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Publikasjoner (12)

Utvalgte (12)

  • Musau, Andrew; Veka, Steinar Svartskuren (). Crude oil trade and current account deficits: replication and extension.
  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar Svartskuren; Westgaard, Sjur (). A parsimonious quantile regression model to forecast day-ahead value-at-risk.
  • Veka, Steinar Svartskuren (). Essays on price formation and risk assessment in energy markets. ISBN 978-82-326-0892-8. 132 s.
  • Haugom, Erik; Veka, Steinar Svartskuren; Lien, Gudbrand; Westgaard, Sjur (). Estimating and evaluating Value-at-Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures.
  • Haugom, Erik; Lien, Gudbrand; Veka, Steinar Svartskuren; Westgaard, Sjur (). Covariance estimation using high-frequency data: Sensitivities of estimation methods.
  • Westgaard, Sjur; Veka, Steinar Svartskuren; Haugom, Erik; Lien, Gudbrand (). A note on the risk characteristics of european energy futures markets :.
  • Veka, Steinar Svartskuren (). Testing the martingale difference hypothesis for the Nordic power derivatives market.
  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; Westgaard, Sjur (). A simple quantile regression model to forecast Value-at-Risk.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur; Higgs, Helen (). Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities.

Vitenskapelige artikler og bokkapitler (7)

  • Musau, Andrew; Veka, Steinar Svartskuren (). Crude oil trade and current account deficits: replication and extension.
  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar Svartskuren; Westgaard, Sjur (). A parsimonious quantile regression model to forecast day-ahead value-at-risk.
  • Haugom, Erik; Veka, Steinar Svartskuren; Lien, Gudbrand; Westgaard, Sjur (). Estimating and evaluating Value-at-Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures.
  • Haugom, Erik; Lien, Gudbrand; Veka, Steinar Svartskuren; Westgaard, Sjur (). Covariance estimation using high-frequency data: Sensitivities of estimation methods.
  • Westgaard, Sjur; Veka, Steinar Svartskuren; Haugom, Erik; Lien, Gudbrand (). A note on the risk characteristics of european energy futures markets :.
  • Veka, Steinar Svartskuren (). Testing the martingale difference hypothesis for the Nordic power derivatives market.
  • Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur; Higgs, Helen (). Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities.

Bøker (1)

  • Veka, Steinar Svartskuren (). Essays on price formation and risk assessment in energy markets. ISBN 978-82-326-0892-8. 132 s.

Vitenskapelige konferansebidrag (4)

  • Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; Westgaard, Sjur (). A simple quantile regression model to forecast Value-at-Risk.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.
  • Haugom, Erik; Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur (). Evaluating the effect of intra-daily sampling frequency on Value-at-Risk predictions: Empirical evidence from high-frequency ICE oil futures.