Narrow search
Showing 1 - 10 of 13
Cover Image
Is beta dead for commodities?
Westgaard, Sjur; Steen, Marie - In: The journal of investing 26 (2017) 4, pp. 16-26
Persistent link: https://www.econbiz.de/10011932167
Cover Image
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie; Westgaard, Sjur; Gjølberg, Ole - In: The journal of risk model validation 9 (2015) 2, pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Cover Image
Long-term relationships between electricity and oil, gas and coal future prices : evidence from Nordic countries, Continental Europe and the United Kingdom
Frydenberg, Stein; Onochie, Joseph I.; Westgaard, Sjur; … - In: OPEC energy review 38 (2014) 2, pp. 216-242
Persistent link: https://www.econbiz.de/10010375334
Cover Image
Fourteen large commodity trading disasters : what happened and what can we learn?
Westgaard, Sjur; Frydenberg, Stein; Mohanty, Sunil - In: Journal of commodity markets 27 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014276627
Cover Image
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong; Ewald, Christian; Ouyang, Ruolan; … - In: Financial modeling and risk management of energy and …, (pp. 29-46). 2022
Persistent link: https://www.econbiz.de/10013349908
Cover Image
Estimating and evaluating value-at-risk forecasts based on realized variance : empirical evidence from ICE Brent Crude oil futures
Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur - In: OPEC energy review 38 (2014) 4, pp. 373-397
Persistent link: https://www.econbiz.de/10010495860
Cover Image
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik; Lien, Gudbrand; Veka, Steinar; Westgaard, Sjur - In: Economic modelling 43 (2014), pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Cover Image
Can commodities dominate stock and bond portfolios?
Henriksen, Tom Erik Sønsteng; Pichler, Alois; … - In: Application of operations research to financial markets, (pp. 155-177). 2019
Persistent link: https://www.econbiz.de/10012157408
Cover Image
Co-integration of ICE Gas oil and Crude oil futures
Westgaard, Sjur; Estenstad, Maria; Seim, Maria; … - In: Energy economics 33 (2011) 2, pp. 311-320
Persistent link: https://www.econbiz.de/10009261833
Cover Image
Electricity futures prices : time varying sensitivity to fundamentals
Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; … - 2014
Persistent link: https://www.econbiz.de/10010357599