//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing of basket options usin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Derivat
5
Derivative
5
Electric power industry
5
Elektrizitätswirtschaft
5
Time series analysis
5
Zeitreihenanalyse
5
Electricity price
4
Risikoprämie
4
Risk premium
4
Spot market
4
Spotmarkt
4
Strompreis
4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Weather
3
Wetter
3
CARMA processes
2
Commodity derivative
2
Deutschland
2
EU countries
2
EU-Staaten
2
Electricity
2
Elektrizität
2
Energiehandel
2
Energy trade
2
Germany
2
Hedging
2
Rohstoffderivat
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
CARMA model
1
Climate change
1
Climate protection
1
Climate-resilient energy systems
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Undetermined
8
Author
All
Benth, Fred Espen
21
Kiesel, Rüdiger
4
Koekebakker, Steen
4
Šaltytė Benth, Jūratė
3
Biegler-König, Richard
2
Erlwein, Christina
2
Mamon, Rogemar
2
Nazarova, Anna
2
Saltyte Benth, Jurate
2
Che Mohd Imran Che Taib
1
Green, Rikard
1
Greevenbroek, Koen van
1
Grochowicz, Aleksander
1
Klüppelberg, Claudia
1
Larsson, Karl
1
Müller, Gernot
1
Pircalabu, Anca
1
Schrader, Simon Elias
1
Vos, Linda
1
Zeyringer, Marianne
1
more ...
less ...
Published in...
All
Energy economics
Applied mathematical finance
13
International journal of theoretical and applied finance
13
Finance and stochastics
11
Energy Economics
8
Papers / arXiv.org
8
Applied Mathematical Finance
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of banking & finance
4
The journal of energy markets
4
Advanced series on statistical science & applied probability
3
CREATES Research Papers
3
CREATES research paper
3
Quantitative Finance
3
Finance and Stochastics
2
IMA journal of management mathematics
2
Journal of Applied Statistics
2
Journal of forecasting
2
Mathematical Finance
2
Mathematics and financial economics
2
Quantitative finance
2
Review of development finance
2
Risks
2
Risks : open access journal
2
The energy journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science and applied probability
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Birkbeck Working Papers in Economics and Finance
1
Birkbeck working papers in economics and finance : BWPEF
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
1
Journal of Banking & Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
OLC EcoSci
8
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1157
Persistent link: https://www.econbiz.de/10003744845
Saved in:
2
An empirical study of the information premium on electricity markets
Benth, Fred Espen
;
Biegler-König, Richard
;
Kiesel, Rüdiger
- In:
Energy economics
36
(
2013
),
pp. 55-77
Persistent link: https://www.econbiz.de/10009724766
Saved in:
3
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:
4
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
5
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen
;
Che Mohd Imran Che Taib
- In:
Energy economics
40
(
2013
),
pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
Saved in:
6
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:
7
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:
8
Dynamic pricing of wind futures
Benth, Fred Espen
;
Saltyte Benth, Jurate
- In:
Energy economics
31
(
2009
)
1
,
pp. 16-24
Persistent link: https://www.econbiz.de/10003803647
Saved in:
9
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:
10
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->