Professor Jonas Andersson
- Jonas.Andersson@nhh.no
- Telephone
- +47 55 95 96 81
- Department
- Business and Management Science
- Centre
- ENE NoCeT Shipping and Logistics
- Office
- C511
- Expertise
- Energy Tax and Public Economics Shipping, transport and logistics Statistical Modeling Time Series Analysis Econometrics
Biography
Jonas Andersson is a Professor of Applied Statistics at NHH. He received his PhD in statistics at Uppsala University in 1999. Andersson has been a visiting fellow at the University of Nottingham, the University of Freiburg and the Athens University of Business and Economics.
His research interests centers around statistical modeling and with its applications to business and economics. In particular, he has worked on problems in taxation, electricity markets, shipping, management operations and finance. Andersson has published in journals like Journal of Business & Economic Statistics, Journal of Time Series Analysis, European Journal of Operations Research and Oxford Bulletin of Economics and Statistics.
Selected publications
| Author(s) | Title | Publisher |
|---|---|---|
| Andersson, Jonas; Jørnsten, Kurt; Lillestøl, Jostein Kåre; Ubøe, Jan | Analyzing learning effects in the newsvendor model by probabilistic methods | Decision Analytics Journal Volume 7 (9 pages); 2023 |
| Kyritsis, Evangelos; Andersson, Jonas | Causality in quantiles and dynamic relations in energy markets: (De)tails matter | Energy Policy Volume 133; page 1 - 10; 2019 |
| Li, Yushu; Andersson, Lars Jonas | A likelihood ratio and Markov chain‐based method to evaluate density forecasting | Journal of Forecasting; page 1 - 9; 2019 |
| Ubøe, Jan; Andersson, Jonas; Jørnsten, Kurt; Lillestøl, Jostein Kåre; Sandal, Leif Kristoffer | Statistical testing of bounded rationality with applications to the newsvendor model | European Journal of Operational Research Volume 259 (1); page 251 - 261; 2017 |
| Kyritsis, Evangelos; Andersson, Lars Jonas; Serletis, Apostolos | Electricity prices, large-scale renewable integration, and policy implications | Energy Policy Volume 101; page 550 - 560; 2017 |
| Andersson, Jonas; Møen, Jarle | A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem | Oxford Bulletin of Economics and Statistics Volume 78 (1); page 113 - 125; 2015 |
| Andersson, Jonas; Karlis, Dimitris | A parametric time series model with covariates for integers in Z | Statistical Modelling Volume 14 (2); page 135 - 156; 2014 |
| Andersson, Jonas; Jørnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan | A maximum entropy approach to the newsvendor problem with partial information | European Journal of Operational Research Volume 228 (1); page 190 - 200; 2013 |
| Andersson, Jonas; Ubøe, Jan | Some aspects of random utility, extreme value theory and multinomial logit models | Stochastics: An International Journal of Probability and Stochastic Processes Volume 84 (2-3); page 425 - 435; 2012 |
| Lillestøl, Jostein Kåre; Andersson, Jonas | The Z-Poisson distribution with application to the modelling of soccer score probabilities | Statistical Modelling Volume 11 (6); page 507 - 522; 2011 |
| Andersson, Jonas; Lillestøl, Jostein Kåre | Multivariate Modelling and Prediction of Hourly One-Day Ahead Prices at Nordpool | Energy Systems; page 133 - 154; 2010 |
| Andersson, Jonas; Karlis, Dimitris | Treating missing values in INAR(1) models: An application to syndromic surveillance data | Journal of Time Series Analysis Volume 31 (1); page 12 - 19; 2010 |
| Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Strandenes, Siri Pettersen | Modeling Freight Markets for Coal | Maritime Economics & Logistics Volume 11 (3); page 289 - 301; 2009 |
| Adams, Mike; Andersson, Jonas; Andersson, Lars-Fredrik; Lindmark, Magnus | Commercial banking, insurance and economic growth in Sweden between 1830 and 1998 | Accounting, Business and Financial History Volume 19 (1); page 21 - 38; 2009 |
| Andersson, Jonas | Searching for the DGP when forecasting - Is it always meaningful for small samples? | Economics Bulletin Volume 3 (28); page 1 - 9; 2006 |
| Andersson, Jonas | Testing for Granger causality in the presence of measurement errors | Economics Bulletin Volume 3 (47); page 1 - 13; 2005 |
| Andersson, Jonas | An improvement of the GPH estimator | Economics Letters Volume 77 (1); page 137 - 146; 2002 |
| Andersson, Jonas; Ågren, Anders | Volatility modeling in the presence of measurement errors | Journal of Risk Volume 3 (4); page 53 - 67; 2001 |
| Andersson, Jonas | On the Normal Inverse Gaussian Stochastic Volatility Model | Journal of business & economic statistics Volume 19 (1); page 44 - 54; 2001 |
| Andersson, Jonas; Carling, Kenneth; Mattson, Stefan | Random Ranking of Hospitals is Unsound | CHANCE : New Directions for Statistics and Computing Volume 11 (3); page 34 - 39; 1998 |
Discussion Papers
author pages
Research areas at the department
Main: Asset Management and Risk Analysis
Secondary: Business Taxation, Energy Markets, Resource Management and Sustainability, Shipping, Logistics and Operations Management
- Statistics
- Econometrics