Christian-Oliver Ewald

University of Glasgow

United Kingdom

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Articles (20)

Market efficiency across intra-daily sampling frequencies for Brent crude oil futures

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Year:

2025

Merged LSTM-MLP for option valuation

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Year:

2025

Intra-day seasonality and abnormal returns in the Brent crude oil futures market

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Year:

2025

On the impact of biological risk in aquaculture valuation and decision making

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Year:

2025

On the predictive power of food commodity futures prices in forecasting inflation

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Year:

2025

Optimal income drawdown and investment with longevity basis risk

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Year:

2025

On the impact of feeding cost risk in aquaculture valuation and decision making

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Year:

2024

On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux

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Year:

2024

The role of news sentiment in salmon price prediction using deep learning

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Year:

2024

On the Effects of Physical Climate Risks on the Chinese Energy Sector

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Year:

2024

Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures

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Year:

2023

Hedging longevity risk in defined contribution pension schemes

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Year:

2023

Trading time seasonality in electricity futures

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Year:

2023

Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?

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Year:

2022

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil

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Year:

2022

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil

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Year:

2022

Real options, risk aversion and markets: A corporate finance perspective

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Year:

2022

Real options, risk aversion and markets: A corporate finance perspective

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Year:

2022

Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model

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Year:

2022

Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?

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Year:

2021

Collaborators (6)

Rita Pimentel

Associate professor

NTNU

NORWAY

Gudbrand Lien

Professor

Inland Norway University of Applied Sciences

NORWAY

Kevin Kamm

Umea University

SWEDEN

Yihan Zou

University of Glasgow

UNITED KINGDOM

Erik Haugom

Professor

Inland Norway University of Applied Sciences

NORWAY

Ståle Størdal

Professor II

Norwegian Institute of Science and Technology

NORWAY

Christian-Oliver Ewald

Research Interests

Explore related searches

Contact this professor

Articles (20)

Market efficiency across intra-daily sampling frequencies for Brent crude oil futures

Merged LSTM-MLP for option valuation

Intra-day seasonality and abnormal returns in the Brent crude oil futures market

On the impact of biological risk in aquaculture valuation and decision making

On the predictive power of food commodity futures prices in forecasting inflation

Optimal income drawdown and investment with longevity basis risk

On the impact of feeding cost risk in aquaculture valuation and decision making

On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux

The role of news sentiment in salmon price prediction using deep learning

On the Effects of Physical Climate Risks on the Chinese Energy Sector

Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures

Hedging longevity risk in defined contribution pension schemes

Trading time seasonality in electricity futures

Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil

Real options, risk aversion and markets: A corporate finance perspective

Real options, risk aversion and markets: A corporate finance perspective

Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model

Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?

Collaborators (6)

Rita Pimentel

Gudbrand Lien

Kevin Kamm

Yihan Zou

Erik Haugom

Ståle Størdal

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