Petter Bjerksund : Citation Profile

Norges Handelshøyskole (NHH)

4

H index

3

i10 index

111

Citations

RESEARCH PRODUCTION:

10

Articles

9

Papers

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 3
   Journals where Petter Bjerksund has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbj15
   Updated: 2026-01-10    RAS profile: 2025-12-16    
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Relations with other researchers

Works with:

Aase, Knut (3)

Schjelderup, Guttorm (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Petter Bjerksund.

Is cited by:

Mizrach, Bruce (4)

Wang, Xingchun (4)

Waterson, Michael (4)

Grossi, Luigi (4)

Fleten, Stein-Erik (4)

Giulietti, Monica (3)

Weber, Christoph (3)

Markussen, Simen (2)

Schjelderup, Guttorm (2)

Aase, Knut (2)

Røed, Knut (2)

Cites to:

Zucman, Gabriel (18)

Saez, Emmanuel (14)

Piketty, Thomas (11)

Guvenen, Fatih (9)

Epstein, Larry (7)

Haufler, Andreas (6)

Jakobsen, Katrine (5)

Ocampo, Sergio (5)

Krapf, Matthias (5)

Schmidheiny, Kurt (5)

Duffie, Darrell (5)

Main data

Where Petter Bjerksund has published?

Working Papers Series with more than one paper published# docs
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science7

Recent works citing Petter Bjerksund (2025 and 2024)

YearTitle of citing document
2024Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\evy Motions. (2024). Rachev, Svetlozar T ; Sayit, Hasanjan ; Hu, Dongdong. In: Papers. RePEc:arx:papers:2109.02872.

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2024A note on closed-form spread option valuation under log-normal models. (2024). Abudurexiti, Nuerxiati ; He, Kai ; Sayit, Hasanjan ; Hu, Dongdong. In: Papers. RePEc:arx:papers:2109.05431.

Full description at Econpapers || Download paper

2025Convex ordering for stochastic control: the swing contracts case. (2024). Pages, Gilles ; Yeo, Christian. In: Papers. RePEc:arx:papers:2406.07464.

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2025Taxing Corporate or Shareholder Income. (2025). Berg, Kristoffer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12149.

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2024Pricing vulnerable spread options with liquidity risk under Lévy processes. (2024). Wang, Xingchun ; Cai, Chengyou ; Yu, Baimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000494.

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2024Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001529.

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2024Closed-form approximations for basket option pricing under normal tempered stable Lévy model. (2024). Zhong, Qifeng ; Yao, Jing ; Sayit, Hasanjan ; Hu, Dongdong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400158x.

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2025Pricing options on the maximum or the minimum of several assets with default risk. (2025). Zhou, KE ; Zhang, Jiayi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001979.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Optimal Spending Strategies for Sovereign Wealth Funds Using a Discrete-Time Life Cycle Model. (2024). Aase, Knut Kristian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:327-:d:1446285.

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2025Optimal risk sharing with translation invariant recursive utility for jump-diffusions. (2025). Aase, Knut. In: Discussion Papers. RePEc:hhs:nhhfms:2025_005.

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2024Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model. (2024). Chang, Emma En-Tze ; Miao, Daniel Wei-Chung ; Lin, Xenos Chang-Shuo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10468-2.

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2024Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7.

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2024An efficient unified approach for spread option pricing in a copula market model. (2024). Mercuri, Lorenzo ; Berton, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05549-2.

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2024Essays on real options : Triopoly dynamics, disconnected investment regions, and multiple investment options. (2024). Faninam, Farzan. In: Other publications TiSEM. RePEc:tiu:tiutis:cccc1cad-2899-4b57-9d83-f28344d46282.

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Works by Petter Bjerksund:

YearTitleTypeCited
2011Gas Storage Valuation: Price Modelling v. Optimization Methods In: The Energy Journal.
[Full Text][Citation analysis]		article28
2008Gas Storage Valuation: Price Modelling v. Optimization Methods.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2011Gas Storage Valuation: Price Modelling v. Optimization Methods.(2011) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
1998The political economy of capital controls and tax policy in a small open economy In: European Journal of Political Economy.
[Full Text][Citation analysis]		article2
1994An American call on the difference of two assets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
1993Closed-form approximation of American options In: Scandinavian Journal of Management.
[Full Text][Citation analysis]		article35
1996Taxing Internationally Mobile Capital: The Efficiency-Equity Trade-off. In: Norwegian School of Economics and Business Administration-.
[Citation analysis]		paper0
1994Capital Controls and Tax Competition. In: Norwegian School of Economics and Business Administration-.
[Citation analysis]		paper0
2021The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund In: JRFM.
[Full Text][Citation analysis]		article5
2021The optimal spending rate versus the expected real return of a sovereign wealth fund.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2006Closed form spread option valuation In: Discussion Papers.
[Full Text][Citation analysis]		paper35
2014Closed form spread option valuation.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2006Managing Flexible Load Contracts: Two simple strategies In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Profitable Robot Strategies in Pari-Mutuel Betting In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Does a Wealth Tax Discriminate against Domestic Investors? In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2022Investor asset valuation under a wealth tax and a capital income tax In: International Tax and Public Finance.
[Full Text][Citation analysis]		article2
2024The Taxation of Norway’s Richest In: Nordic Tax Journal.
[Full Text][Citation analysis]		article0
2008Exercising flexible load contracts: Two simple strategies In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0

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