineeringAsset PricingEconomic AnalysisForecastingFinancial EconomicsVolatility ModelingStatistics

Publications per year

2010–2024

31

Publications

31

Forecasting volatility of the U.S. oil market

Erik Haugom, Henrik Langeland, Péter Molnár et al. · Journal of Banking & Finance · 2014 · 250 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

Market efficiency and risk premia in short-term forward prices

Erik Haugom, Carl J. Ullrich · Energy Economics · 2012 · 47 citations

Empirical Finance, Economics, Financial Economics +7

Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data

Erik Haugom, Sjur Westgaard, Per Bjarte Solibakke et al. · Energy Economics · 2011 · 43 citations

Nord Pool, Economics, Volatility Modeling +14

Optimal prices for alpine ski passes

Iveta Malasevska, Erik Haugom · Tourism Management · 2017 · 36 citations

Mathematical Programming, Dynamic Pricing, Engineering +7

A comparison of implied and realized volatility in the Nordic power forward market

Ole Henrik Birkelund, Erik Haugom, Péter Molnár et al. · Energy Economics · 2015 · 32 citations

Empirical Finance, Economics, Volatility Modeling +6

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