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Publications

by members of

Høgskolen i Innlandet → Økonomi, ledelse og innovasjon

Inland Norway University of Applied Sciences → Economics and Organizational Sciences

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Christian Oliver Ewald, 2026, "Risk Aversion in the Small and in the Large: Beyond Arrow-Pratt A Wiener Chaos Hierarchy of Dynamic Risk Premia," Papers, arXiv.org, number 2607.23161, Jul.

2025

  1. Ankush Agarwal & Christian Ewald & Yihan Zou, 2025, "Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty," Papers, arXiv.org, number 2502.05340, Feb.

2024

  1. Christian Oliver Ewald & Charles Nolan, 2024, "On the Adaptation of the Lagrange Formalism to Continuous Time Stochastic Optimal Control: A Lagrange-Chow Redux," Working Papers, Business School - Economics, University of Glasgow, number 2024_04, Apr.

2023

  1. Christian Oliver Ewald & Kevin Kamm, 2023, "On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making," Papers, arXiv.org, number 2309.02970, Sep.

2020

  1. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020, "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Papers, arXiv.org, number 2002.05232, Feb.

2019

  1. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2019, "Hedging longevity risk in defined contribution pension schemes," Papers, arXiv.org, number 1904.10229, Apr, revised May 2020.

2007

  1. Christian-Olivier Ewald & Rolf Poulsen & Klaus Reiner Schenk-Hoppe, 2007, "Stochastic Volatility: Risk Minimization and Model Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-10, Feb.
  2. Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang, 2007, "Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-11, Aug.
  3. Alos, Elisa & Ewald, Christian-Oliver, 2007, "Malliavin differentiability of the Heston volatility and applications to option pricing," MPRA Paper, University Library of Munich, Germany, number 3237, May.
  4. Zhang, Aihua & Korn, Ralf & Ewald, Christian-Oliver, 2007, "Optimal management and inflation protection for defined contribution pension plans," MPRA Paper, University Library of Munich, Germany, number 3300.
  5. Ewald, Christian-Oliver & Xiao, Yajun, 2007, "Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model," MPRA Paper, University Library of Munich, Germany, number 3301.

2005

  1. Elisa Alòs & Christian-Olivier Ewald, 2005, "A note on the Malliavin differentiability of the Heston volatility," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 880, Aug.

Journal articles

2025

  1. Smith-Meyer, Erik & Haugom, Erik & Ewald, Christian Oliver, 2025, "Market efficiency across intra-daily sampling frequencies for Brent crude oil futures," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104424.
  2. Christian Oliver Ewald & Erik Haugom & Ståle Størdal & Sjur Westgaard, 2025, "Special Issue of Quantitative Finance on ‘Business Analytics in Banking and Finance’," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 11, pages 1675-1677, November, DOI: 10.1080/14697688.2025.2590946.
  3. Christian Oliver Ewald & Erik Haugom & Ruolan Ouyang & Erik Smith-Meyer & Ståle Størdal, 2025, "Intra-day seasonality and abnormal returns in the Brent crude oil futures market," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 11, pages 1731-1744, November, DOI: 10.1080/14697688.2025.2535479.
  4. Wenyang Xu & Christian Oliver Ewald & Linjia Dong & Zhaojun Yang, 2025, "The pricing of total loss absorption capacity bonds in a jump-diffusion model with regime-switching," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 12, pages 1921-1938, December, DOI: 10.1080/14697688.2025.2571150.
  5. Ankush Agarwal & Christian Oliver Ewald & Shuya Zhang & Yihan Zou, 2025, "On the predictive power of food commodity futures prices in forecasting inflation," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 12, pages 1957-1969, December, DOI: 10.1080/14697688.2025.2536611.
  6. Ankush Agarwal & Christian Oliver Ewald & Yongjie Wang, 2025, "Optimal income drawdown and investment with longevity basis risk," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2025, issue 7, pages 680-717, August, DOI: 10.1080/03461238.2025.2455056.
  7. Stefanie Gesierich & Anne Jørgensen Nordli & Anthony Arundel, 2025, "NGO engagement in the creation of public service innovations: A configurational, explorative approach," Public Money & Management, Taylor & Francis Journals, volume 45, issue 5, pages 424-434, July, DOI: 10.1080/09540962.2024.2410806.

2024

  1. Ewald, Christian Oliver & Nolan, Charles, 2024, "On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104855.
  2. Ewald, Christian Oliver & Li, Yaoyu, 2024, "The role of news sentiment in salmon price prediction using deep learning," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100438.
  3. Christian Oliver Ewald & Chuyao Huang & Yuyu Ren, 2024, "On the Effects of Physical Climate Risks on the Chinese Energy Sector," JRFM, MDPI, volume 17, issue 10, pages 1-15, October.
  4. Christian Oliver Ewald & Kevin Kamm, 2024, "On the impact of feeding cost risk in aquaculture valuation and decision making," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 9, pages 1341-1352, September, DOI: 10.1080/14697688.2024.2308069.
  5. Giuseppe Calignano & Anne Jørgensen Nordli, 2024, "Less-advanced regions in EU innovation networks: Could nanotechnology represent a possible trigger for path upgrading?," PLOS ONE, Public Library of Science, volume 19, issue 1, pages 1-23, January, DOI: 10.1371/journal.pone.0288669.

2023

  1. Ewald, Christian & Hadina, Jelena & Haugom, Erik & Lien, Gudbrand & Størdal, Ståle & Yahya, Muhammad, 2023, "Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103916.
  2. Størdal, Ståle & Ewald, Christian-Oliver & Lien, Gudbrand & Haugom, Erik, 2023, "Trading time seasonality in electricity futures," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2022.100291.
  3. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2023, "Hedging longevity risk in defined contribution pension schemes," Computational Management Science, Springer, volume 20, issue 1, pages 1-34, December, DOI: 10.1007/s10287-023-00440-8.
  4. Christian-Oliver Ewald & Yuexiang Wu & Aihua Zhang, 2023, "Pricing Asian options with stochastic convenience yield and jumps," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 4, pages 677-692, April, DOI: 10.1080/14697688.2022.2160799.

2022

  1. Ewald, Christian Oliver & Taub, Bart, 2022, "Real options, risk aversion and markets: A corporate finance perspective," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2022.102164.
  2. Ewald, Christian-Oliver & Haugom, Erik & Lien, Gudbrand & Størdal, Ståle & Wu, Yuexiang, 2022, "Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106324.
  3. Christian-Oliver Ewald & Erik Haugom & Gudbrand Lien & Pengcheng Song & Ståle Størdal, 2022, "Riding the Nordic German Power-Spread: The Einar Aas Experiment," The Energy Journal, , volume 43, issue 5, pages 51-70, September, DOI: 10.5547/01956574.43.5.cewa.
  4. Jilong Chen & Christian Ewald & Ruolan Ouyang & Sjur Westgaard & Xiaoxia Xiao, 2022, "Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil," Annals of Operations Research, Springer, volume 313, issue 1, pages 29-46, June, DOI: 10.1007/s10479-021-04198-7.

2021

  1. Ewald, Christian & Zou, Yihan, 2021, "Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?," European Journal of Operational Research, Elsevier, volume 294, issue 2, pages 801-815, DOI: 10.1016/j.ejor.2021.02.004.
  2. Ewald, Christian & Zou, Yihan, 2021, "Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 37-52, DOI: 10.1016/j.jempfin.2021.08.006.

2019

  1. Christian-Oliver Ewald & Aihua Zhang & Zhe Zong, 2019, "On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter," Annals of Operations Research, Springer, volume 282, issue 1, pages 119-130, November, DOI: 10.1007/s10479-018-2770-x.

2018

  1. Christian†Oliver Ewald & Marc Yor, 2018, "On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales," Mathematical Finance, Wiley Blackwell, volume 28, issue 2, pages 536-549, April, DOI: 10.1111/mafi.12144.
  2. Lars Fuglsang & Anne Nordli, 2018, "On Service Innovation as an Interactive Process: A Case Study of the Engagement with Innovation of a Tourism Service," Social Sciences, MDPI, volume 7, issue 12, pages 1-17, December.

2017

  1. Ewald, Christian-Oliver & Geißler, Johannes, 2017, "Optimal contracts for central bankers: Calls on inflation," Applied Mathematics and Computation, Elsevier, volume 292, issue C, pages 57-62, DOI: 10.1016/j.amc.2016.07.011.
  2. Chen, Jilong & Ewald, Christian-Oliver, 2017, "Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 144-151, DOI: 10.1016/j.irfa.2017.05.002.
  3. Ewald, Christian-Oliver & Zhang, Aihua, 2017, "On the effects of changing mortality patterns on investment, labour and consumption under uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 105-115, DOI: 10.1016/j.insmatheco.2017.01.008.
  4. Christian-Oliver Ewald & Ruolan Ouyang & Tak Kuen Siu, 2017, "On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 1, pages 207-224.
  5. Christian-Oliver Ewald & Ruolan Ouyang, 2017, "An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield," Marine Resource Economics, University of Chicago Press, volume 32, issue 4, pages 431-449, DOI: 10.1086/693375.
  6. Jilong Chen & Christian Ewald, 2017, "On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-32, March, DOI: 10.1142/S0219091517500059.

2016

  1. Ewald, Christian-Oliver & Zhang, Hai, 2016, "Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 45-59, DOI: 10.1016/j.jedc.2016.07.007.
  2. Christian-Oliver Ewald & Athanasios A. Pantelous & Georgios Sermpinis, 2016, "Special Issue of on ‘Commodity Markets’," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1807-1808, December, DOI: 10.1080/14697688.2016.1246766.
  3. Christian-Oliver Ewald & Roy Nawar & Ruolan Ouyang & Tak Kuen Siu, 2016, "The market for salmon futures: an empirical analysis of the Fish Pool using the Schwartz multi-factor model," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1823-1842, December, DOI: 10.1080/14697688.2016.1211792.
  4. Lars Fuglsang & Flemming Sørensen & Anne Jørgensen Nordli, 2016, "Bridging conflicting innovation spheres of tourism innovation: the role of diplomacy," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 109-130.

2015

  1. Christian-Oliver Ewald & Johannes Geissler, 2015, "Markets For Inflation-Indexed Bonds As Mechanisms For Efficient Monetary Policy," Mathematical Finance, Wiley Blackwell, volume 25, issue 4, pages 869-889, October.
  2. Ewald, Christian-Oliver & Yor, Marc, 2015, "On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options," Journal of Economic Dynamics and Control, Elsevier, volume 59, issue C, pages 22-36, DOI: 10.1016/j.jedc.2015.07.004.

2014

  1. Sai Hung Marten Ting & Christian-Oliver Ewald, 2014, "Asymptotic Solutions for Australian Options with Low Volatility," Applied Mathematical Finance, Taylor & Francis Journals, volume 21, issue 6, pages 595-613, December, DOI: 10.1080/1350486X.2014.906973.

2013

  1. Ewald, Christian-Oliver & Menkens, Olaf & Hung Marten Ting, Sai, 2013, "Asian and Australian options: A common perspective," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1001-1018, DOI: 10.1016/j.jedc.2013.01.006.
  2. Ewald, Christian-Oliver & Nawar, Roy & Siu, Tak Kuen, 2013, "Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance," Energy Economics, Elsevier, volume 36, issue C, pages 97-107, DOI: 10.1016/j.eneco.2012.12.004.
  3. Ting, Sai Hung Marten & Ewald, Christian-Oliver & Wang, Wen-Kai, 2013, "On the investment–uncertainty relationship in a real option model with stochastic volatility," Mathematical Social Sciences, Elsevier, volume 66, issue 1, pages 22-32, DOI: 10.1016/j.mathsocsci.2013.01.005.
  4. Sai Hung Marten Ting & Christian-Oliver Ewald, 2013, "On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 6, pages 939-954, May, DOI: 10.1080/14697688.2012.691987.

2012

  1. Walailuck Chavanasporn & Christian-Oliver Ewald, 2012, "A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 4, pages 429-446, April, DOI: 10.1007/s10614-011-9263-1.
  2. Walailuck Chavanasporn & Christian-Oliver Ewald, 2012, "Privatization of businesses and flexible investment: a real option approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 1, pages 75-89, May, DOI: 10.1007/s10203-011-0115-1.

2011

  1. Ewald, Christian-Oliver & Wang, Wen-Kai, 2011, "Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide," Mathematical Social Sciences, Elsevier, volume 61, issue 3, pages 146-151, May.
  2. Zhaojun Yang & Christian-Oliver Ewald & Wen-Kai Wang, 2011, "A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA," Journal of Probability and Statistics, Hindawi, volume 2011, pages 1-23, August, DOI: 10.1155/2011/238623.
  3. Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens, 2011, "Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 74, issue 1, pages 93-120, August, DOI: 10.1007/s00186-011-0352-7.
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2010

  1. Wang, Wen-Kai & Ewald, Christian-Oliver, 2010, "A stochastic differential Fishery game for a two species fish population with ecological interaction," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 844-857, May.
  2. Ewald, Christian-Oliver & Wang, Wen-Kai, 2010, "Irreversible investment with Cox-Ingersoll-Ross type mean reversion," Mathematical Social Sciences, Elsevier, volume 59, issue 3, pages 314-318, May.
  3. Yang, Zhaojun & Ewald, Christian-Oliver, 2010, "On the non-equilibrium density of geometric mean reversion," Statistics & Probability Letters, Elsevier, volume 80, issue 7-8, pages 608-611, April.
  4. Wen-Kai Wang & Christian-Oliver Ewald, 2010, "Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 2, pages 97-116, November, DOI: 10.1007/s10203-009-0100-0.
  5. Aihua Zhang & Christian-Oliver Ewald, 2010, "Optimal investment for a pension fund under inflation risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 71, issue 2, pages 353-369, April, DOI: 10.1007/s00186-009-0294-5.

2009

  1. Rolf Poulsen & Klaus Reiner Schenk-Hoppe & Christian-Oliver Ewald, 2009, "Risk minimization in stochastic volatility models: model risk and empirical performance," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 6, pages 693-704, DOI: 10.1080/14697680902852738.
  2. Zhaojun Yang & Christian-Oliver Ewald & Yajun Xiao, 2009, "Implied Volatility From Asian Options Via Monte Carlo Methods," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 153-178, DOI: 10.1142/S021902490900518X.

2008

  1. Carr, Peter & Ewald, Christian-Oliver & Xiao, Yajun, 2008, "On the qualitative effect of volatility and duration on prices of Asian options," Finance Research Letters, Elsevier, volume 5, issue 3, pages 162-171, September.
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  2. Ewald, Christian-Oliver, 2008, "A note on the Malliavin derivative operator under change of variable," Statistics & Probability Letters, Elsevier, volume 78, issue 2, pages 173-178, February.
  3. Christian-Oliver Ewald & Zhaojun Yang, 2008, "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 68, issue 1, pages 97-123, August, DOI: 10.1007/s00186-007-0190-9.

2006

  1. Christian-Oliver Ewald & Aihua Zhang, 2006, "A new technique for calibrating stochastic volatility models: the Malliavin gradient method," Quantitative Finance, Taylor & Francis Journals, volume 6, issue 2, pages 147-158, DOI: 10.1080/14697680500531676.

2005

  1. Christian-Oliver Ewald, 2005, "Local volatility in the Heston model: a Malliavin calculus approach," International Journal of Stochastic Analysis, Hindawi, volume 2005, pages 1-16, January, DOI: 10.1155/JAMSA.2005.307.
  2. Christian-Oliver Ewald, 2005, "Optimal Logarithmic Utility And Optimal Portfolios For An Insider In A Stochastic Volatility Market," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 301-319, DOI: 10.1142/S0219024905003025.

Chapters

2023

  1. Anne Jørgensen Nordli & Stefanie Gesierich, 2023, "Measuring the use of design thinking and co-creation for innovation," Chapters, Edward Elgar Publishing, chapter 18, "Handbook of Innovation Indicators and Measurement".

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