Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
---|---|---|---|
1 |
Material Type: Artigo
|
Prediction of extreme price occurrences in the German day-ahead electricity marketHagfors, Lars Ivar ; Kamperud, Hilde Hørthe ; Paraschiv, Florentina ; Prokopczuk, Marcel ; Sator, Alma ; Westgaard, SjurQuantitative finance, 2016-12, Vol.16 (12), p.1929-1948 [Periódico revisado por pares]RoutledgeTexto completo disponível |
|
2 |
Material Type: Artigo
|
Forecasting volatility of the U.S. oil marketHaugom, Erik ; Langeland, Henrik ; Molnár, Peter ; Westgaard, SjurJournal of banking & finance, 2014-10, Vol.47, p.1-14 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
|
3 |
Material Type: Artigo
|
Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity FuturesSebastião, Helder ; Godinho, Pedro ; Westgaard, SjurScientific Annals of Economics and Business, 2020-01, Vol.67 (Special), p.1-17 [Periódico revisado por pares]Editura Universităţii »Alexandru Ioan Cuza« din IaşiTexto completo disponível |
|
4 |
Material Type: Artigo
|
Using quantile regression to analyze the effect of renewables on EEX price formationHagfors, Lars Ivar ; Paraschiv, Florentina ; Molnar, Peter ; Westgaard, SjurRenewable energy and environmental sustainability, 2016, Vol.1, p.32 [Periódico revisado por pares]Les Ulis: EDP SciencesTexto completo disponível |
|
5 |
Material Type: Artigo
|
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oilChen, Jilong ; Ewald, Christian ; Ouyang, Ruolan ; Westgaard, Sjur ; Xiao, XiaoxiaAnnals of operations research, 2022-06, Vol.313 (1), p.29-46 [Periódico revisado por pares]New York: Springer USTexto completo disponível |
|
6 |
Material Type: Artigo
|
Assessing the Explanatory Power of Dwelling Condition in Automated Valuation ModelsOust, Are ; Westgaard, Sjur ; Waage, Jens Erik ; Yemane, Nahome KidaneThe Journal of real estate research, 2023-12, p.1-27 [Periódico revisado por pares]Texto completo disponível |
|
7 |
Material Type: Artigo
|
Stock Markets During COVID-19Tran, Vu Le ; Westgaard, Sjur ; Lavrutich, MariaBeta (Oslo, Norway), 2022-11, Vol.36 (1), p.1-20 [Periódico revisado por pares]UniversitetsforlagetTexto completo disponível |
|
8 |
Material Type: Artigo
|
Analysis and Forecasting of Electricity Price Risks with Quantile Factor ModelsBunn, Derek ; Andresen, Arne ; Chen, Dipeng ; Westgaard, SjurThe Energy journal (Cambridge, Mass.), 2016-01, Vol.37 (1), p.101-122 [Periódico revisado por pares]Los Angeles, CA: Energy Economics Education FoundationTexto completo disponível |
|
9 |
Material Type: Artigo
|
Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity marketWestgaard, Sjur ; Fleten, Stein-Erik ; Negash, Ahlmahz ; Botterud, Audun ; Bogaard, Katinka ; Verling, Trude HaugsvaerEnergy (Oxford), 2021-01, Vol.214, p.118796, Article 118796 [Periódico revisado por pares]Oxford: Elsevier LtdTexto completo disponível |
|
10 |
Material Type: Artigo
|
Modeling the UK electricity price distributions using quantile regressionHagfors, Lars Ivar ; Bunn, Derek ; Kristoffersen, Eline ; Staver, Tiril Toftdahl ; Westgaard, SjurEnergy (Oxford), 2016-05, Vol.102, p.231-243 [Periódico revisado por pares]Elsevier LtdTexto completo disponível |