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The Risk Premium and the Essch...
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Energiemarkt
Theorie
66
Theory
66
Option pricing theory
45
Optionspreistheorie
45
Stochastic process
45
Stochastischer Prozess
45
Derivat
41
Derivative
41
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34
Volatilität
34
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25
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21
Elektrizitätswirtschaft
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19
Risk premium
19
Strompreis
19
Risikoprämie
17
Weather
17
Wetter
17
Option trading
16
Optionsgeschäft
16
Time series analysis
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Portfolio selection
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Rohstoffderivat
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Electricity
12
Elektrizität
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Risk
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Yield curve
11
Zinsstruktur
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Risiko
10
Spot market
10
Spotmarkt
10
Statistical distribution
9
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9
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Benth, Fred Espen
23
Detering, Nils
4
Koekebakker, Steen
3
Cartea, Álvaro
2
Kiesel, Rüdiger
2
Kufakunesu, Rodwell
2
Lavagnini, Silvia
2
Saltyte Benth, Jurate
2
Sgarra, Carlo
2
Barndorff-Nielsen, Ole E.
1
Benth, Jurate Saltyte
1
Dahl, Lars O.
1
Di Persio, Luca
1
Ekeland, Lars
1
Fileccia, Gaetano
1
Galimberti, Luca
1
Hauge, Ragnar
1
Hvistendahl Karlsen, Kenneth
1
Jiao, Ying
1
Kholodnyi, Valery A.
1
Krühner, Paul
1
Lange, Nina
1
Laurence, Peter
1
Ma, Chunhua
1
Myklebust, Tor Age
1
Nielsen, Bjørn Fredrik
1
Piccirilli, Marco
1
Scotti, Simone
1
Vargiolu, Tiziano
1
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1
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1
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1
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International journal of theoretical and applied finance
4
Finance and stochastics
3
Advanced series on statistical science & applied probability
2
Advanced Series on Statistical Science and Applied Probability Ser
1
Applied mathematical finance
1
Birkbeck working papers in economics and finance : BWPEF
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Energy economics
1
International journal of computational economics and econometrics
1
Journal of banking & finance
1
Mathematics and financial economics
1
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ECONIS (ZBW)
25
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1
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano
;
Sgarra, Carlo
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
Saved in:
2
A branching process approach to power markets
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
;
Sgarra, Carlo
- In:
Energy economics
79
(
2019
),
pp. 144-156
Persistent link: https://www.econbiz.de/10012172268
Saved in:
3
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:
4
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:
5
Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
(
contributor
);
Cartea, Álvaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003384971
Saved in:
6
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:
7
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:
8
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
9
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
10
The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
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