sjur westgaard
sjur westgaard
Professor Finance and Managerial Economics NTNU
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Forecasting volatility of the US oil market
E Haugom, H Langeland, P Molnár, S Westgaard
Journal of Banking & Finance 47, 1-14, 2014
Default probabilities in a corporate bank portfolio: A logistic model approach
S Westgaard, N Van der Wijst
European journal of operational research 135 (2), 338-349, 2001
Capital structure across industries
M Talberg, C Winge, S Frydenberg, S Westgaard
International Journal of the Economics of Business 15 (2), 181-200, 2008
Analysis and forecasting of electricity price risks with quantile factor models
D Bunn, A Andresen, D Chen, S Westgaard
The Energy Journal 37 (1), 101-122, 2016
Modeling the UK electricity price distributions using quantile regression
LI Hagfors, D Bunn, E Kristoffersen, TT Staver, S Westgaard
Energy 102, 231-243, 2016
Prediction of extreme price occurrences in the German day-ahead electricity market
LI Hagfors, HH Kamperud, F Paraschiv, M Prokopczuk, A Sator, ...
Quantitative finance 16 (12), 1929-1948, 2016
Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data
E Haugom, S Westgaard, PB Solibakke, G Lien
Energy Economics 33 (6), 1206-1215, 2011
Linepack storage valuation under price uncertainty
Ø Arvesen, V Medbø, SE Fleten, A Tomasgard, S Westgaard
Energy 52, 155-164, 2013
Co-integration of ICE gas oil and crude oil futures
S Westgaard, M Estenstad, M Seim, S Frydenberg
Energy Economics 33 (2), 311-320, 2011
Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution
A Andresen, S Koekebakker, S Westgaard
Incisive Media, 2010
Using quantile regression to analyze the effect of renewables on EEX price formation
LI Hagfors, F Paraschiv, P Molnar, S Westgaard
Renewable Energy and Environmental Sustainability 1, 32, 2016
A comparison of implied and realized volatility in the Nordic power forward market
OH Birkelund, E Haugom, P Molnár, M Opdal, S Westgaard
Energy Economics 48, 288-294, 2015
Capital structure and the prediction of bankruptcy
S Hol, S Westgaard, N van der Wijst
EWGFM Conference, Capital Markets Research (Bankruptcy Prediction), 2002
Investigating the capital structure of UK real estate companies
S Westgaard, A Eidet, S Frydenberg, TC Grosås
Journal of Property Research 25 (1), 61-87, 2008
Renewable energy and electricity prices: indirect empirical evidence from hydro power
R Huisman, V Stradnic, S Westgaard
IEB Working Paper, 2013
Explainable AI for credit assessment in banks
PE De Lange, B Melsom, CB Vennerød, S Westgaard
Journal of Risk and Financial Management 15 (12), 556, 2022
Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market
S Westgaard, SE Fleten, A Negash, A Botterud, K Bogaard, TH Verling
Energy 214, 118796, 2021
A parsimonious quantile regression model to forecast day-ahead value-at-risk
E Haugom, R Ray, CJ Ullrich, S Veka, S Westgaard
Finance Research Letters 16, 196-207, 2016
Long‐term relationships between electricity and oil, gas and coal future prices—evidence from N ordic countries, C ontinental E urope and the U nited K ingdom
S Frydenberg, JI Onochie, S Westgaard, N Midtsund, H Ueland
OPEC Energy Review 38 (2), 216-242, 2014
Hydro reservoir levels and power price dynamics: Empirical insight on the nonlinear influence of fuel and emission cost on Nord Pool day-ahead electricity prices
R Huisman, D Michels, S Westgaard
J. Energy & Dev. 40, 149, 2014
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