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Karl Larsson

Title: Senior Lecturer School/office: Örebro University School of Business


Phone: +46 19 302463

Room: N4012

Research subject

Research teams


Articles in journals |  Doctoral theses, comprehensive summaries |  Reports | 

Articles in journals

Green, R. , Larsson, K. , Lunina, V. & Nilsson, B. (2018). Cross-commodity news transmission and volatility spillovers in the German energy markets. Journal of Banking & Finance, 95, 231-243.
Green, R. , Larsson, K. & Nossman, M. (2013). Pricing electricity swaptions under a stochastic volatility term structure model. Journal of Energy Markets, 6 (4), 43-67.
Larsson, K. (2012). General approximation schemes for option prices in stochastic volatility models. Quantitative finance (Print), 12 (6), 873-891.
Larsson, K. & Nossman, M. (2011). Jumps and stochastic volatility in oil prices: Time series evidence. Energy Economics, 33 (3), 504-514.
Larsson, K. (2011). Pricing Commodity Swaptions in Multifactor Models. Journal of Derivatives, 19 (2), 32-44.

Doctoral theses, comprehensive summaries

Larsson, K. (2009). Analytical Approximation of Contingent Claims. (Doctoral dissertation). (Comprehensive summary) Lund: Department of Economics, Lund Universtiy.