Karl Larsson
Befattning: Universitetslektor Organisation: Handelshögskolan vid Örebro universitetE-post: karl.larsson@oru.se
Telefon: 019 302463
Rum: N4012
Forskningsämne
Forskargrupper
Publikationer
Artiklar i tidskrifter |
Doktorsavhandlingar, sammanläggningar |
Rapporter |
Artiklar i tidskrifter
- Larsson, K. , Green, R. & Benth, F. E. (2023). A stochastic time-series model for solar irradiation. Energy Economics, 117.
- Larsson, K. (2023). Parametric heat wave insurance. Journal of Commodity Markets, 31.
- 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.
- Huskaj, B. & Larsson, K. (2016). An empirical study of the dynamics of implied volatility indices: international evidence. Quantitative Finance Letters, 4 (1), 77-85.
- 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.
Doktorsavhandlingar, sammanläggningar
- Larsson, K. (2009). Analytical Approximation of Contingent Claims. (Doctoral dissertation). (Sammanläggning) Lund: Department of Economics, Lund Universtiy.
Rapporter
- Larsson, K. (2010). Dynamic extensions and probabilistic expansions of the SABR model.. SSRN (SSRN Working Papers ).