• Modeling superior predictors for crude oil prices 

      Westgaard, Sjur; Osmundsen, Petter; Stenslet, Lord Olav Daniel; Ringheim, Jo Kogstad (Journal article; Peer reviewed, 2017-06)
      A common perception in the literature is that oil price dynamics are most adequately explained by fundamental supply-and-demand factors. We use a general-to-specific approach and find that financial indicators are even ...
    • The Forward Premium in the Nord Pool Power Market 

      Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur (Journal article; Peer reviewed, 2018-03)
      This article investigates the forward premium of futures contracts in the Nordic power market for the time period from January 2004 to December 2013. We find that futures prices are biased predictors of the subsequent spot ...