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Benth, Fred Espen
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BENTH, FRED ESPEN
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1
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
2
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
3
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
4
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
5
Optimal management of green certificates in the Swedish-Norwegian market
Benth, Fred Espen
;
Eriksson, Marcus
;
Westgaard, Sjur
- In:
The journal of energy markets
10
(
2017
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011999418
Saved in:
6
Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen
;
Noor 'Adilah Ibrahim
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
Saved in:
7
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:
8
Stochastic modeling of Supramax spot and forward freight rates
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
18
(
2016
)
4
,
pp. 391-413
Persistent link: https://www.econbiz.de/10011587528
Saved in:
9
Multivariate modeling and analysis of regional ocean freight rates
Adland, Roar
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Transportation research / E : an international journal
113
(
2018
),
pp. 194-221
Persistent link: https://www.econbiz.de/10011864108
Saved in:
10
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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