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Hedging of spatial temperature risk with market-traded futures
Barth, Andrea; Benth, Fred Espen; Potthoff, Jürgen - In: Applied mathematical finance 18 (2011) 1/2, pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
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Optimal Portfolios in commodity futures markets
Benth, Fred Espen; Lempa, Jukka - In: Finance and stochastics 18 (2014) 2, pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
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Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma; … - In: Applied mathematical finance 22 (2015) 1/2, pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
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Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen; Christensen, Troels Sønderby; … - In: Quantitative finance 21 (2021) 1, pp. 165-183
Persistent link: https://www.econbiz.de/10012424641