Sjur Westgaard

About

I am a MSc and PhD in Industrial Economics from Norwegian University of Science and Technology and a MSc in Finance from Norwegian School of Business and Economics. I have worked as an investment portfolio manager for an insurance company, a project manager for a consultant company, and as a credit analyst for an international bank. I am now a Professor at the Norwegian University of Science and Technology and has also an adjunct position at Lillehammer University College. My teaching involves economics and finance, and economic and financial forecasting. My main research interests covers financial risk management and forecasting for financial institutions and industry corporations. I have been a project manager for several research projects involving power companies and the Norwegian Research Council. I am one of the founders and editors of Journal of Commodity Markets. I am also an associate editor in Journal of Energy Markets and have previously been an associate editor of Journal of Banking and Finance.

Publications

2023

de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur. (2023) Term Premia in Norwegian Interest Rate Swaps. Journal of Risk and Financial Management. volum 16 (188).
Academic article

2022

De Lange, Petter Eilif; Melsom, Borger Christopher; Vennerød, Christian Bakke; Westgaard, Sjur. (2022) Explainable AI for Credit Assessment in Banks. Journal of Risk and Financial Management. volum 15 (12).
Academic article
De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur. (2022) Estimating value-at-risk using quantile regression and implied volatilities. Journal of Risk Model Validation. volum 16 (1).
Academic article
De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur. (2022) Term Premia in Norwegian Government Bond Yields. Beta. volum 36 (1).
Academic article
Fiskin, Cemile Solak; Turgut, Ozgu; Westgaard, Sjur; Cerit, A. Güldem. (2022) 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. volum 14 (3).
Academic article
Melsom, Borger Christopher; Vennerød, Christian Bakke; De Lange, Petter Eilif; Hjelkrem, Lars Ole; Westgaard, Sjur. (2022) Explainable artificial intelligence for credit scoring in banking. Journal of Risk. volum 25 (2).
Academic article
Mohanty, Sunil K.; Frydenberg, Stein; Osmundsen, Petter; Westgaard, Sjur; Skjøld, Christian Chartcai. (2022) Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. Review of Quantitative Finance and Accounting. volum 60.
Academic article
Myrland, Caroline Aarvold; De Lange, Petter Eilif; Westgaard, Sjur; Schlingloff, André. (2022) Examining classical capital structure models of debt utilization decisions in Norwegian SME shipping companies. Beta. volum 36 (1).
Academic article
Pimentel, Rita; Risstad, Morten; Westgaard, Sjur. (2022) Predicting interest rate distributions using PCA & quantile regression. Digital Finance.
Academic article
Schönheit, David; Homann, Lasse Claas Mathis; Möst, Dominik; Westgaard, Sjur. (2022) Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices. Journal of Energy Markets. volum 15 (3).
Academic article
Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria. (2022) Stock markets during COVID-19. Beta. volum 36 (1).
Academic literature review

2021

Chen, Jilong; Ewald, Christian Oliver; Ouyang, Ruolan; Westgaard, Sjur; Xiao, Xiaoxia. (2021) 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. volum 313.
Academic article
Mohanty, Sunil K.; Ådland, Roar Os; Westgaard, Sjur; Frydenberg, Stein; Lillienskiold, Hilde; Kristensen, Cecilie. (2021) Modelling Stock Returns and Risk Management in the Shipping Industry. Journal of Risk and Financial Management. volum 14 (4).
Academic article
Westgaard, Sjur; Frydenberg, Stein; Mohanty, Sunil K.. (2021) Fourteen large commodity trading disasters: What happened and what can we learn?. Journal of Commodity Markets.
Academic literature review

2020

Sebastião, Helder; Godinho, Pedro; Westgaard, Sjur. (2020) Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures. Scientific Annals of Economics and Business. volum 67.
Academic article
Sveinsson, Jørgen Andersen; Frydenberg, Stein; Westgaard, Sjur; Aaløkken, Maurits Mogenssøn. (2020) Performance of value-at-risk averaging in the Nordic power futures market. Journal of Energy Markets. volum 13 (3).
Academic article
Westgaard, Sjur; Fleten, Stein-Erik; Negash, Ahlmahz; Botterud, Audun; Bogaard, Katinka; Verling, Trude Haugsvær. (2020) Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market. Energy. volum 214.
Academic article

2019

Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lasessen; Naustdal, Ingrid; Roald, Malene. (2019) Forecasting Price Distributions in the German Electricity Market. International Financial Markets, Volume 1.
Academic chapter/article/Conference paper
Westgaard, Sjur; Århus, Gisle Hoel; Frydenberg, Marina; Frydenberg, Stein. (2019) 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. volum 13 (4).
Academic article

2018

De Lange, Petter Eilif; Aamo, Per Egil; Westgaard, Sjur. (2018) The Norwegian financial bond market : A comprehensive market review with an empirical analysis of the main drivers of spreads. Beta. volum 32 (1).
Academic article
Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur. (2018) The Forward Premium in the Nord Pool Power Market. Emerging markets finance & trade. volum 54 (8).
Academic article
Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein. (2018) Can commodities dominate stock and bond portfolios?. Annals of Operations Research.
Academic article
Negash, Ahlmazh I.; Westgaard, Sjur. (2018) Evaluating Optimal Cost-Effectiveness of Demand Response in Wholesale Markets. IEEE Power & Energy Society General Meeting.
Academic literature review
Schütz, Peter; Westgaard, Sjur. (2018) Optimal hedging strategies for salmon producers. Journal of Commodity Markets. volum 12.
Academic article

2017

Benth, Fred Espen; Eriksson, Marcus Karl Viren; Westgaard, Sjur. (2017) Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market. Real Options in Energy and Commodity Markets.
Academic chapter/article/Conference paper
Benth, Fred Espen; Eriksson, Marcus Karl Viren; Westgaard, Sjur. (2017) Optimal management of green certificates in the Swedish-Norwegian market. Journal of Energy Markets. volum 10 (2).
Academic article
Frydenberg, Stein; Hrafnkelsson, Kjartan; Bromseth, Vegard Strand; Westgaard, Sjur. (2017) Hedge Fund Strategies and Time-Varying Alphas and Betas. The journal of wealth management. volum 19 (4).
Academic article
Westgaard, Sjur; Osmundsen, Petter; Stenslet, Lord Olav Daniel; Ringheim, Jo Kogstad. (2017) Modeling superior predictors for crude oil prices. Journal of Energy Markets. volum 10 (2).
Academic article
Westgaard, Sjur; Steen, Marie Gotteberg. (2017) Is Beta Dead for Commodities?. Journal of Investing. volum 26 (4).
Academic article

2016

Hagfors, Lars Ivar; Bunn, Derek; Kristoffersen, Eline; Staver, Tiril Toftdahl; Westgaard, Sjur. (2016) Modeling the UK electricity price distributions using quantile regression. Energy. volum 102.
Academic article
Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokozcuk, Marcel; Sator, Alma; Westgaard, Sjur. (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance (Print). volum 16 (12).
Academic article
Hagfors, Lars Ivar; Paraschiv, Florentina; Molnar, Peter; Westgaard, Sjur. (2016) Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability. volum 32 (1).
Academic article
Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar Svartskuren; Westgaard, Sjur. (2016) A parsimonious quantile regression model to forecast day-ahead value-at-risk. Finance Research Letters. volum 16.
Academic article
Tjaaland, Sturla Horpestad; Westgaard, Sjur; Osmundsen, Petter; Frydenberg, Stein. (2016) Oil and Gas Risk Factor Sensitivities for U.S. Energy Companies. Journal of Energy and Development. volum 41 (1 and 2).
Academic article

2015

Birkelund, Ole Henrik; Haugom, Erik; Molnar, Peter; Opdal, Martin; Westgaard, Sjur. (2015) A comparison of implied and realized volatility in the Nordic power forward market. Energy Economics. volum 48.
Academic article
Bunn, Derek; Andresen, Arne; Chen, Dipeng; Westgaard, Sjur. (2015) Analysis and Forecasting of Electricity Price Risks with Quantile Factor Models. Energy Journal. volum 37 (1).
Academic article
Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; Næss, Arvid. (2015) On the Estimation of Extreme Values for Risk Assessment and Management: The ACER Method. International journal of business. volum 20 (1).
Academic article
Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; Pennings, Enrico; Westgaard, Sjur. (2015) Electricity futures prices: time-varying sensitivity to fundamentals. Journal of Energy Markets. volum 8 (4).
Academic article
Huisman, Ronald; Michels, David; Westgaard, Sjur. (2015) HYDRO RESERVOIR LEVELS AND POWER PRICE DYNAMICS: EMPIRICAL INSIGHT ON THE NONLINEAR INFLUENCE OF FUEL AND EMISSION COST ON NORD POOL DAY-AHEAD ELECTRICITY PRICES. Journal of Energy and Development. volum 40 (1-2).
Academic article
Steen, Marie; Westgaard, Sjur; Gjølberg, Ole. (2015) Commodity value-at-risk modeling: comparing RiskMetrics, historic simulation and quantile regression. Journal of Risk Model Validation. volum 9 (2).
Academic article

2014

Frydenberg, Stein; Onochie, Joseph I.; Westgaard, Sjur; Midtsund, Nora; Ueland, Hanna. (2014) Long-term relationships between electricity and oil, gas and coal future prices — evidence from Nordic countries, Continental Europe and the United Kingdom. Opec Energy Review. volum 38 (2).
Academic article
Haugom, Erik; Hoff, Guttorm Andre; Mortensen, Maria; Molnar, Peter; Westgaard, Sjur. (2014) The forecasting power of medium-term futures contracts. Journal of Energy Markets. volum 7 (4).
Academic article
Haugom, Erik; Langeland, Henrik Søyland; Molnar, Peter; Westgaard, Sjur. (2014) Forecasting volatility of the U.S. oil market. Journal of Banking & Finance. volum 47 (1).
Academic article
Haugom, Erik; Lien, Gudbrand; Veka, Steinar Svartskuren; Westgaard, Sjur. (2014) Covariance estimation using high-frequency data: Sensitivities of estimation methods. Economic Modelling. volum 43.
Academic article
Haugom, Erik; Veka, Steinar Svartskuren; Lien, Gudbrand; Westgaard, Sjur. (2014) Estimating and evaluating Value-at-Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures. Opec Energy Review. volum 38 (4).
Academic article
Westgaard, Sjur. (2014) Energy Spread Modeling Using Copulas. Energy Pricing Models : Recent Advances, Methods, and Tools.
Academic chapter/article/Conference paper
Westgaard, Sjur; Veka, Steinar Svartskuren; Haugom, Erik; Lien, Gudbrand. (2014) A note on the risk characteristics of european energy futures markets :. Beta. volum 28 (1).
Academic article

2013

Arvesen, Øystein; Medbø, Vegard Gjelsvik; Fleten, Stein-Erik; Tomasgard, Asgeir; Westgaard, Sjur. (2013) Linepack storage valuation under price uncertainty. Energy. volum 52.
Academic article
Frydenberg, Stein; Reiakvam, Oddvar Hallset; Thyness, Stian Borgen; Westgaard, Sjur. (2013) Hedge Funds—Risk Exposure in Different Quantiles and Market Sentiments. Journal of Investing. volum 22 (3).
Academic article

2012

Berg, Terje; Westgaard, Sjur. (2012) Risk reporting to the board of directors: comparison of norwegian power companies and banks. Journal of Energy Markets. volum 5 (3).
Academic article
Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte. (2012) Covariance estimation using high-frequency data : an analysis of Nord Pool electricity forward data. Journal of Energy and Power Engineering. volum 6 (4).
Academic article
Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur; Higgs, Helen. (2012) Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities. Journal of Energy Markets. volum 5 (2).
Academic article
Westgaard, Sjur. (2012) Decision Support Modeling in Energy Markets: Part 1 : LETTER FROM THE GUEST EDITOR. Journal of Energy Markets. volum 5 (2).
Editorial
Westgaard, Sjur. (2012) Decision Support Modeling in Energy Markets: Part 2 : LETTER FROM THE GUEST EDITOR. Journal of Energy Markets. volum 5 (3).
Editorial

2011

Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2011) Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models. International Research Journal of Finance and Economics.
Academic article
Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2011) Realized volatility and the influence of market measures on predictability : an analysis of Nord Pool forward electricity data. Energy Economics. volum 33 (6).
Academic article
Sandvik, Sjur Hordvik; Frydenberg, Stein; Westgaard, Sjur; Heitmann, Rolv Kristian. (2011) Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure. Journal of Investing. volum 20 (1).
Academic article
Solibakke, Per Bjarte; Westgaard, Sjur; Lien, Gudbrand. (2011) Carbon stochastic volatility model estimation and inference : forecasting (un-)conditional moments. Economics & Finance Review. volum 1 (6).
Academic article
Westgaard, Sjur; Estenstad, Maria; Seim, Maria Anglevik; Frydenberg, Stein. (2011) Co-integration of ICE Gas oil and Crude oil futures. Energy Economics. volum 33 (2).
Academic article
Westgaard, Sjur; Frydenberg, Stein. (2011) Hedgefond - avkastning og risiko 1992-2011. Praktisk økonomi & finans. volum 27 (3).
Academic article

2010

Andresen, Arne; Koekebakker, Steen; Westgaard, Sjur. (2010) Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution. Journal of Energy Markets. volum 3 (3).
Academic article
Haug, Espen Gaarder; Frydenberg, Stein; Westgaard, Sjur. (2010) Distribution and Statistical Behavior of Implied Volatility. Business Valuation Review. volum 29 (4).
Academic article
Myklebust, Jogeir Stave; Tomasgard, Asgeir; Westgaard, Sjur. (2010) Forecasting gas component prices with multivariate structural time series models. Opec Energy Review. volum 34 (2).
Academic article

2008

Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur. (2008) Hedge Fund Return Statistics 1994-2005. Journal of Investing. volum 17 (1).
Academic article
Helbæk, Morten; Westgaard, Sjur. (2008) Statistikk : kort og godt. Universitetsforlaget. 2008. ISBN 9788215012070.
Textbook
Talberg, Magnus; Winge, Christian; Frydenberg, Stein; Westgaard, Sjur. (2008) Capital Structure Across Industries. International Journal of the Economics of Business. volum 15 (2).
Academic article
Westgaard, Sjur; Eidet, Amund; Frydenberg, Stein; Grosås, Thor Christian. (2008) Investigating the Capital Structure of UK Real Estate Companies. Journal of Property Research. volum 25 (1).
Academic article
Westgaard, Sjur; Faria, Eduardo; Fleten, Stein-Erik. (2008) Price dynamics of natural gas components: Empirical evidence. Journal of Energy Markets. volum 1 (3).
Academic article
Westgaard, Sjur; Faria, Eduardo; Fleten, Stein-Erik. (2008) Price dynamics of natural gas components: empirical evidence. Journal of Energy Markets. volum 1 (3).
Academic article

2007

Helbæk, Morten; Westgaard, Sjur. (2007) Statistikk- Kort og godt. Universitetsforlaget. 2007. ISBN 978-82-15-01207-0.
Textbook

2006

Frydenberg, Stein; Westgaard, Sjur; Grøneng, Magnus Slåttekjær; Nygård, Geir Ø.. (2006) Hedgefonds - Sett med et norsk perspektiv. Beta. volum 2.
Academic article

2005

Westgaard, Sjur. (2005) What can modern statistical and mathematical techniques add to the analysis and prediction of bankruptcy?. Beta.
Academic article

2003

Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Firm Financial Structure and Bankruptcy Prediction: Empirical Tests. 2003. Working Paper Series of Department of Industrial Economics, NTNU (7).
Report
Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Firm Financial Structure and Bankruptcy Prediction: Numerical Simulations. 2003. Working Paper Series for Department of Industrial Economics, NTNU (6).
Report
Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Firm Financial Structure and Bankruptcy Prediction: Theoretical Derivations. 2003. Working Paper Series for Department of Industrial Economics, NTNU (5).
Report

2001

Westgaard, Sjur; Wijst, Dominicus van der. (2001) Default Probabilities in a corporate bank portfolio: A logistic model approach. European Journal of Operational Research. volum 135.
Academic article

1998

Westgaard, Sjur. (1998) Styring av markedsrisiko i finansielle organisasjoner. Magma - Tidsskrift for økonomi og ledelse.
Academic article

1997

Westgaard, Sjur. (1997) Kapitalforvaltning i et livselskap. Praktisk økonomi og ledelse. volum 2.
Academic article

Journal publications

de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur. (2023) Term Premia in Norwegian Interest Rate Swaps. Journal of Risk and Financial Management. volum 16 (188).
Academic article
De Lange, Petter Eilif; Melsom, Borger Christopher; Vennerød, Christian Bakke; Westgaard, Sjur. (2022) Explainable AI for Credit Assessment in Banks. Journal of Risk and Financial Management. volum 15 (12).
Academic article
De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur. (2022) Estimating value-at-risk using quantile regression and implied volatilities. Journal of Risk Model Validation. volum 16 (1).
Academic article
De Lange, Petter Eilif; Risstad, Morten; Westgaard, Sjur. (2022) Term Premia in Norwegian Government Bond Yields. Beta. volum 36 (1).
Academic article
Fiskin, Cemile Solak; Turgut, Ozgu; Westgaard, Sjur; Cerit, A. Güldem. (2022) 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. volum 14 (3).
Academic article
Melsom, Borger Christopher; Vennerød, Christian Bakke; De Lange, Petter Eilif; Hjelkrem, Lars Ole; Westgaard, Sjur. (2022) Explainable artificial intelligence for credit scoring in banking. Journal of Risk. volum 25 (2).
Academic article
Mohanty, Sunil K.; Frydenberg, Stein; Osmundsen, Petter; Westgaard, Sjur; Skjøld, Christian Chartcai. (2022) Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. Review of Quantitative Finance and Accounting. volum 60.
Academic article
Myrland, Caroline Aarvold; De Lange, Petter Eilif; Westgaard, Sjur; Schlingloff, André. (2022) Examining classical capital structure models of debt utilization decisions in Norwegian SME shipping companies. Beta. volum 36 (1).
Academic article
Pimentel, Rita; Risstad, Morten; Westgaard, Sjur. (2022) Predicting interest rate distributions using PCA & quantile regression. Digital Finance.
Academic article
Schönheit, David; Homann, Lasse Claas Mathis; Möst, Dominik; Westgaard, Sjur. (2022) Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices. Journal of Energy Markets. volum 15 (3).
Academic article
Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria. (2022) Stock markets during COVID-19. Beta. volum 36 (1).
Academic literature review
Chen, Jilong; Ewald, Christian Oliver; Ouyang, Ruolan; Westgaard, Sjur; Xiao, Xiaoxia. (2021) 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. volum 313.
Academic article
Mohanty, Sunil K.; Ådland, Roar Os; Westgaard, Sjur; Frydenberg, Stein; Lillienskiold, Hilde; Kristensen, Cecilie. (2021) Modelling Stock Returns and Risk Management in the Shipping Industry. Journal of Risk and Financial Management. volum 14 (4).
Academic article
Westgaard, Sjur; Frydenberg, Stein; Mohanty, Sunil K.. (2021) Fourteen large commodity trading disasters: What happened and what can we learn?. Journal of Commodity Markets.
Academic literature review
Sebastião, Helder; Godinho, Pedro; Westgaard, Sjur. (2020) Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures. Scientific Annals of Economics and Business. volum 67.
Academic article
Sveinsson, Jørgen Andersen; Frydenberg, Stein; Westgaard, Sjur; Aaløkken, Maurits Mogenssøn. (2020) Performance of value-at-risk averaging in the Nordic power futures market. Journal of Energy Markets. volum 13 (3).
Academic article
Westgaard, Sjur; Fleten, Stein-Erik; Negash, Ahlmahz; Botterud, Audun; Bogaard, Katinka; Verling, Trude Haugsvær. (2020) Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market. Energy. volum 214.
Academic article
Westgaard, Sjur; Århus, Gisle Hoel; Frydenberg, Marina; Frydenberg, Stein. (2019) 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. volum 13 (4).
Academic article
De Lange, Petter Eilif; Aamo, Per Egil; Westgaard, Sjur. (2018) The Norwegian financial bond market : A comprehensive market review with an empirical analysis of the main drivers of spreads. Beta. volum 32 (1).
Academic article
Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur. (2018) The Forward Premium in the Nord Pool Power Market. Emerging markets finance & trade. volum 54 (8).
Academic article
Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein. (2018) Can commodities dominate stock and bond portfolios?. Annals of Operations Research.
Academic article
Negash, Ahlmazh I.; Westgaard, Sjur. (2018) Evaluating Optimal Cost-Effectiveness of Demand Response in Wholesale Markets. IEEE Power & Energy Society General Meeting.
Academic literature review
Schütz, Peter; Westgaard, Sjur. (2018) Optimal hedging strategies for salmon producers. Journal of Commodity Markets. volum 12.
Academic article
Benth, Fred Espen; Eriksson, Marcus Karl Viren; Westgaard, Sjur. (2017) Optimal management of green certificates in the Swedish-Norwegian market. Journal of Energy Markets. volum 10 (2).
Academic article
Frydenberg, Stein; Hrafnkelsson, Kjartan; Bromseth, Vegard Strand; Westgaard, Sjur. (2017) Hedge Fund Strategies and Time-Varying Alphas and Betas. The journal of wealth management. volum 19 (4).
Academic article
Westgaard, Sjur; Osmundsen, Petter; Stenslet, Lord Olav Daniel; Ringheim, Jo Kogstad. (2017) Modeling superior predictors for crude oil prices. Journal of Energy Markets. volum 10 (2).
Academic article
Westgaard, Sjur; Steen, Marie Gotteberg. (2017) Is Beta Dead for Commodities?. Journal of Investing. volum 26 (4).
Academic article
Hagfors, Lars Ivar; Bunn, Derek; Kristoffersen, Eline; Staver, Tiril Toftdahl; Westgaard, Sjur. (2016) Modeling the UK electricity price distributions using quantile regression. Energy. volum 102.
Academic article
Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokozcuk, Marcel; Sator, Alma; Westgaard, Sjur. (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance (Print). volum 16 (12).
Academic article
Hagfors, Lars Ivar; Paraschiv, Florentina; Molnar, Peter; Westgaard, Sjur. (2016) Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability. volum 32 (1).
Academic article
Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar Svartskuren; Westgaard, Sjur. (2016) A parsimonious quantile regression model to forecast day-ahead value-at-risk. Finance Research Letters. volum 16.
Academic article
Tjaaland, Sturla Horpestad; Westgaard, Sjur; Osmundsen, Petter; Frydenberg, Stein. (2016) Oil and Gas Risk Factor Sensitivities for U.S. Energy Companies. Journal of Energy and Development. volum 41 (1 and 2).
Academic article
Birkelund, Ole Henrik; Haugom, Erik; Molnar, Peter; Opdal, Martin; Westgaard, Sjur. (2015) A comparison of implied and realized volatility in the Nordic power forward market. Energy Economics. volum 48.
Academic article
Bunn, Derek; Andresen, Arne; Chen, Dipeng; Westgaard, Sjur. (2015) Analysis and Forecasting of Electricity Price Risks with Quantile Factor Models. Energy Journal. volum 37 (1).
Academic article
Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; Næss, Arvid. (2015) On the Estimation of Extreme Values for Risk Assessment and Management: The ACER Method. International journal of business. volum 20 (1).
Academic article
Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; Pennings, Enrico; Westgaard, Sjur. (2015) Electricity futures prices: time-varying sensitivity to fundamentals. Journal of Energy Markets. volum 8 (4).
Academic article
Huisman, Ronald; Michels, David; Westgaard, Sjur. (2015) HYDRO RESERVOIR LEVELS AND POWER PRICE DYNAMICS: EMPIRICAL INSIGHT ON THE NONLINEAR INFLUENCE OF FUEL AND EMISSION COST ON NORD POOL DAY-AHEAD ELECTRICITY PRICES. Journal of Energy and Development. volum 40 (1-2).
Academic article
Steen, Marie; Westgaard, Sjur; Gjølberg, Ole. (2015) Commodity value-at-risk modeling: comparing RiskMetrics, historic simulation and quantile regression. Journal of Risk Model Validation. volum 9 (2).
Academic article
Frydenberg, Stein; Onochie, Joseph I.; Westgaard, Sjur; Midtsund, Nora; Ueland, Hanna. (2014) Long-term relationships between electricity and oil, gas and coal future prices — evidence from Nordic countries, Continental Europe and the United Kingdom. Opec Energy Review. volum 38 (2).
Academic article
Haugom, Erik; Hoff, Guttorm Andre; Mortensen, Maria; Molnar, Peter; Westgaard, Sjur. (2014) The forecasting power of medium-term futures contracts. Journal of Energy Markets. volum 7 (4).
Academic article
Haugom, Erik; Langeland, Henrik Søyland; Molnar, Peter; Westgaard, Sjur. (2014) Forecasting volatility of the U.S. oil market. Journal of Banking & Finance. volum 47 (1).
Academic article
Haugom, Erik; Lien, Gudbrand; Veka, Steinar Svartskuren; Westgaard, Sjur. (2014) Covariance estimation using high-frequency data: Sensitivities of estimation methods. Economic Modelling. volum 43.
Academic article
Haugom, Erik; Veka, Steinar Svartskuren; Lien, Gudbrand; Westgaard, Sjur. (2014) Estimating and evaluating Value-at-Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures. Opec Energy Review. volum 38 (4).
Academic article
Westgaard, Sjur; Veka, Steinar Svartskuren; Haugom, Erik; Lien, Gudbrand. (2014) A note on the risk characteristics of european energy futures markets :. Beta. volum 28 (1).
Academic article
Arvesen, Øystein; Medbø, Vegard Gjelsvik; Fleten, Stein-Erik; Tomasgard, Asgeir; Westgaard, Sjur. (2013) Linepack storage valuation under price uncertainty. Energy. volum 52.
Academic article
Frydenberg, Stein; Reiakvam, Oddvar Hallset; Thyness, Stian Borgen; Westgaard, Sjur. (2013) Hedge Funds—Risk Exposure in Different Quantiles and Market Sentiments. Journal of Investing. volum 22 (3).
Academic article
Berg, Terje; Westgaard, Sjur. (2012) Risk reporting to the board of directors: comparison of norwegian power companies and banks. Journal of Energy Markets. volum 5 (3).
Academic article
Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte. (2012) Covariance estimation using high-frequency data : an analysis of Nord Pool electricity forward data. Journal of Energy and Power Engineering. volum 6 (4).
Academic article
Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur; Higgs, Helen. (2012) Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities. Journal of Energy Markets. volum 5 (2).
Academic article
Westgaard, Sjur. (2012) Decision Support Modeling in Energy Markets: Part 1 : LETTER FROM THE GUEST EDITOR. Journal of Energy Markets. volum 5 (2).
Editorial
Westgaard, Sjur. (2012) Decision Support Modeling in Energy Markets: Part 2 : LETTER FROM THE GUEST EDITOR. Journal of Energy Markets. volum 5 (3).
Editorial
Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2011) Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models. International Research Journal of Finance and Economics.
Academic article
Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2011) Realized volatility and the influence of market measures on predictability : an analysis of Nord Pool forward electricity data. Energy Economics. volum 33 (6).
Academic article
Sandvik, Sjur Hordvik; Frydenberg, Stein; Westgaard, Sjur; Heitmann, Rolv Kristian. (2011) Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure. Journal of Investing. volum 20 (1).
Academic article
Solibakke, Per Bjarte; Westgaard, Sjur; Lien, Gudbrand. (2011) Carbon stochastic volatility model estimation and inference : forecasting (un-)conditional moments. Economics & Finance Review. volum 1 (6).
Academic article
Westgaard, Sjur; Estenstad, Maria; Seim, Maria Anglevik; Frydenberg, Stein. (2011) Co-integration of ICE Gas oil and Crude oil futures. Energy Economics. volum 33 (2).
Academic article
Westgaard, Sjur; Frydenberg, Stein. (2011) Hedgefond - avkastning og risiko 1992-2011. Praktisk økonomi & finans. volum 27 (3).
Academic article
Andresen, Arne; Koekebakker, Steen; Westgaard, Sjur. (2010) Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution. Journal of Energy Markets. volum 3 (3).
Academic article
Haug, Espen Gaarder; Frydenberg, Stein; Westgaard, Sjur. (2010) Distribution and Statistical Behavior of Implied Volatility. Business Valuation Review. volum 29 (4).
Academic article
Myklebust, Jogeir Stave; Tomasgard, Asgeir; Westgaard, Sjur. (2010) Forecasting gas component prices with multivariate structural time series models. Opec Energy Review. volum 34 (2).
Academic article
Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur. (2008) Hedge Fund Return Statistics 1994-2005. Journal of Investing. volum 17 (1).
Academic article
Talberg, Magnus; Winge, Christian; Frydenberg, Stein; Westgaard, Sjur. (2008) Capital Structure Across Industries. International Journal of the Economics of Business. volum 15 (2).
Academic article
Westgaard, Sjur; Eidet, Amund; Frydenberg, Stein; Grosås, Thor Christian. (2008) Investigating the Capital Structure of UK Real Estate Companies. Journal of Property Research. volum 25 (1).
Academic article
Westgaard, Sjur; Faria, Eduardo; Fleten, Stein-Erik. (2008) Price dynamics of natural gas components: Empirical evidence. Journal of Energy Markets. volum 1 (3).
Academic article
Westgaard, Sjur; Faria, Eduardo; Fleten, Stein-Erik. (2008) Price dynamics of natural gas components: empirical evidence. Journal of Energy Markets. volum 1 (3).
Academic article
Frydenberg, Stein; Westgaard, Sjur; Grøneng, Magnus Slåttekjær; Nygård, Geir Ø.. (2006) Hedgefonds - Sett med et norsk perspektiv. Beta. volum 2.
Academic article
Westgaard, Sjur. (2005) What can modern statistical and mathematical techniques add to the analysis and prediction of bankruptcy?. Beta.
Academic article
Westgaard, Sjur; Wijst, Dominicus van der. (2001) Default Probabilities in a corporate bank portfolio: A logistic model approach. European Journal of Operational Research. volum 135.
Academic article
Westgaard, Sjur. (1998) Styring av markedsrisiko i finansielle organisasjoner. Magma - Tidsskrift for økonomi og ledelse.
Academic article
Westgaard, Sjur. (1997) Kapitalforvaltning i et livselskap. Praktisk økonomi og ledelse. volum 2.
Academic article

Books

Helbæk, Morten; Westgaard, Sjur. (2008) Statistikk : kort og godt. Universitetsforlaget. 2008. ISBN 9788215012070.
Textbook
Helbæk, Morten; Westgaard, Sjur. (2007) Statistikk- Kort og godt. Universitetsforlaget. 2007. ISBN 978-82-15-01207-0.
Textbook

Part of book/report

Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lasessen; Naustdal, Ingrid; Roald, Malene. (2019) Forecasting Price Distributions in the German Electricity Market. International Financial Markets, Volume 1.
Academic chapter/article/Conference paper
Benth, Fred Espen; Eriksson, Marcus Karl Viren; Westgaard, Sjur. (2017) Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market. Real Options in Energy and Commodity Markets.
Academic chapter/article/Conference paper
Westgaard, Sjur. (2014) Energy Spread Modeling Using Copulas. Energy Pricing Models : Recent Advances, Methods, and Tools.
Academic chapter/article/Conference paper

Report

Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Firm Financial Structure and Bankruptcy Prediction: Empirical Tests. 2003. Working Paper Series of Department of Industrial Economics, NTNU (7).
Report
Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Firm Financial Structure and Bankruptcy Prediction: Numerical Simulations. 2003. Working Paper Series for Department of Industrial Economics, NTNU (6).
Report
Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Firm Financial Structure and Bankruptcy Prediction: Theoretical Derivations. 2003. Working Paper Series for Department of Industrial Economics, NTNU (5).
Report

Teaching

Courses

Media

2020

Academic lecture

Frydenberg, Stein; Mohanty, Sunil; Westgaard, Sjur; Ådland, Roar Os; Ekrem, Hilde; Kristensen, Cecilie. (2020) Modelling Shipping Stock Returns and Risk Management: A Quantile Regression Value at Risk Approach. NTNU Business School Conference ; 2020-10-14 - 2020-10-15.

2019

Academic lecture

Frydenberg, Stein; Westgaard, Sjur; Mohanty, S.; Ådland, Roar Os; Ekrem, Hilde; Kristensen, Cecilie. (2019) Modelling Shipping Stocks Return. Workshop on Banking and Finance Trondheim NTNU 20th and 21th May 2019 . Sjur westgaard, Petter de Lange, Stein Frydenberg; NTNU Trondheim. 2019-05-20 - 2019-05-21.
Academic lecture

Schütz, Peter; Westgaard, Sjur. (2019) Optimal Hedging Strategies for Salmon Producers. 6th International Conference on Continuous Optimization . Technische Universität Berlin; Berlin. 2019-08-05 - 2019-08-08.

2018

Academic lecture

Schütz, Peter; Westgaard, Sjur. (2018) Optimal Hedging for Salmon Producers. XV Conference on Computational Management Science (CMS 2018) ; Trondheim. 2018-05-29 - 2018-05-31.

2017

Academic lecture

Frydenberg, Stein; Westgaard, Sjur; Mohanty, Sunil; Ådland, Roar Os; Ekrem, Hilde; Kristensen, Cecilie. (2017) Modelling shipping stock returns: A quantile regression approach. 2017 Commodity Markets Winter Workshop ; Lillehammer. 2017-03-01 - 2017-03-03.
Academic lecture

Schütz, Peter; Westgaard, Sjur. (2017) Optimal hedging strategies for salmon producers. Commodity and Energy Markets 2017 . Commodity and Energy Markets Association; Oxford. 2017-06-14 - 2017-06-15.

2015

Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur; Bunn, Derek. (2015) Modelling the UK Electricity Market using Quantile Regression. RISKY-RES project workshop . RISKY-RES; Trondheim. 2015-01-15 - 2015-01-16.
Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur; Bunn, Derek. (2015) Modelling the UK Electricity Price Distributions using Quantile Regression. Commodity Market Workshop 2015 . Journal of Commodity Markets; Oslo. 2015-05-20 - 2015-05-21.
Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur; Bunn, Derek; Kristoffersen, Eline; Toftdahl Staver, Tiril. (2015) Modelling the UK Electricity Market using Quantile Regression. 2nd International Conference on "Energy, Sustainability and Climate Change" . Orthodoxos Akadimia Kritis Crete, Greece; Crete. 2015-06-21 - 2015-06-27.
Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur; Bunn, Derek; Toftdahl Staver, Tiril; Kristoffersen, Eline. (2015) Modelling the UK Electricity Market using Quantile Regression. Energy Finance Conference 2015 . CASS Business School; London. 2015-09-09 - 2015-09-11.
Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur; Paraschiv, Florentina. (2015) Using Quantile Regression to Analyze the Effect of Renewableson EEX Price Formation. RISKY-RES Workshop . NTNU; Trondheim. 2015-10-24 - 2015-10-25.
Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur; Paraschiv, Florentina. (2015) Using quantile regression to analyze the effect of renewables on EEX price formation. World Renewable Energy Congress XIV . Univerisy Politechnica of Bucharest, Romania; Bucharest. 2015-06-08 - 2015-06-12.
Academic lecture

Steen, Marie; Westgaard, Sjur; Gjølberg, Ole. (2015) Commodity Value-at-Risk modeling: Comparing RiskMetricsTM, historic simulation and quantile regression. FIBE, NHH Bergen . Norges Handelshøyskole; Bergen. 2015-01-08 - 2015-01-09.

2014

Academic lecture

Hagfors, Lars Ivar; Westgaard, Sjur. (2014) Modelling the UK Electricity Market using Quantile Regression. 7th International Accounting and Finance Doctoral Symposium 2014 . Handelshøyskolen i Trondheim; Trondheim. 2014-06-16 - 2014-06-18.
Interview

Westgaard, Sjur; Kringhaug, Glenn. (2014) ... men ingeniørene haler innpå. Finansavisen [Avis]. 2014-08-04.

2013

Academic lecture

Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; Westgaard, Sjur. (2013) A simple quantile regression model to forecast Value-at-Risk. Energy Economics and Finance Seminar ; 2013-05-24 - 2013-05-25.

2012

Poster

Berg, Terje; Westgaard, Sjur. (2012) Risk Reporting to the Board of Directors – Comparison of Norwegian Power Companies and Banks. American Accounting Association Midyear Meeting . American Accounting Association; Houston, Texas. 2012-01-06 - 2012-01-07.
Academic lecture

Berg, Terje; Westgaard, Sjur; Frydenberg, Stein. (2012) Risk-adjusted Stock Returns and Accounting Based Performance Measures – Evidence from US listed Electric Utilities 2001 – 2010. Workshop on Energy Economics and Management . Molde University College; Molde. 2012-05-21 - 2012-05-22.
Academic lecture

Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur. (2012) Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures. ElCarbonRisk Seminar ; Molde. 2012-05-20 - 2012-05-21.
Academic lecture

Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur. (2012) Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures. PhD-course ‘New Directions in Quantitative Finance Research’ ; Høgskolen i Lillehammer. 2012-08-20 - 2012-08-24.
Academic lecture

Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur. (2012) Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures. Energy & Finance Conference 2012 ; Trondheim. 2012-10-04 - 2012-10-05.

2011

Academic lecture

Berg, Terje; Westgaard, Sjur. (2011) Accounting based performance – Evidence from Norwegian listed companies. 2nd Workshop on Management Accounting . Trondheim Business School; Trondheim. 2011-11-08 - 2012-11-10.
Academic lecture

Berg, Terje; Westgaard, Sjur. (2011) Risk Reporting to the Board of Directors – Comparison of Norwegian Power Companies and Banks. Staff seminar . NTNU; Trondheim. 2011-05-18 - 2011-05-18.
Academic lecture

Berg, Terje; Westgaard, Sjur. (2011) Risk Reporting to the Board of Directors – Comparison of Norwegian Power Companies and Banks. Trondheim Summer Energy Workshop . NTNU; Trondheim. 2011-06-29 - 2011-06-30.

2010

Academic lecture

Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; Lien, Gudbrand. (2010) Modelling day ahead Nord Pool forward price volatility : Realized volatility versus GARCH models. 7th International Conference on the European Energy Market, EEM . European Energy Market; Madrid. 2010-06-23 - 2010-06-25.
Academic lecture

Lien, Gudbrand; Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte. (2010) Covariance estimation using high-frequency data : analysis of Nord Pool electricity forward data. 7th International Conference on the European Energy Market, EEM . European Energy Market; Madrid. 2010-06-23 - 2010-06-25.
Academic lecture

Solibakke, Per Bjarte; Westgaard, Sjur. (2010) Stochastic volatility models for EEX BASE and PEAK LOAD forward contracts using Bayesian M-H algorithm. FIBE 2010 . Norges Handelshøyskole; Bergen. 2010-01-07 - 2010-01-08.

2009

Academic lecture

Andresen, Arne; Westgaard, Sjur. (2009) Modeling electricity forward prices and pricing options on electricity forwards using the multivariate normal inverse Gaussian distribution. Conference on Energy Finance ; University of Agder, Kristiansand. 2009-09-24 - 2009-09-25.
Popular scientific lecture

Fleten, Stein-Erik; Westgaard, Sjur. (2009) Price and decision support modeling in electricity markets. 1. NTNU-IØT Energy Seminar . Sjur Westgaard, Stein-Erik Fleten; Trondheim. 2009-02-12 - 2009-02-13.
Academic lecture

Haugom, Erik; Westgaard, Sjur; Lien, Gudbrand; Solibakke, Per Bjarte. (2009) Predicting realized volatility for electricity prices using unobservable component models. 7th OxMetrics User Conference . Cass Business School, City University London; London. 2009-09-14 - 2009-09-15.

2008

Interview

Westgaard, Sjur. (2008) Gode alternativer. null [Avis]. 2008-01-08.
Interview

Westgaard, Sjur. (2008) Hedgefond i fri dressur. Dagens næringsliv null [Avis]. 2008-06-12.
Poster

Westgaard, Sjur. (2008) Stochastic Properties of Gas Component Prices. Seminar, Institutt for industriell økonomi og teknologiledelse ; Trondheim, NTNU. 2008-03-23 - 2008-03-23.
Interview

Westgaard, Sjur. (2008) Åpner opp for svindel. Dagens næringsliv null [Avis]. 2008-06-12.
Academic lecture

Westgaard, Sjur; Yaffee, Robert A.; Heddy, Merrill A.; Hjemgaard, Kai; Bore, Bjørn Helge. (2008) Forecasting Volatility and Value at risk for UK Gas Future. utenTitteltekst . UK Energy Research Center St Annes College; Oxford University, UK. 2008-07-08 - 2008-07-10.
Academic lecture

Westgaard, Sjur; Yaffee, Robert A.; Heddy, Merrill A.; Hjemgaard, Kai; Bore, Bjørn Helge. (2008) Forecasting Volatility and Value at risk for UK Gas Future Prices. Oxmetrics conference ; London, UK. 2008-09-16 - 2008-09-18.
Academic lecture

Westgaard, Sjur; Yaffee, Robert A.; Heddy, Merrill A.; Hjemgaard, Kai; Bore, Bjørn Helge. (2008) Forecasting Volatility of UK natural gas futures. 28th International Sympoisum on Forecasting ; Nice, France. 2008-06-22 - 2008-06-25.

2007

Academic lecture

Frydenberg, Stein; Westgaard, Sjur; Grøneng, Magnus; Nygaard, Geir Øivind. (2007) Analysis of Hedge Fund Styles using Stochastic Dominance as Decision Criteria. FIBE XXIV ; Bergen, Norges handelshøgskole. 2007-01-04 - 2007-01-05.
Academic lecture

Westgaard, Sjur; Lindset, Snorre. (2007) Determinants of excess credit spread: US Corporate Bond Market 1919-2006. FIBE . NHH; BERGEN. 2007-01-03 - 2007-12-31.

2006

Academic lecture

Westgaard, Sjur. (2006) Hedge Fund Return Statistics 1994-2006. Multinational Finance Society Conference 2006 . MFS; Edinburgh. 2006-06-24 - 2006-06-27.
Academic lecture

Frydenberg, Stein; Westgaard, Sjur; Lindset, Snorre. (2006) HEDGE FUND RETURN STATISTICS 1994-2005. XV Tor Vergata International Conference on Banking and Finance . University of Rome Tor Vergata; Roma. 2006-12-13 - 2006-12-15.

2005

Academic lecture

Farmen, Tom E .S .; Westgaard, Sjur. (2005) Default risk and its greeks under an objective probability measure. Seminar Phd . Isma center University of Reading; Isma center University of Reading. 2005-02-15 - 2005-02-15.
Academic lecture

Westgaard, Sjur. (2005) Default risk and its greeks under an objective probability measure. Seminar Phd . Isma center University of Reading; Isma center University of Reading. 2005-02-15 - 2005-02-15.

2004

Academic lecture

Farmen, Tom E .S .; Westgaard, Sjur. (2004) Default risks and its Greeks under an Objective Default Probability Measure. Fagseminar/Gjesteforelesning . University of Malta in Rome; Roma. 2004-12-10 - 2004-12-10.
Academic lecture

Farmen, Tom E .S .; Westgaard, Sjur. (2004) Portefølje teori og kapitalverdimodellen. Gjesteforelesning . Høgskolen i Sør-Trøndelag, TØH; Trondheim. 2004-11-11.

2003

Academic lecture

Farmen, Tom E .S .; Fleten, Stein-Erik; Westgaard, Sjur; Wijst, Dominicus van der. (2003) Default probabilities and their sensivity in an option pricing framwork. Seminar, faggruppen for investering ; 2003-08-01.
Academic lecture

Westgaard, Sjur. (2003) Default probabilities and option pricing framework. [Mangler data] . Stockholm School of Economics; Stockholm, Sweden. 2003-11-22.

2002

Academic lecture

Farmen, Tom E .S .; Fleten, Stein-Erik; Wijst, Dominicus van der; Westgaard, Sjur. (2002) Default probabilities and option pricing models. XXXI Meeting EURO Working Group on Financial Modeling . [Mangler data]; Agia Napa, Cyprus. 2002-11-09.
Academic lecture

Hol, Suzan; Westgaard, Sjur; Wijst, Dominicus van der. (2002) Default Probability Prediction based on Capital Structure Theory. 9th Symposium on Finance, Banking, and Insurance . [Mangler data]; Karlsruhe, Tyskland. 2002-12-13.
Academic lecture

Hol, Suzan; Wijst, Dominicus van der; Westgaard, Sjur. (2002) Capital structure theory and the prediction of bankruptcy. XXXI EURO Working Group on Financial Modeling . [Mangler data]; Agia Napa, Cyprus. 2002-11-09.

Språkvelger

Sjur Westgaard

Sjur Westgaard

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Journal publications

Books

Part of book/report

Report

Teaching

Courses

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2020

2019

2018

2017

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

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