Google Scholar

Professor Petter Bjerksund

E-mail: Petter.Bjerksund@nhh.no
Telephone: +47 55 95 95 48
Department: Business and Management Science
Centre: ENE NoCeT
Office: C608
Expertise: Energy Management Science Financial Derivatives Risk Management Real Options Finans

Biography and CV Selected publications Research Teaching Dissemination

BIOGraphy

Petter Bjerksund is a Professor of Finance and Management Science at NHH, the Norwegian School of Economics. He has a Master of Science degree (siviløkonom) from NHH and received his dr.oecon. degree at NHH in 1990.

His research interests include capital budgeting, investments, financial derivatives, risk management, real options, as well as financial aspects of energy and commodity markets. He has published in academic journals such as Journal of Fixed Income, Financial Management, Quantitative Finance, and Energy Journal. Bjerksund was Head of the Department of Finance and Management Science at NHH from 2002 to 2005.

Selected publications

Author(s)	Title	Publisher
Bjerksund, Petter; Stensland, Gunnar	Closed form spread option valuation	Quantitative finance (Print) Volume 14 (10); page 1785 - 1794; 2014
Bjerksund, Petter; Stensland, Gunnar; Vagstad, Frank	Gas Storage Valuation: Price Modelling v. Optimization Methods	Energy Journal Volume 32 (1); page 203 - 227; 2011
Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar	Valuation and Risk Management in the Norwegian Electricity Market	Energy Systems; page 167 - 185; 2010
Bjerksund, Petter; Myksvoll, Bjarte; Stensland, Gunnar	Exercising flexible load contracts: Two simple strategies	Applied Stochastic Models in Business and Industry Volume 24 (2); page 93 - 107; 2008
Bjerksund, Petter; Stensland, Gunnar; Gjerde, Øystein	How to Extend the RiskMetrics™ Market Risk Universe	Finansparadigmet; page 145 - 156; 2002
Bjerksund, Petter; Stensland, Gunnar; Brennan, Michael J.; Trigeorgis, Lenos	A Self-Enforced Dynamic Contract for Processing of Natural Resources	Project Flexibility, Agency, and Competition: New Developments in the Theory and Application of Real Options; page 109 - 127; 1999
Bjerksund, Petter; Schjelderup, Guttorm	The political economy of capital controls and tax policy in a small open economy	European Journal of Political Economy Volume 14 (3); page 543 - 559; 1998
Bjerksund, Petter; Stensland, Gunnar	Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet	Beta. Scandinavian Journal of Business Research Volume 10 (1); page 2 - 6; 1996
Bjerksund, Petter; Stensland, Gunnar	Implementing the Black-Derman-Toy Interest Rate Model	Journal of Fixed Income Volume 6 (2); page 67 - 75; 1996
Bjerksund, Petter; Schjelderup, Guttorm	Capital Controls and Capital Flight	Finanzarchiv Volume 52 (2); page 33 - 42; 1995
Bjerksund, Petter; Ekern, Steinar	Contingent Claims Evaluation of Mean-Reverting Cash Flows in Shipping	Real Options in Capital Investment; page 207 - 219; 1995
Bjerksund, Petter; Stensland, Gunnar	An American Call on the Difference of two Assets	International Review of Economics and Finance Volume 3 (1); page 1 - 26; 1994
Bjerksund, Petter; Stensland, Gunnar	American Exchange Options and a Put-Call Transformation: A Note	Journal of Business Finance & Accounting Volume 20 (5); page 761 - 764; 1993
Bjerksund, Petter; Stensland, Gunnar	Closed Form Approximation of American Options	Scandinavian Journal of Management Volume 9; page S87 - S99; 1993
Bjerksund, Petter; Ekern, Steinar	Managing Investment Opportunities under Price Uncertainty: From "Last Chance" to "Wait and See" Strategies	Financial Management Volume 19 (3); page 65 - 83; 1990