Is beta dead for commodities?

von Westgaard, Sjur
Veröffentlicht in The journal of investing (2017)

Fourteen large commodity trading disasters : what happened and what can we learn?

von Westgaard, Sjur
Veröffentlicht in Journal of commodity markets (2022)

Hedge fund return statistics 1994-2005

von Frydenberg, Stein
Veröffentlicht in The journal of investing (2008)

Forecasting gas component prices with multivariate structural time series models

von Myklebust, Jogeir
Veröffentlicht in OPEC OPEC energy review (2010)

Hydro resevoir levels and power price dynamics : empirical insight on the nonlinear influence of fuel and emission cost on Nord Pool day-ahead electricity prices

von Huisman, Ronald
Veröffentlicht in The Journal of energy and development (2015)

Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression

von Steen, Marie
Veröffentlicht in The journal of risk model validation (2015)

Optimal management of green certificates in the Swedish-Norwegian market

von Benth, Fred Espen
Veröffentlicht in The journal of energy markets (2017)

Estimating and evaluating value-at-risk forecasts based on realized variance : empirical evidence from ICE Brent Crude oil futures

Veröffentlicht in OPEC OPEC energy review (2014)

Estimating value-at-risk using quantile regression and implied volatilities

von Lange, Petter Eilif de
Veröffentlicht in The journal of risk model validation (2022)

Co-integration of ICE Gas oil and Crude oil futures

Veröffentlicht in Energy economics (2011)

Modeling superior predictors for crude oil prices

von Westgaard, Sjur
Veröffentlicht in The journal of energy markets (2017)

Capital structure across industries

Veröffentlicht in International journal of the economics of business (2008)

Forecasting volatility of the US oil market

Veröffentlicht in Journal of banking & finance (2014)

Covariance estimation using high-frequency data: Sensitivities of estimation methods

Veröffentlicht in Economic modelling (2014)

Realized volatility and the influence of market measures on predictability : analysis of Nord Pool forward electricity data

Veröffentlicht in Energy economics (2011)

Value-at-risk in the European energy market : a comparison of parametric, historical simulation and quantile regression value-at-risk

von Westgaard, Sjur
Veröffentlicht in The journal of risk model validation (2019)

Oil and gas risk factor sensitivities for U.S. energy companies

von Tjaaland, Sturla Horpestad
Veröffentlicht in The Journal of energy and development (2016)

Hedge fund strategies and time-varying alphas and betas

von Frydenberg, Stein
Veröffentlicht in The journal of wealth management (2017)

Using machine learning to profit on the risk premium of the Nordic electricity futures

von Sebastião, Helder Miguel Correia Virtuoso
Veröffentlicht in Scientific Annals of Economics and Business (2020)

Analysis and forecasting of electricity price risks with quantile factor models

von Bunn, Derek W.
Veröffentlicht in The energy journal (2016)