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~person:"Benth, Fred Espen"
~person:"Bohl, Martin T."
~person:"Theissen, Erik"
~subject:"Cointegration"
~subject:"Rohstoffpreis"
~subject:"Spot market"
~type_genre:"Article in journal"
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Benth, Fred Espen
Bohl, Martin T.
Theissen, Erik
Weron, Rafał
12
Trück, Stefan
7
Bunn, Derek W.
6
Joshi, Medha Shriram
5
Nowotarski, Jakub
5
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4
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3
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3
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3
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3
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3
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3
Loc Dong Truong
3
Ma, Shanshan
3
Mallikarjunappa, T.
3
Nguyen Thi Kim Anh
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
Journal of agricultural and applied economics
1
The European journal of finance
1
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ECONIS (ZBW)
11
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1
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
2
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
3
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
4
Does futures speculation destabilize spot prices? : new evidence for commodity markets
Bohl, Martin T.
;
Stephan, Patrick Maurice
- In:
Journal of agricultural and applied economics
45
(
2013
)
4
,
pp. 595-616
Persistent link: https://www.econbiz.de/10010207641
Saved in:
5
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
6
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
Saved in:
7
Price discovery and investor structure in stock index futures
Bohl, Martin T.
;
Salm, Christian
;
Schuppli, Michael
- In:
The journal of futures markets
31
(
2011
)
3
,
pp. 282-306
Persistent link: https://www.econbiz.de/10008908398
Saved in:
8
Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.
;
Salm, Christian
;
Wilfling, Bernd
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
Saved in:
9
HMM filtering and parameter estimation of an electricity spot price model
Erlwein, Christina
;
Benth, Fred Espen
;
Mamon, Rogemar
- In:
Energy economics
32
(
2010
)
5
,
pp. 1034-1043
Persistent link: https://www.econbiz.de/10008934330
Saved in:
10
Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
;
Cartea, Álvaro
;
Kiesel, Rüdiger
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
Saved in:
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