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Ståle Størdal

Lillehammer University College

Lillehammer , 2624

Norway

  • Lillehammer University College

SCHOLARLY PAPERS

4

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1,970

TOTAL CITATIONS

4

Scholarly Papers (4)

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1.

Trading Time Seasonality in Commodity Futures: An Opportunity for Arbitrage in the Natural Gas and Crude Oil Markets?

Number of pages: 32 Posted: 25 Feb 2021
Christian Oliver Ewald, Erik Haugom, Gudbrand Lien, Ståle Størdal and Yuexiang Wu
University of Glasgow, Inland Norway University of Applied Sciences, Inland School of Business and Social Sciences, Lillehammer University College and University of Glasgow
Downloads 930 (64,944)

Abstract:

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seasonality, futures, arbitrage, alpha

2.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

Number of pages: 11 Posted: 14 Apr 2020
Christian Oliver Ewald, Erik Haugom, Gudbrand Lien, Ståle Størdal and Pengcheng Song
University of Glasgow, Inland Norway University of Applied Sciences, Inland School of Business and Social Sciences, Lillehammer University College and Peking University
Downloads 659 (100,469)

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Power Markets, Futures, Arbitrage, CAPM

3.

Salmon futures and the Fish Pool market in the context of the CAPM and the Fama & French Three-Factor Model

Number of pages: 19 Posted: 23 Feb 2015 Last Revised: 14 May 2020
Christian Oliver Ewald, Erik Haugom, Leslie Kanthan, Gudbrand Lien, Pariya Salehi and Ståle Størdal
University of Glasgow, Inland Norway University of Applied Sciences, affiliation not provided to SSRN, Inland School of Business and Social Sciences, University of Glasgow - Adam Smith Business School and Lillehammer University College
Downloads 275 (277,355)
Citation 4

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Futures Markets; Aquaculture; CAPM

4.

Sample Frequency Robustness and Accuracy in Forecasting Value at Risk for Brent Crude Oil Futures

Finance Research Letters, Forthcoming
Number of pages: 24 Posted: 13 Apr 2022 Last Revised: 21 Aug 2023
Christian Oliver Ewald, Jelena Hadina, Erik Haugom, Gudbrand Lien, Ståle Størdal and Muhammad Yahya
University of Glasgow, Inland Norway University of Applied Sciences, Inland Norway University of Applied Sciences, Inland School of Business and Social Sciences, Lillehammer University College and Norwegian University of Life Sciences (NMBU) - School of Economics and Business
Downloads 106 (674,591)

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Realized volatility, sample frequency, Value-at-Risk forecasting, HAR-RV, HARQREG