معرفی
Birger Nilsson serves as an Associate Professor in the Department of Economics at Lund University, specializing in empirical finance and energy economics. His work bridges theoretical models with real-world market analysis, focusing on asset pricing mechanisms and liquidity dynamics across global financial systems.
His research portfolio centers on volatility transmission in energy markets, institutional investment behaviors, and liquidity premium structures. Key methodologies include high-frequency econometric analysis and spillover effect modeling, particularly examining German energy markets and U.S. stock liquidity patterns from 1927-2010. This work consistently applies quantitative frameworks to dissect market frictions and equilibrium models.
Publication trends reveal sustained focus on cross-commodity volatility spillovers (2016-2018), institutional ownership impacts (2017), and foundational liquidity premium research (2013). His output demonstrates methodological evolution from time-series analysis toward high-frequency trading applications while maintaining energy economics as a core domain.
Professor Nilsson has supervised five doctoral candidates, including primary supervision for "Essays on currency exchange rates" (2018) and examination duties for "Essays on insider trading and initial public offerings" (2018). He directed the completed research project "Multivariate Modelling of Energy Markets" (2011-2016), which investigated volatility transmission mechanisms in European energy systems.
