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~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Benth, Fred Espen"
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Day-ahead electricity prices
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Benth, Fred Espen
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Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
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Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
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2
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
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