Sjur Westgaard

According to our database, Sjur Westgaard authored at least 3 papers between 2001 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil.

Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao

Ann. Oper. Res., 2022

2019

Can commodities dominate stock and bond portfolios?

Tom Erik Sønsteng Henriksen, Alois Pichler, Sjur Westgaard, Stein Frydenberg

Ann. Oper. Res., 2019

2001

Default probabilities in a corporate bank portfolio: A logistic model approach.

Sjur Westgaard, Nico van der Wijst

Eur. J. Oper. Res., 2001