Erik Haugom

Førsteamanuensis
Avd./Fakultet:
Enhet:
Institutt for økonomifag
Postadresse:
Høgskolen i Innlandet
Postboks 400
2418 Elverum

Prosjekter (1)

Avsluttede (1)

Vis avsluttedet prosjekter

Arbeidsoppgaver

Undervisning, Forskning, Veiledning, Studieledelse

Forskningsområder

Økonomi og ledelse

Forskningsemner

Forretningsutvikling, virksomhetsstyring og markedsføringsledelse

Ekspertområder

Prognosemodeller, Strømpriser, Energiøkonomi/Energifinans, Prisoptimering

Publikasjoner (74)

Utvalgte (74)

  • Malasevska, Iveta; Haugom, Erik (). Alpine skiing demand patterns.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Real-Option Implied Maintenance and Switching Costs for Peaking Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Estimation of Maintenance and Switching Costs for Peaking Power Plants.
  • Haugom, Erik; Malasevska, Iveta (). Variable pricing and change in alpine skiing attendance.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peaking Power Plants.
  • Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur (). The Forward Premium in the Nord Pool Power Market.
  • Haugom, Erik; Skaare, Sigrun Dancke (). Ulike priser kan være redningen for alpinanleggene.
  • Fleten, Stein-Erik; Haugom, Erik; Johansen, Marius; Pichler, Alois; Ullrich, Carl J. (). Maintaining, restarting, mothballing and scrapping peaking power plants: Cost estimation.
  • Malasevska, Iveta; Haugom, Erik (). Optimal prices for alpine ski passes.
  • Mydland, Ørjan; Haugom, Erik; Lien, Gudbrand (). Economies of scale in Norwegian electricity distribution: a quantile regression approach.
  • Malasevska, Iveta; Haugom, Erik; Lien, Gudbrand (). Optimal weather discounts for alpine ski passes.
  • Haugom, Erik; Ray, Rina (). Heterogeneous traders, liquidity, and volatility in crude oil futures market.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). The cost of restarting, shutting down temporarily and abandoning: An estimable dynamic programming model for peak power plants.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). The real options to shutdown, startup, and abandon: U.S. electricity industry evidence.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Options.
  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar Svartskuren; Westgaard, Sjur (). A parsimonious quantile regression model to forecast day-ahead value-at-risk.
  • Haugom, Erik; Mydland, Ørjan; Pichler, Alois (). Long term oil prices.
  • Malasevska, Iveta; Lien, Gudbrand; Haugom, Erik (). Modelling and forecasting alpine skier visits.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Options.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Real Switching Options in Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Switching Options in Peak Power Plants: Structural Estimation.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peak Power Plants.
  • Birkelund, Ole Henrik; Haugom, Erik; Molnar, Peter; Opdal, Martin; Westgaard, Sjur (). A comparison of implied and realized volatility in the Nordic power forward market.
  • Haugom, Erik (). Risk modelling and forecasting.
  • Mydland, Ørjan; Haugom, Erik; Lien, Gudbrand (). Economies of scale in Norwegian electricity distribution: A quantile input distance function approach..
  • Haugom, Erik; Mydland, Ørjan; Pichler, Alois (). Long Term Oil Prices.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural estimation for switching options in peak power plants.
  • Haugom, Erik; Hoff, Guttorm Andre; Mortensen, Maria; Molnar, Peter; Westgaard, Sjur (). The forecasting power of medium-term futures contracts.
  • Haugom, Erik; Langeland, Henrik Søyland; Molnar, Peter; Westgaard, Sjur (). Forecasting volatility of the U.S. oil market.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Nonparametric Structural Estimation of Switching Options in Power Plants.
  • Eliassen, Markus T.; Steine, Sturla A.; Haugom, Erik (). A New Quantile Regression Model to forecast one-day-ahead Value-at-Risk. 50 s.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural estimation of switching costs.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Ullrich, Carl J. (). Keeping the Lights On Until the Regulator Makes Up His Mind.
  • Haugom, Erik; Veka, Steinar Svartskuren; Lien, Gudbrand; Westgaard, Sjur (). Estimating and evaluating Value-at-Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures.
  • Haugom, Erik; Lien, Gudbrand; Veka, Steinar Svartskuren; Westgaard, Sjur (). Covariance estimation using high-frequency data: Sensitivities of estimation methods.
  • Westgaard, Sjur; Veka, Steinar Svartskuren; Haugom, Erik; Lien, Gudbrand (). A note on the risk characteristics of european energy futures markets :.
  • Haugom, Erik; Mydland, Ørjan; Pichler, Alois (). Long Term Oil Prices.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Keeping the Lights On Until The Regulator Makes Up His Mind.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Ullrich, Carl J. (). Keeping the Ligths on Until the Regulator Makes up His Mind!.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Ullrich, Carl J. (). Switching Options in Peak Power Plants: Empirical Evidence.
  • Haugom, Erik (). Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Keeping the Lights on Until the Regulator Makes Up His Mind.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Keeping the Lights on Until the Regulator Decides!.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Switching options in peak power plants: Preliminary evidence.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Switching options in peak power plants: Empirical evidence.
  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; Westgaard, Sjur (). A simple quantile regression model to forecast Value-at-Risk.
  • Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte (). Covariance estimation using high-frequency data : an analysis of Nord Pool electricity forward data.
  • Haugom, Erik (). Modelling and Forecasting Electricity Price Variability. ISBN 978-82-471-3838-0. 140 s.
  • Haugom, Erik (). Modelling and Forecasting Electricity Price Variability.
  • Haugom, Erik (). Modelling and Forecasting Electricity Price Variability.
  • Haugom, Erik (). A new appraoch to analyze intra-daily volatility patterns: Empirical evidence from the electricity industry.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). The Real Options to Shutdown, Startup, and Abandon: Empirical Evidence from the Electricity Industry.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). Switching Options: Empirical Evidence from the Electricity Industry.
  • Fleten, Stein-Erik; Bakke, Knut-Harald; Viggen, Jon Ragnar; Ullrich, Carl J.; Haugom, Erik (). Optimization of Real Options: Structural Estimation of Switching Costs in Peak Power Plants.
  • Haugom, Erik; Ullrich, Carl J. (). Market efficiency and risk premia in short-term forward prices.
  • Haugom, Erik; Ullrich, Carl J. (). Forecasting spot price volatility using the short-term forward curve.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). The real options to shutdown, startup, and abandon: empirical evidence.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). The real options to shutdown, startup and abandon: Empirical evidence from the electricity industry.
  • Ullrich, Carl; Fleten, Stein-Erik; Haugom, Erik (). The Real Options to Shutdown, Startup and Abandon: Empirical Evidence from the Electricity Industry.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik (). Some stylized facts about high-frequency Nord Pool forward electricity prices.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). The Real Options to Start-up, Shutdown, and Abandon: Empirical Evidence from the Electricity Industry.
  • Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand (). Realized volatility and the influence of market measures on predictability : an analysis of Nord Pool forward electricity data.
  • Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand (). Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models.
  • Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand (). Modelling day ahead Nord Pool forward price volatility : Realized volatility versus GARCH models.
  • Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte (). Covariance estimation using high-frequency data : analysis of Nord Pool electricity forward data.
  • Haugom, Erik (). Modelling day ahead Nord Pool forward price volatility : Realized volatility versus GARCH models.
  • Haugom, Erik; Westgaard, Sjur; Lien, Gudbrand; Solibakke, Per Bjarte (). Predicting realized volatility for electricity prices using unobservable component models.
  • Haugom, Erik; Lien, Gudbrand (). Modelling and forecasting realized volatility for electricity futures prices.
  • Haugom, Erik (). Modelling and forecasting realized volatility for electricity ticker forward prices.

Vitenskapelige artikler og bokkapitler (24)

Bøker (2)

  • Eliassen, Markus T.; Steine, Sturla A.; Haugom, Erik (). A New Quantile Regression Model to forecast one-day-ahead Value-at-Risk. 50 s.
  • Haugom, Erik (). Modelling and Forecasting Electricity Price Variability. ISBN 978-82-471-3838-0. 140 s.

Vitenskapelige konferansebidrag (45)

  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Real-Option Implied Maintenance and Switching Costs for Peaking Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Estimation of Maintenance and Switching Costs for Peaking Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peaking Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Johansen, Marius; Pichler, Alois; Ullrich, Carl J. (). Maintaining, restarting, mothballing and scrapping peaking power plants: Cost estimation.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Options.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Options.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Real Switching Options in Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Switching Options in Peak Power Plants: Structural Estimation.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural Estimation of Switching Costs for Peak Power Plants.
  • Haugom, Erik (). Risk modelling and forecasting.
  • Mydland, Ørjan; Haugom, Erik; Lien, Gudbrand (). Economies of scale in Norwegian electricity distribution: A quantile input distance function approach..
  • Haugom, Erik; Mydland, Ørjan; Pichler, Alois (). Long Term Oil Prices.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural estimation for switching options in peak power plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Nonparametric Structural Estimation of Switching Options in Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Structural estimation of switching costs.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Ullrich, Carl J. (). Keeping the Lights On Until the Regulator Makes Up His Mind.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). Keeping the Lights On Until The Regulator Makes Up His Mind.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Ullrich, Carl J. (). Keeping the Ligths on Until the Regulator Makes up His Mind!.
  • Fleten, Stein-Erik Fleten UV; Haugom, Erik; Ullrich, Carl J. (). Switching Options in Peak Power Plants: Empirical Evidence.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Keeping the Lights on Until the Regulator Makes Up His Mind.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Keeping the Lights on Until the Regulator Decides!.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Switching options in peak power plants: Preliminary evidence.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). Switching options in peak power plants: Empirical evidence.
  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; Westgaard, Sjur (). A simple quantile regression model to forecast Value-at-Risk.
  • Haugom, Erik (). Modelling and Forecasting Electricity Price Variability.
  • Haugom, Erik (). Modelling and Forecasting Electricity Price Variability.
  • Haugom, Erik (). A new appraoch to analyze intra-daily volatility patterns: Empirical evidence from the electricity industry.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl J. (). The Real Options to Shutdown, Startup, and Abandon: Empirical Evidence from the Electricity Industry.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). Switching Options: Empirical Evidence from the Electricity Industry.
  • Fleten, Stein-Erik; Bakke, Knut-Harald; Viggen, Jon Ragnar; Ullrich, Carl J.; Haugom, Erik (). Optimization of Real Options: Structural Estimation of Switching Costs in Peak Power Plants.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). The real options to shutdown, startup, and abandon: empirical evidence.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). The real options to shutdown, startup and abandon: Empirical evidence from the electricity industry.
  • Ullrich, Carl; Fleten, Stein-Erik; Haugom, Erik (). The Real Options to Shutdown, Startup and Abandon: Empirical Evidence from the Electricity Industry.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Fleten, Stein-Erik; Haugom, Erik; Ullrich, Carl (). The Real Options to Start-up, Shutdown, and Abandon: Empirical Evidence from the Electricity Industry.
  • Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand (). Modelling day ahead Nord Pool forward price volatility : Realized volatility versus GARCH models.
  • Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte (). Covariance estimation using high-frequency data : analysis of Nord Pool electricity forward data.
  • Haugom, Erik (). Modelling day ahead Nord Pool forward price volatility : Realized volatility versus GARCH models.
  • Haugom, Erik; Westgaard, Sjur; Lien, Gudbrand; Solibakke, Per Bjarte (). Predicting realized volatility for electricity prices using unobservable component models.
  • Haugom, Erik; Lien, Gudbrand (). Modelling and forecasting realized volatility for electricity futures prices.
  • Haugom, Erik (). Modelling and forecasting realized volatility for electricity ticker forward prices.

Annet (3)

  • Haugom, Erik; Skaare, Sigrun Dancke (). Ulike priser kan være redningen for alpinanleggene.
  • Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; Ullrich, Carl J. (). The cost of restarting, shutting down temporarily and abandoning: An estimable dynamic programming model for peak power plants.
  • Haugom, Erik; Mydland, Ørjan; Pichler, Alois (). Long Term Oil Prices.