sjur westgaard
sjur westgaard
Professor Finance and Managerial Economics NTNU
Verified email at iot.ntnu.no - Homepage
Title
Cited by
Cited by
Year
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
2202001
Forecasting volatility of the US oil market
E Haugom, H Langeland, P Molnįr, S Westgaard
Journal of Banking & Finance 47, 1-14, 2014
1712014
Capital structure across industries
M Talberg, C Winge, S Frydenberg, S Westgaard
International Journal of the Economics of Business 15 (2), 181-200, 2008
862008
Analysis and forecasting of electricty price risks with quantile factor models
D Bunn, A Andresen, D Chen, S Westgaard
The Energy Journal 37 (1), 2016
632016
Modeling the UK electricity price distributions using quantile regression
LI Hagfors, D Bunn, E Kristoffersen, TT Staver, S Westgaard
Energy 102, 231-243, 2016
452016
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
452011
Linepack storage valuation under price uncertainty
Ų Arvesen, V Medbų, SE Fleten, A Tomasgard, S Westgaard
Energy 52, 155-164, 2013
442013
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
392016
Capital structure and the prediction of bankruptcy
S Hol, S Westgaard, N Wijst
Norwegian University of Science and Technology, Department of Economics and …, 2002
382002
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
372011
Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution
A Andresen, S Koekebakker, S Westgaard
Incisive Media, 2010
352010
A comparison of implied and realized volatility in the Nordic power forward market
OH Birkelund, E Haugom, P Molnįr, M Opdal, S Westgaard
Energy Economics 48, 288-294, 2015
282015
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
272008
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
192016
Renewable energy and electricity prices: indirect empirical evidence from hydro power
R Huisman, V Stradnic, S Westgaard
IEB Working Paper, 2013
192013
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
152014
Modelling day ahead Nord Pool forward price volatility: Realized volatility versus GARCH models
E Haugom, S Westgaard, PB Solibakke, G Lien
2010 7th International Conference on the European Energy Market, 1-9, 2010
152010
What Can Modern Statistical and Mathematical Techniques Add to the Analysis and Prediction of Bankruptcy?
S Westgaard
Beta 19 (02), 2-16, 2005
152005
Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients
F Paraschiv, DW Bunn, S Westgaard
University of St. Gallen, School of Finance Research Paper, 2016
142016
The forecasting power of medium-term futures contracts
E Haugom, G Hoff, M Mortensen, P Molnįr, S Westgaard
Journal of Energy Markets 7 (4), 2014
142014
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