Sjur Westgaard

1.7k total citations
82 papers, 1.3k citations indexed

About

Sjur Westgaard is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Sjur Westgaard has authored 82 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 54 papers in Economics and Econometrics, 33 papers in Finance and 21 papers in General Economics, Econometrics and Finance. Recurrent topics in Sjur Westgaard's work include Market Dynamics and Volatility (48 papers), Monetary Policy and Economic Impact (20 papers) and Electric Power System Optimization (15 papers). Sjur Westgaard is often cited by papers focused on Market Dynamics and Volatility (48 papers), Monetary Policy and Economic Impact (20 papers) and Electric Power System Optimization (15 papers). Sjur Westgaard collaborates with scholars based in Norway, United States and Switzerland. Sjur Westgaard's co-authors include Erik Haugom, Péter Molnár, Ronald Huisman, Nico van der Wijst, Stein‐Erik Fleten, Derek W. Bunn, Lars Ivar Hagfors, Arne F. Andresen, Enrico Pennings and Gudbrand Lien and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Energy.

In The Last Decade

Sjur Westgaard

72 papers receiving 1.2k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Sjur Westgaard Norway 18 757 377 334 230 207 82 1.3k
Ronald Huisman Netherlands 18 1.0k 1.3× 949 2.5× 479 1.4× 181 0.8× 289 1.4× 62 1.7k
Jaroslava Hlouskova Austria 14 608 0.8× 287 0.8× 252 0.8× 63 0.3× 180 0.9× 46 1.2k
Ahmed H. Elsayed United Kingdom 25 1.6k 2.2× 523 1.4× 118 0.4× 215 0.9× 299 1.4× 57 1.9k
Álvaro Escribano Spain 19 907 1.2× 372 1.0× 227 0.7× 73 0.3× 506 2.4× 62 1.3k
Raphael N. Markellos United Kingdom 14 933 1.2× 661 1.8× 59 0.2× 108 0.5× 131 0.6× 49 1.4k
Štefan Lyócsa Slovakia 20 1.0k 1.4× 584 1.5× 58 0.2× 80 0.3× 173 0.8× 78 1.3k
Marcel Prokopczuk Germany 21 964 1.3× 758 2.0× 95 0.3× 155 0.7× 361 1.7× 117 1.3k
Miguel Angel Rivera Castro Brazil 14 1.4k 1.9× 416 1.1× 55 0.2× 107 0.5× 375 1.8× 31 1.6k
Marcel C. Minutolo United States 13 667 0.9× 299 0.8× 208 0.6× 54 0.2× 75 0.4× 45 1.2k
Qingfu Liu China 16 472 0.6× 296 0.8× 66 0.2× 150 0.7× 103 0.5× 50 822

Countries citing papers authored by Sjur Westgaard

Since Specialization
Citations

This map shows the geographic impact of Sjur Westgaard'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 Sjur Westgaard with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sjur Westgaard more than expected).

Fields of papers citing papers by Sjur Westgaard

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sjur Westgaard. 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 Sjur Westgaard. The network helps show where Sjur Westgaard may publish in the future.

Co-authorship network of co-authors of Sjur Westgaard

This figure shows the co-authorship network connecting the top 25 collaborators of Sjur Westgaard. A scholar is included among the top collaborators of Sjur Westgaard 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 Sjur Westgaard. Sjur Westgaard is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Wu, Changzhi, et al.. (2025). Merged LSTM-MLP for option valuation. Quantitative Finance. 25(11). 1679–1694.
2.
Carnero, M. Angeles, et al.. (2025). Ex ante and ex post risk premiums in electricity futures. Quantitative Finance. 25(11). 1717–1729.
3.
Westgaard, Sjur, et al.. (2023). On the Exchange Rate Dynamics of the Norwegian Krone. Journal of risk and financial management. 16(7). 308–308. 1 indexed citations
4.
Westgaard, Sjur, et al.. (2022). Time series forecasting of domestic shipping market: comparison of SARIMAX, ANN-based models and SARIMAX-ANN hybrid model. International Journal of Shipping and Transport Logistics. 14(3). 193–193. 1 indexed citations
5.
Ewald, Christian‐Oliver, et al.. (2021). Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Annals of Operations Research. 313(1). 29–46. 6 indexed citations
6.
Sebastião, Hélder, et al.. (2020). Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures. Scientific Annals of Economics and Business. 67(SI). 1–17. 1 indexed citations
7.
Westgaard, Sjur, et al.. (2018). Evaluating Optimal Cost-Effectiveness of Demand Response in Wholesale Markets. 1–5. 1 indexed citations
8.
Paraschiv, Florentina, Derek W. Bunn, & Sjur Westgaard. (2016). Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. Alexandria (UniSG) (University of St.Gallen). 4 indexed citations
9.
Westgaard, Sjur, et al.. (2015). On the Estimation of Extreme Values for Risk Assessment and Management: The ACER Method. International Journal of Business. 20(1). 33. 2 indexed citations
10.
Fleten, Stein‐Erik, et al.. (2015). Electricity futures prices: time-varying sensitivity to fundamentals. EUR Research Repository (Erasmus University Rotterdam). 8(4). 1–22. 15 indexed citations
11.
Fleten, Stein‐Erik, et al.. (2014). Electricity Futures Prices: Time Varying Sensitivity to Fundamentals. SSRN Electronic Journal. 65 indexed citations
12.
13.
Lien, Gudbrand, et al.. (2012). Covariance Estimation Using High-Frequency Data: An Analysis of Nord Pool Electricity Forward Data. BIBSYS Brage (BIBSYS (Norway)). 6(4). 570–579. 2 indexed citations
14.
Haugom, Erik, et al.. (2011). Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data. Energy Economics. 33(6). 1206–1215. 32 indexed citations
15.
Westgaard, Sjur, et al.. (2010). Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure. SSRN Electronic Journal. 2 indexed citations
16.
Westgaard, Sjur, et al.. (2008). Capital Structure Across Industries. International Journal of the Economics of Business. 15(2). 181–200. 43 indexed citations
17.
Westgaard, Sjur. (2007). What Can Modern Statistical and Mathematical Techniques Add to theAnalysis and Prediction of Bankruptcy. SSRN Electronic Journal. 1 indexed citations
18.
Westgaard, Sjur & Nico van der Wijst. (2007). Default Probabilities in a Corporate Bank Portfolio: A Logistic Model Approach. SSRN Electronic Journal. 4 indexed citations
19.
Westgaard, Sjur, et al.. (2007). Determinants of Excess (Credit) Spreads: Evidence from the US Bond Market from 1919 to 2006. SSRN Electronic Journal. 5 indexed citations
20.
Wijst, Nico van der, et al.. (2007). An Empirical Test of Option Based Default Probabilities using Payment Behavior and Auditor Notes. SSRN Electronic Journal. 1 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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