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Viser treff 1-50 av 137 << Forrige 1 2 3    Neste >>

2024
1 Gunnarson, Elias; Isern, Håkon Ramon; Vigdel, Benjamin; Kaloudis, Aristidis; Westgaard, Sjur.
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. International Review of Financial Analysis 2024
NTNU USN Untitled
 
2 Risstad, Morten; Westgaard, Sjur; Kaloudis, Aris; Vigdel, Benjamin; Gunnarsson, Elias; Isern, Håkon Ramon.
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. International Review of Financial Analysis 2024 ;Volum 93.
NTNU Untitled
 
2023
3 de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur.
Term Premia in Norwegian Interest Rate Swaps. Journal of Risk and Financial Management 2023 ;Volum 16.(3) s. -
NTNU Untitled
 
4 Oust, Are; Westgaard, Sjur; Waage, Jens Erik; Yemane, Nahom Kidane.
Assessing the Explanatory Power of Dwelling Condition in Automated Valuation Models. Journal of Real Estate Research 2023
NTNU Untitled
 
5 Risstad, Morten; Thodesen, Airin; Thune, Kristian August; Westgaard, Sjur.
On the Exchange Rate Dynamics of the Norwegian Krone. Journal of Risk and Financial Management 2023 ;Volum 16.(7) s. -
NTNU Untitled
 
2022
6 De Lange, Petter Eilif; Melsom, Borger Christopher; Vennerød, Christian Bakke; Westgaard, Sjur.
Explainable AI for Credit Assessment in Banks. Journal of Risk and Financial Management 2022 ;Volum 15.(12) s. -
NTNU Untitled
 
7 De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur.
Estimating value-at-risk using quantile regression and implied volatilities. Journal of Risk Model Validation 2022 ;Volum 16.(1) s. 53-76
NTNU Untitled
 
8 De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur.
Term Premia in Norwegian Government Bond Yields. Beta 2022 ;Volum 36.(1) s. 1-21
NTNU Untitled
 
9 Fiskin, Cemile Solak; Turgut, Ozgu; Westgaard, Sjur; Cerit, A. Güldem.
Time series forecasting of domestic shipping market: Comparison of SARIMAX, ANN-based models and SARIMAX-ANN hybrid model. International Journal of Shipping and Transport Logistics 2022 ;Volum 14.(3) s. 193-221
NTNU Untitled
 
10 Melsom, Borger Christopher; Vennerød, Christian Bakke; De Lange, Petter Eilif; Hjelkrem, Lars Ole; Westgaard, Sjur.
Explainable artificial intelligence for credit scoring in banking. Journal of Risk 2022 ;Volum 25.(2) s. -
NTNU Untitled
 
11 Mohanty, Sunil K.; Frydenberg, Stein; Osmundsen, Petter; Westgaard, Sjur; Skjøld, Christian Chartcai.
Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. Review of Quantitative Finance and Accounting 2022 ;Volum 60. s. 715-746
NTNU UIS NMBU Untitled
 
12 Myrland, Caroline Aarvold; De Lange, Petter Eilif; Westgaard, Sjur; Schlingloff, André.
Examining classical capital structure models of debt utilization decisions in Norwegian SME shipping companies. Beta 2022 ;Volum 36.(1) s. 1-27
NTNU Untitled
 
13 Pimentel, Rita; Risstad, Morten; Westgaard, Sjur.
Predicting interest rate distributions using PCA & quantile regression. Digital Finance 2022 s. -
NTNU Untitled
 
14 Schönheit, David; Homann, Lasse Claas Mathis; Möst, Dominik; Westgaard, Sjur.
Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices. Journal of Energy Markets 2022 ;Volum 15.(3) s. 31-58
NTNU Untitled
 
15 Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria.
Stock markets during COVID-19. Beta 2022 ;Volum 36.(1) s. 1-20
NORD NTNU Untitled
 
2021
16 Chen, Jilong; Ewald, Christian Oliver; Ouyang, Ruolan; Westgaard, Sjur; Xiao, Xiaoxia.
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Annals of Operations Research 2021 ;Volum 313. s. 29-46
HINN NTNU Untitled
 
17 Mohanty, Sunil K.; Ådland, Roar Os; Westgaard, Sjur; Frydenberg, Stein; Lillienskiold, Hilde; Kristensen, Cecilie.
Modelling Stock Returns and Risk Management in the Shipping Industry. Journal of Risk and Financial Management 2021 ;Volum 14.(4) s. -
NHH NTNU Untitled
 
18 Westgaard, Sjur; Frydenberg, Stein; Mohanty, Sunil K..
Fourteen large commodity trading disasters: What happened and what can we learn?. Journal of Commodity Markets 2021 s. -
NTNU Untitled
 
2020
19 Frydenberg, Stein; Mohanty, Sunil; Westgaard, Sjur; Ådland, Roar Os; Ekrem, Hilde; Kristensen, Cecilie.
Modelling Shipping Stock Returns and Risk Management: A Quantile Regression Value at Risk Approach. NTNU Business School Conference; 2020-10-14 - 2020-10-15
NTNU NHH Untitled
 
20 Sebastião, Helder; Godinho, Pedro; Westgaard, Sjur.
Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures. Scientific Annals of Economics and Business 2020 ;Volum 67. s. 1-17
NTNU Untitled
 
21 Sveinsson, Jørgen Andersen; Frydenberg, Stein; Westgaard, Sjur; Aaløkken, Maurits Mogenssøn.
Performance of value-at-risk averaging in the Nordic power futures market. Journal of Energy Markets 2020 ;Volum 13.(3) s. -
NTNU Untitled
 
22 Westgaard, Sjur; Fleten, Stein-Erik; Negash, Ahlmahz; Botterud, Audun; Bogaard, Katinka; Verling, Trude Haugsvær.
Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market. Energy 2020 ;Volum 214. s. -
NTNU Untitled
 
2019
23 Frydenberg, Stein; Westgaard, Sjur; Mohanty, S.; Ådland, Roar Os; Ekrem, Hilde; Kristensen, Cecilie.
Modelling Shipping Stocks Return. Workshop on Banking and Finance Trondheim NTNU 20th and 21th May 2019; 2019-05-20 - 2019-05-21
NTNU NHH Untitled
 
24 Schütz, Peter; Westgaard, Sjur.
Optimal Hedging Strategies for Salmon Producers. 6th International Conference on Continuous Optimization; 2019-08-05 - 2019-08-08
NTNU NMBU Untitled
 
25 Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lasessen; Naustdal, Ingrid; Roald, Malene.
Forecasting Price Distributions in the German Electricity Market. I: International Financial Markets, Volume 1. Routledge 2019 ISBN 9781138060920. s. 11-35
NTNU Untitled
 
26 Westgaard, Sjur; Århus, Gisle Hoel; Frydenberg, Marina; Frydenberg, Stein.
Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk. Journal of Risk Model Validation 2019 ;Volum 13.(4) s. 43-69
NTNU Untitled
 
2018
27 De Lange, Petter Eilif; Aamo, Per Egil; Westgaard, Sjur.
The Norwegian financial bond market : A comprehensive market review with an empirical analysis of the main drivers of spreads. Beta 2018 ;Volum 32.(1) s. 59-84
NTNU Untitled
 
28 Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur.
The Forward Premium in the Nord Pool Power Market. Emerging markets finance & trade 2018 ;Volum 54.(8) s. 1793-1807
NTNU HINN UIS Untitled
 
29 Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein.
Can commodities dominate stock and bond portfolios?. Annals of Operations Research 2018 s. -
NTNU NMBU Untitled
 
30 Negash, Ahlmazh I.; Westgaard, Sjur.
Evaluating Optimal Cost-Effectiveness of Demand Response in Wholesale Markets. IEEE Power & Energy Society General Meeting 2018 s. -
NTNU Untitled
 
31 Nguyen, Quynh Trang.
VaR Estimation for Crude Oil Data via Different Approaches: Historical Simulations, EVT Model, and ACER Method. Trondheim: Norwegian University of Science and Technology, Department of Mathematical Sciences 2018 66 s.
NTNU Untitled
 
32 Schütz, Peter; Westgaard, Sjur.
Optimal Hedging for Salmon Producers. XV Conference on Computational Management Science (CMS 2018); 2018-05-29 - 2018-05-31
NTNU Untitled
 
33 Schütz, Peter; Westgaard, Sjur.
Optimal hedging strategies for salmon producers. Journal of Commodity Markets 2018 ;Volum 12. s. 60-70
NTNU Untitled
 
2017
34 Benth, Fred Espen; Eriksson, Marcus Karl Viren; Westgaard, Sjur.
Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market. I: Real Options in Energy and Commodity Markets. World Scientific 2017 ISBN 978-981-3149-40-3. s. 63-115
NTNU UiO Untitled
 
35 Benth, Fred Espen; Eriksson, Marcus Karl Viren; Westgaard, Sjur.
Optimal management of green certificates in the Swedish-Norwegian market. Journal of Energy Markets 2017 ;Volum 10.(2) s. 1-39
UiO NTNU Untitled
 
36 Frydenberg, Stein; Hrafnkelsson, Kjartan; Bromseth, Vegard Strand; Westgaard, Sjur.
Hedge Fund Strategies and Time-Varying Alphas and Betas. The journal of wealth management 2017 ;Volum 19.(4) s. 44-60
NTNU Untitled
 
37 Frydenberg, Stein; Westgaard, Sjur; Mohanty, Sunil; Ådland, Roar Os; Ekrem, Hilde; Kristensen, Cecilie.
Modelling shipping stock returns: A quantile regression approach. 2017 Commodity Markets Winter Workshop; 2017-03-01 - 2017-03-03
NHH NTNU Untitled
 
38 Schütz, Peter; Westgaard, Sjur.
Optimal hedging strategies for salmon producers. Commodity and Energy Markets 2017; 2017-06-14 - 2017-06-15
NTNU NMBU Untitled
 
39 Westgaard, Sjur; Osmundsen, Petter; Stenslet, Lord Olav Daniel; Ringheim, Jo Kogstad.
Modeling superior predictors for crude oil prices. Journal of Energy Markets 2017 ;Volum 10.(2) s. -
NTNU UIS Untitled
 
40 Westgaard, Sjur; Steen, Marie Gotteberg.
Is Beta Dead for Commodities?. Journal of Investing 2017 ;Volum 26.(4) s. 16-26
NTNU NMBU Untitled
 
2016
41 Hagfors, Lars Ivar; Bunn, Derek; Kristoffersen, Eline; Staver, Tiril Toftdahl; Westgaard, Sjur.
Modeling the UK electricity price distributions using quantile regression. Energy 2016 ;Volum 102. s. 231-243
NTNU Untitled
 
42 Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokozcuk, Marcel; Sator, Alma; Westgaard, Sjur.
Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance (Print) 2016 ;Volum 16.(12) s. 1929-1948
NTNU Untitled
 
43 Hagfors, Lars Ivar; Paraschiv, Florentina; Molnar, Peter; Westgaard, Sjur.
Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability 2016 ;Volum 32.(1) s. -
NTNU Untitled
 
44 Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar Svartskuren; Westgaard, Sjur.
A parsimonious quantile regression model to forecast day-ahead value-at-risk. Finance Research Letters 2016 ;Volum 16. s. 196-207
NTNU HINN NMBU Untitled
 
45 Tjaaland, Sturla Horpestad; Westgaard, Sjur; Osmundsen, Petter; Frydenberg, Stein.
Oil and Gas Risk Factor Sensitivities for U.S. Energy Companies. Journal of Energy and Development 2016 ;Volum 41.(1 and 2) s. 135-173
NMBU UIS NTNU Untitled
 
2015
46 Birkelund, Ole Henrik; Haugom, Erik; Molnar, Peter; Opdal, Martin; Westgaard, Sjur.
A comparison of implied and realized volatility in the Nordic power forward market. Energy Economics 2015 ;Volum 48. s. 288-294
NTNU HINN Untitled
 
47 Bunn, Derek; Andresen, Arne; Chen, Dipeng; Westgaard, Sjur.
Analysis and Forecasting of Electricity Price Risks with Quantile Factor Models. Energy Journal 2015 ;Volum 37.(1) s. 169-190
NTNU Untitled
 
48 Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; Næss, Arvid.
On the Estimation of Extreme Values for Risk Assessment and Management: The ACER Method. International journal of business 2015 ;Volum 20.(1) s. 33-51
NTNU HIM Untitled
 
49 Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; Pennings, Enrico; Westgaard, Sjur.
Electricity futures prices: time-varying sensitivity to fundamentals. Journal of Energy Markets 2015 ;Volum 8.(4) s. 1-22
NTNU Untitled
 
50 Hagfors, Lars Ivar; Westgaard, Sjur; Bunn, Derek.
Modelling the UK Electricity Market using Quantile Regression. RISKY-RES project workshop; 2015-01-15 - 2015-01-16
NTNU NMBU Untitled
 
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