Karl Larsson
Position: Senior Lecturer School/office: Örebro University School of BusinessEmail: a2FybC5sYXJzc29uO29ydS5zZQ==
Phone: +46 19 302463
Room: N4012
About Karl Larsson
Karl Larsson is a senior lecturer in Statistics at Örebro university since 2019. He holds a Ph.D. in Economics and a M.Sc. in Mathematics from Lund university. Larsson has previously worked as a front-office quantitative analyst in the banking industry, senior statistician, and assistant professor.
Teaching
Larsson has taught financial economics at Lund university for +12 years including courses in asset pricing, derivative assets, portfolio choice, risk management and thesis supervision at the Master program in Finance. He has supervised several degree projects in engineering (industrial economics, finance) and been the assistant supervisor for two PhD-students (both graduated in 2017). Larsson currently teaches courses in computational statistics, basic statistics and mathematics.
Research
Larssons research interests include stochastic modeling and applied stochastic calculus. He has been the principal investigator and sole applicant for research projects funded by Riksbankens Jubileumsfond, the Crafoord Foundation and Bankforskningsinstitutet. Together with colleagues he has also received funding from the Marianne and Marcus Wallenberg foundation and the Jan Wallander and Tom Hedelius foundation. His research is published in journals such as Energy Economics, Journal of Banking and Finance, Quantitative Finance and Journal of Commodity Markets and he has served as Editor-in-Chief for the Journal of Official Statistics.
Research groups
Publications
Articles in journals
- Larsson, K. , Green, R. & Benth, F. E. (2023). A stochastic time-series model for solar irradiation. Energy Economics, 117. [BibTeX]
- Larsson, K. (2023). Parametric heat wave insurance. Journal of Commodity Markets, 31. [BibTeX]
- 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. [BibTeX]
- Huskaj, B. & Larsson, K. (2016). An empirical study of the dynamics of implied volatility indices: international evidence. Quantitative Finance Letters, 4 (1), 77-85. [BibTeX]
- 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. [BibTeX]
- Larsson, K. (2012). General approximation schemes for option prices in stochastic volatility models. Quantitative finance (Print), 12 (6), 873-891. [BibTeX]
- Larsson, K. & Nossman, M. (2011). Jumps and stochastic volatility in oil prices: Time series evidence. Energy Economics, 33 (3), 504-514. [BibTeX]
- Larsson, K. (2011). Pricing Commodity Swaptions in Multifactor Models. Journal of Derivatives, 19 (2), 32-44. [BibTeX]
Doctoral theses, comprehensive summaries
- Larsson, K. (2009). Analytical Approximation of Contingent Claims. (Doctoral dissertation). (Comprehensive summary) Lund: Department of Economics, Lund Universtiy. [BibTeX]
Manuscripts
- Larsson, K. Stochastic modeling with time-inhomogeneous Jacobi diffusions : applications to bounded and seasonal environmental processes. [BibTeX]
Reports
- Larsson, K. (2010). Dynamic extensions and probabilistic expansions of the SABR model.. SSRN (SSRN Working Papers ). [BibTeX]