Peter Nystrup

562 total citations
25 papers, 370 citations indexed

About

Peter Nystrup is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Peter Nystrup has authored 25 papers receiving a total of 370 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 11 papers in Management Science and Operations Research and 11 papers in Economics and Econometrics. Recurrent topics in Peter Nystrup's work include Energy Load and Power Forecasting (8 papers), Stock Market Forecasting Methods (5 papers) and Complex Systems and Time Series Analysis (5 papers). Peter Nystrup is often cited by papers focused on Energy Load and Power Forecasting (8 papers), Stock Market Forecasting Methods (5 papers) and Complex Systems and Time Series Analysis (5 papers). Peter Nystrup collaborates with scholars based in Denmark, Sweden and United States. Peter Nystrup's co-authors include Henrik Madsen, Erik Lindström, Jan Kloppenborg Møller, Pierre Pinson, Stephen Boyd, Petter N. Kolm, Peder Bacher and Olafur P. Palsson and has published in prestigious journals such as Applied Energy, European Journal of Operational Research and Expert Systems with Applications.

In The Last Decade

Peter Nystrup

25 papers receiving 359 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Peter Nystrup Denmark	12	133	128	125	124	85	25	370
Eric M. Aldrich United States	10	159 1.2×	91 0.7×	56 0.4×	109 0.9×	54 0.6×	30	421
Anastasios Panagiotelis Australia	13	141 1.1×	96 0.8×	224 1.8×	185 1.5×	108 1.3×	25	602
Laurent Callot Denmark	8	78 0.6×	92 0.7×	187 1.5×	115 0.9×	63 0.7×	18	450
Francesco Lisi Italy	15	345 2.6×	211 1.6×	246 2.0×	365 2.9×	80 0.9×	49	808
Yuying Sun China	13	117 0.9×	78 0.6×	211 1.7×	307 2.5×	48 0.6×	31	497
Michel Denault Canada	8	63 0.5×	219 1.7×	245 2.0×	165 1.3×	18 0.2×	14	441
Silvano Bordignon Italy	12	139 1.0×	116 0.9×	84 0.7×	181 1.5×	19 0.2×	26	407
Yuping Song China	9	77 0.6×	95 0.7×	143 1.1×	123 1.0×	20 0.2×	37	294
Dima Alberg Israel	4	68 0.5×	159 1.2×	83 0.7×	173 1.4×	50 0.6×	11	314

Countries citing papers authored by Peter Nystrup

Since Specialization

Citations

This map shows the geographic impact of Peter Nystrup's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Nystrup with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Nystrup more than expected).

Fields of papers citing papers by Peter Nystrup

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Nystrup. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Nystrup. The network helps show where Peter Nystrup may publish in the future.

Co-authorship network of co-authors of Peter Nystrup

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Nystrup. A scholar is included among the top collaborators of Peter Nystrup based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter Nystrup. Peter Nystrup is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Møller, Jan Kloppenborg, et al.. (2025). Sequential methods for error correction of probabilistic wind power forecasts. Expert Systems with Applications. 284. 127872–127872. 2 indexed citations

Møller, Jan Kloppenborg, et al.. (2025). nabqr: Python package for correcting probabilistic forecasts. SoftwareX. 30. 102153–102153. 1 indexed citations

Nystrup, Peter, et al.. (2023). Reconciliation of wind power forecasts in spatial hierarchies. Wind Energy. 26(6). 615–632. 8 indexed citations

Møller, Jan Kloppenborg, Peter Nystrup, & Henrik Madsen. (2023). Likelihood-based inference in temporal hierarchies. International Journal of Forecasting. 40(2). 515–531. 1 indexed citations

Nystrup, Peter, et al.. (2022). Recent developments in multivariate wind and solar power forecasting. Wiley Interdisciplinary Reviews Energy and Environment. 12(2). 31 indexed citations

Møller, Jan Kloppenborg, et al.. (2021). Heat load forecasting using adaptive temporal hierarchies. Applied Energy. 292. 116872–116872. 21 indexed citations

Nystrup, Peter, et al.. (2021). Clustering commercial and industrial load patterns for long-term energy planning. 2. 100010–100010. 25 indexed citations

Nystrup, Peter, Petter N. Kolm, & Erik Lindström. (2021). Feature selection in jump models. Expert Systems with Applications. 184. 115558–115558. 8 indexed citations

Nystrup, Peter, Erik Lindström, & Henrik Madsen. (2020). Hyperparameter Optimization for Portfolio Selection. Lund University Publications (Lund University). 2(3). 40–54. 4 indexed citations

10.

Nystrup, Peter, Petter N. Kolm, & Erik Lindström. (2020). Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features. SSRN Electronic Journal. 1 indexed citations

11.

Nystrup, Peter, Erik Lindström, & Henrik Madsen. (2020). Learning hidden Markov models with persistent states by penalizing jumps. Expert Systems with Applications. 150. 113307–113307. 20 indexed citations

12.

Nystrup, Peter, Erik Lindström, Pierre Pinson, & Henrik Madsen. (2019). Temporal hierarchies with autocorrelation for load forecasting. European Journal of Operational Research. 280(3). 876–888. 62 indexed citations

13.

Nystrup, Peter, Erik Lindström, Henrik Madsen, & Pierre Pinson. (2019). Temporal hierarchies with autocorrelation for load forecasting. RePEc: Research Papers in Economics. 1 indexed citations

14.

Nystrup, Peter. (2018). Dynamic Asset Allocation - Identifying Regime Shifts in Financial Time Series to Build Robust Portfolios. 1 indexed citations

15.

Nystrup, Peter, Stephen Boyd, Erik Lindström, & Henrik Madsen. (2018). Multi-period portfolio selection with drawdown control. Annals of Operations Research. 282(1-2). 245–271. 39 indexed citations

16.

Nystrup, Peter, Henrik Madsen, & Erik Lindström. (2017). Dynamic portfolio optimization across hidden market regimes. Quantitative Finance. 18(1). 83–95. 2 indexed citations

17.

Nystrup, Peter, Henrik Madsen, & Erik Lindström. (2016). Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters. Journal of Forecasting. 36(8). 989–1002. 41 indexed citations

18.

Nystrup, Peter, et al.. (2015). Regime-Based Versus Static Asset Allocation: Letting the Data Speak. Technical University of Denmark, DTU Orbit (Technical University of Denmark, DTU). 2 indexed citations

19.

Nystrup, Peter, et al.. (2015). Regime-Based Versus Static Asset Allocation: Letting the Data Speak. The Journal of Portfolio Management. 42(1). 103–109. 23 indexed citations

20.

Nystrup, Peter, Henrik Madsen, & Erik Lindström. (2015). Stylised facts of financial time series and hidden Markov models in continuous time. Quantitative Finance. 15(9). 1531–1541. 23 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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