Curriculum Vitae

Esben Høg, Associate Professor, Department of Mathematical Sciences, Aalborg University
Part time (40%) Associate Professor (so part time retired) from February 2024

Department of Mathematical Sciences, Aalborg University, Thomas Manns Vej 23, DK-9220 Aalborg Ø. Email: esben(at)math.aau.dk. Web: [http://people.math.aau.dk/~esben]. Telephone: +45 9940 9848

2009-today Associate Professor at the Department of Mathematical Sciences (Statistics Group and Econometrics Research Group), Aalborg University. Research within the fields of Econometrics, Time Series Analysis, Financial Econometrics, and Mathematical Statistics. 2004-2008 Associate Professor at the Department of Business Studies, Finance Research Group, Aarhus School of Business, Aarhus University. 1987-2004 Associate Professor at the Department of Information Science, Statistics Group, Aarhus School of Business. 1997-1998 Visiting scholar at University of California at Berkeley, USA, Department of Statistics. 1988-1994 Part time researcher at Jydsk Telefon and Regnecentralen Speech Recognition Project at Science Park Aarhus 1988-1994.

Nana Burmeister, Rasmus Dovnborg Frederiksen, Esben Høg, and Peter Nielsen (2023): Exploration of Production Data for Predictive Maintenance of Industrial Equipment: A Case Study, IEEE Access, vol. 11, pp 2025-2037.
Troels Sønderby Christensen, Anca Pircalabu, and Esben Høg (2019): A seasonal copula mixture for hedging the clean spark spread with wind power futures, Energy Economics, vol. 78, February 2019, pp. 64-80.
Thomas Hvolby, Bent Jesper Christensen and Esben Høg (2018): Calibration of CIR processes to CVA data and applications to estimation of Market Price of Risk, in: "Essays on Risk and Fair Pricing: PhD Thesis. Aalborg University, p. 89-135 (PhD Series, Faculty of Engineering and Science, Aalborg University).
Anca Pircalabu, Thomas Hvolby, Jesper Jung, and Esben Høg (2017): Joint price and volumetric risk in wind power trading: A copula approach, Energy Economics, vol. 62, February 2017, pp. 139–154.
Esben Høg and Leonidas Tsiaras (2011): Density forecasts of crude-oil prices using option-implied and ARCH-type models, Journal of Futures Markets, vol. 31,no. 8, pp. 727-754.
Tom Aabo, Esben Høg, and Jochen Kuhn (2010): Integrated foreign exchange risk management: the role of import in medium-sized, manufacturing firms, Journal of Multinational Financial Management,vol. 20, pp. 235-250.

Three grants as main supervisor (2015-2020) from Innovation Fund Denmark (ErhvervsPhD:
- 2016 supervisor for Industrial PhD project, Rune Nielsen, grant no. 5016-00154B
- 2016 supervisor for Industrial PhD project, Troels Christensen, grant no. 5189-00117B
- 2015 supervisor for Industrial PhD project, Anca Pircalabu grant no. 4135-00082B)
One grant as co-supervisor (2022-) from Innovation Fund Denmark (ErhvervsPhD:
- 2022 co-supervisor for Industrial PhD project, Toke Zinn, grant no. 1044-00178B
Project manager 1989-1991 in a project financed by ELSAM, “Analysis of windmill measurements” (cooperation between Aarhus School of Business and ELSAM, contract from January 23, 1989)
Member of Speech Recognition Project, Science Park Aarhus 1988-1994, financed by Jydsk Telefon and Regnecentralen.

Currently co-supervising Industrial PhD student Toke Zinn from Aalborg University (main supervisor: Orimar Sauri)
Currently co-supervising Industrial PhD student Rasmus Dovnborg Frederiksen from Aalborg University (main supervisor: Peter Nielsen)
Previously main supervisor for 4 PhD students from Aalborg University (Troels Sønderby Christensen, graduated 2020, Rune Nielsen, graduated 2019, Anca Pircalabu, graduated 2018, Thomas Hvolby, graduated 2018, Shima Shahbazi, graduated 2016). Previously main supervisor for 3 PhD students at Aarhus School of Business (Jesper Lund, Per Frederiksen, Leonidas Tsiaras)