| Forecasting volatility of the US oil market E Haugom, H Langeland, P Molnár, S Westgaard Journal of Banking & Finance 47, 1-14, 2014 | 283 | 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 | 264 | 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 | 136 | 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 | 115 | 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 | 78 | 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 | 62 | 2011 |
| 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 | 60 | 2016 |
| Linepack storage valuation under price uncertainty Ø Arvesen, V Medbø, SE Fleten, A Tomasgard, S Westgaard Energy 52, 155-164, 2013 | 49 | 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 | 47 | 2011 |
| Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution A Andresen, S Koekebakker, S Westgaard Incisive Media, 2010 | 46 | 2010 |
| 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 | 41 | 2015 |
| Capital structure and the prediction of bankruptcy S Hol, S Westgaard, N van der Wijst EWGFM Conference, Capital Markets Research (Bankruptcy Prediction), 2002 | 40 | 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 | 39 | 2008 |
| 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 | 37 | 2016 |
| Renewable energy and electricity prices: indirect empirical evidence from hydro power R Huisman, V Stradnic, S Westgaard IEB Working Paper, 2013 | 29 | 2013 |
| 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 | 28 | 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 | 28 | 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 | 26 | 2014 |
| Commodity value-at-risk modeling: comparing RiskMetrics, historic simulation and quantile regression M Steen, S Westgaard, O Gjølberg Incisive Media, 2015 | 23 | 2015 |
| 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 | 22 | 2014 |
Stein FrydenbergNTNU Business SchoolVerified email at ntnu.no
