PhD defence: Nina Lange

In order to obtain the PhD degree, Nina Lange submitted her thesis entitled: Correlation in Energy Markets

Monday, February 13, 2017 - 13:30 to 15:30

The dissertation consists of four essays within the overall topic of energy markets. The first essay studies the relationship of volatility in oil prices and the EURUSD rate. The remaining three essays study the so-called energy quanto options – a contract paying the product of two options. These essays cover both the use and the pricing of such contracts.
Primary Supervisor:

Professor Carsten Sørensen
Department of Finance
Copenhagen Business School
Secondary Supervisor:
Senior Manager Peter Lyk-Jensen
Quantitative Valuation
Dong Energy
Assessment Committee:
Associate Professor Bjarne Astrup Jensen (Chair)
Department of Finance
Copenhagen Business School

Teaching Associate Professor Elisa Nicolato
Department of Economics and Business Economics
Aaarhus University

Assistant professor Anders Bjerre Trolle
Swiss Finance Institute
Ecole Polytechnique Fédérale de Lausanne
The thesis will be available here

The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in Rotunden (2nd floor above the canteen).

The page was last edited by: Communications // 09/02/2020