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subject:"Erdöl"
~person:"Westgaard, Sjur"
~subject:"Commodity price"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
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Erdöl
Commodity price
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4
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Westgaard, Sjur
Ma, Feng
30
Wei, Yu
15
Wang, Yudong
14
Chevallier, Julien
13
Prokopczuk, Marcel
13
Zhang, Yaojie
13
Bouri, Elie
12
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12
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12
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12
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10
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9
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9
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
Lu, Xinjie
7
Manera, Matteo
7
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7
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7
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7
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7
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7
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OPEC energy review
2
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1
Energy economics
1
Journal of commodity markets
1
The journal of investing
1
The journal of risk model validation
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ECONIS (ZBW)
7
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1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
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