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subject:"Monetary policy"
~person:"Westgaard, Sjur"
~subject:"Exchange rate"
~subject:"Rohstoffderivat"
~subject:"Shock"
~subject:"Theory"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie enthalten"
~type_genre:"Book section"
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Monetary policy
Exchange rate
Rohstoffderivat
Shock
Theory
United States
Commodity derivative
5
Commodity price
5
Rohstoffpreis
5
Theorie
3
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2
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Rohstoffmarkt
2
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Westgaard, Sjur
Sauerbeck, A.
12
Prokopczuk, Marcel
8
Schwartz, Eduardo S.
6
Uddin, Mohammed Gazi Salah
6
Hammoudeh, Shawkat
5
Xiong, Wei
5
Zaremba, Adam
5
Browne, Frank
4
Cronin, David
4
Frankel, Jeffrey A.
4
Hegerty, Scott W.
4
Irwin, Scott H.
4
Mikutowski, Mateusz
4
Narayan, Paresh Kumar
4
Oglend, Atle
4
Rogoff, Kenneth S.
4
Sjaastad, Larry A.
4
Tang, Ke
4
Thiyagarajan, S.
4
Tiwari, Aviral Kumar
4
Arezki, Rabah
3
Bakas, Dimitrios
3
Bloch, Harry
3
Bohl, Martin T.
3
Bouri, Elie
3
Brooks, Chris
3
Carpantier, Jean-François
3
Carter, Colin Andre
3
Cartwright, Phillip A.
3
Chen, John-ren
3
Chen, Yu-chin
3
Collier, Paul
3
Cortazar, Gonzalo
3
Ding, Shusheng
3
Drechsel, Thomas
3
Fernandez-Perez, Adrian
3
Ghoshray, Atanu
3
Han, Liyan
3
Hu, Shih-Wen
3
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Financial modeling and risk management of energy and environmental instruments and derivates
1
Journal of commodity markets
1
OPEC energy review
1
The journal of investing
1
The journal of risk model validation
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
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