//--> //--> //--> //-->
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
~person:"Benth, Fred Espen"
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
The Derivatives Market in Sout...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
41
Derivative
41
Option pricing theory
16
Optionspreistheorie
16
Theorie
16
Theory
16
Weather
14
Wetter
14
Volatility
12
Volatilität
12
Stochastic process
11
Stochastischer Prozess
11
Energiemarkt
8
Energy market
8
Hedging
8
Risikoprämie
8
Risk premium
8
Commodity derivative
7
Electricity price
7
Rohstoffderivat
7
Strompreis
7
Electric power industry
6
Elektrizitätswirtschaft
6
Time series analysis
6
Zeitreihenanalyse
6
Risiko
5
Risk
5
Commodity exchange
4
Electricity
4
Elektrizität
4
Warenbörse
4
Wind energy
4
Windenergie
4
Climate change
3
Cointegration
3
Commodity market
3
Klimawandel
3
Kointegration
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
12
Free
10
Type of publication
All
Article
29
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
3
Book section
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
41
Author
All
Benth, Fred Espen
Gupta, Rangan
144
Bhorat, Haroon
120
Fedderke, Johannes W.
84
Fabozzi, Frank J.
75
Aron, Janine
65
Leibbrandt, Murray V.
64
Fourie, Johan
61
Hull, John
61
Woolard, Ingrid
61
Naudé, Wim
55
Berg, Servaas van der
54
Case, Anne
54
Muellbauer, John
53
Phiri, Andrew
52
Lien, Da-hsiang Donald
50
Odhiambo, Nicholas M.
48
Rogerson, Christian M.
46
Edwards, Lawrence
43
Jarrow, Robert A.
43
Urban, Boris
42
Roberts, Simon
41
Broll, Udo
40
Halbach, Axel J.
40
Saayman, Melville
39
Yu, Derek
39
Jones, Stuart
38
Aye, Goodness C.
37
Vink, Nick
37
Muzindutsi, Paul-Francois
36
Zinman, Jonathan
36
Ntim, Collins G.
35
Arndt, Channing
34
Balcilar, Mehmet
34
Kolb, Robert W.
34
Dinkelman, Taryn
33
Kanbur, Ravi
33
Klasen, Stephan
33
Matthee, Marianne
33
Padayachee, Vishnu
33
more ...
less ...
Published in...
All
Applied mathematical finance
6
Energy economics
5
International journal of theoretical and applied finance
5
Finance and stochastics
2
Quantitative finance
2
Risks : open access journal
2
The journal of energy markets
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science & applied probability
1
Advanced series on statistical science and applied probability
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CREATES research paper
1
Journal of commodity markets
1
Mathematics and financial economics
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Review of development finance
1
SFB 649 discussion paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
2
Pricing of Asian temperature risk
Benth, Fred Espen
;
Härdle, Wolfgang
;
Cabrera, Brenda López
-
2009
weather
derivative
market does not exist. The findings support theoretical results of reverse relation between MPR and …
Persistent link: https://www.econbiz.de/10003893132
Saved in:
3
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
4
Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10008651704
Saved in:
5
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
6
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
7
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
Saved in:
8
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:
9
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:
10
Modeling and pricing in financial markets for weather derivatives
Benth, Fred Espen
;
Saltyte Benth, Jurate
-
2013
Persistent link: https://www.econbiz.de/10009718581
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->