• 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 ...
    • Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis 

      Mohanty, Sunil K.; Frydenberg, Stein; Osmundsen, Petter; Westgaard, Sjur; Skjøld, Christian (Peer reviewed; Journal article, 2022)
      The boom and bust in oil prices during the last two decades have attracted many investors to oil and gas companies in search of returns and risk diversification benefits. This study analyzes the impact of several risk ...
    • 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 ...