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subject:"Commodity derivative"
~person:"Westgaard, Sjur"
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Commodity derivative
Rohstoffderivat
13
Commodity price
5
Erdöl
5
Petroleum
5
Rohstoffpreis
5
Derivat
4
Derivative
4
Risikoprämie
4
Risk premium
4
Theorie
4
Theory
4
Electricity
3
Electricity price
3
Elektrizität
3
Risikomaß
3
Risk measure
3
Strompreis
3
Volatility
3
Volatilität
3
2006-2012
2
Börsenkurs
2
Capital income
2
Commodity exchange
2
Commodity market
2
Electric power industry
2
Elektrizitätswirtschaft
2
Estimation
2
Forecast
2
Futures
2
Kapitaleinkommen
2
Nordeuropa
2
Northern Europe
2
Oil price
2
Prognose
2
Rohstoffmarkt
2
Schätzung
2
Share price
2
Warenbörse
2
Welt
2
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8
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English
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Westgaard, Sjur
McAleer, Michael
55
Irwin, Scott H.
51
Prokopczuk, Marcel
40
Till, Hilary
36
Chang, Chia-Lin
33
Pies, Ingo
32
Ma, Feng
29
Miffre, Joëlle
29
Sanders, Dwight R.
28
García, Philip
27
Chevallier, Julien
24
Manera, Matteo
24
Xiong, Wei
23
Lien, Da-hsiang Donald
22
Rouwenhorst, K. Geert
22
Tang, Ke
21
Schwartz, Eduardo S.
19
Fernandez-Perez, Adrian
18
Bohl, Martin T.
17
Hammoudeh, Shawkat
17
Ji, Qiang
17
Bouri, Elie
16
Glauben, Thomas
16
Nguyen, Duc Khuong
16
Tse, Yiuman
16
Wei, Yu
16
Kang, Sang Hoon
15
Prehn, Sören
15
Robe, Michel A.
14
Todorova, Neda
14
Benth, Fred Espen
13
Cortazar, Gonzalo
13
Fan, John Hua
13
Hamori, Shigeyuki
13
Nicolini, Marcella
13
Pennings, Joost M. E.
13
Tansuchat, Roengchai
13
Torró, Hipòlit
13
Chiarella, Carl
12
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OPEC energy review
2
Application of operations research to financial markets
1
Document de treball de l'IEB
1
Economic modelling
1
Energy economics
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Journal of commodity markets
1
Scientific Annals of Economics and Business
1
The journal of investing
1
The journal of risk model validation
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ECONIS (ZBW)
13
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Electricity futures prices : time varying sensitivity to fundamentals
Fleten, Stein-Erik
;
Huisman, Ronald
;
Kilic, Mehtap
; …
-
2014
Persistent link: https://www.econbiz.de/10010357599
Saved in:
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