Erik Haugom

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS

508

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

Number of pages: 11 Posted: 14 Apr 2020
University of Glasgow, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, Lillehammer University College and Peking University
Downloads 174 (204,673)

Abstract:

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Power Markets, Futures, Arbitrage, CAPM

2.

Salmon futures and the Fish Pool market in the context of the CAPM and the Fama & French Three-Factor Model

Number of pages: 19 Posted: 23 Feb 2015 Last Revised: 14 May 2020
University of Glasgow, affiliation not provided to SSRN, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, University of Glasgow - Adam Smith Business School and Lillehammer University College
Downloads 173 (205,706)
Citation 4

Abstract:

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Futures Markets; Aquaculture; CAPM

3.

Forecasting Spot Price Volatility Using the Short-Term Forward Curve

Number of pages: 24 Posted: 05 Dec 2010 Last Revised: 27 Jan 2011
Erik Haugom and Carl J. Ullrich
affiliation not provided to SSRN and James Madison University - College of Business
Downloads 125 (267,582)
Citation 1

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Volatility forecasting, realized volatility, implied volatility, forward prices, electricity markets

4.

Trading Time Seasonality in Commodity Futures: An Opportunity for Arbitrage in the Natural Gas and Crude Oil Markets?

Number of pages: 32 Posted: 25 Feb 2021
University of Glasgow, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, Lillehammer University College and University of Glasgow
Downloads 36 (516,883)

Abstract:

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seasonality, futures, arbitrage, alpha