Publications

Working papers

Curiculum Vitae

Courses

Jörgen Hellström
PhD in Econometrics

Department of Economics
Umeå University
S-901 87 Umeå

phone: 090 - 786 61 43
fax: 090 - 77 23 02
Mail:Jorgen.Hellstrom@econ.umu.se

Area of research: Microeconometrics (count data, discrete choice), Time-series econometrics, Financial Economics

Jörgen Hellström was born 1970 in Örnsköldsvik. He earned a Ba in economics in 1996, PhL in econometrics in 1999 and a PhD in econometrics in 2002 at the department of economics, Umeå University, Sweden. Hellström's dissertation "Count Data Modeling and Tourism Demand" was awarded with a three year post-doc award from Jan Wallander and Tom Hedelius foundation in 2002. In 2007 he received the Kungliga Skytteanska award for young scientists.

Recent publications:

Hellström, J., Kallunki, J.P. and Nilsson, H. (2009). Why Do Insiders Trade? Evidence Based on a Unique Data of Swedish Insiders. Journal of Accounting and Economics.  

Hellström, J, Lundgren, J. and Rudholm, N. (2008). Multinational Electricity Market Integration and Electricity Price Dynamics. Proceedings of the EEM 08 – 5^th International Conference on the European Electricity Market.

Hellström, J, and Rudholm, N. (2008). Advertising as a Signaling Device: Simulated Maximum Likelihood Estimation of a Multiple Random Effects Count Data Model, Economics Letters 101, 227-229.

Hellström, J, Rudholm, N. (2009). Uncertainty in the Generic Versus Brand Name Prescription Decision, To appear in Empirical Economics.

Recent working papers:

Hellström, J. and Nordström, J. (2009). Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach. Mimeo

Hellström, J. and Simonesen, O. (2009). The Informational Content of the Open Limit Order Book: An Empirical Study of the Swedish Stock Market. Mimeo

Daunfeldt, S.O., Hellström, J. and Landström, M. (2009). Determinants of Central Bank Independence Reforms. Mimeo.

Hellström, J, Lönnbark, K. (2009). Identifying jumps at ultra high-frequencies in financial price series. Mimeo.

Hellström, J, Lundgren, J. and Rudholm, N. (2009). Why do Electricity Prices Jump?: Empirical Evidence From The Nordic Electricity Market. Mimeo.