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~subject:"Rohstoffderivat"
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Rohstoffderivat
Theorie
75
Theory
74
Optionspreistheorie
58
Option pricing theory
57
Stochastic process
46
Stochastischer Prozess
46
Derivat
45
Derivative
45
Volatility
38
Volatilität
38
Energiemarkt
23
Energy market
23
Hedging
21
Electric power industry
20
Elektrizitätswirtschaft
20
Electricity price
19
Risk premium
19
Strompreis
19
Risikoprämie
18
Wetter
18
Weather
17
Portfolio selection
16
Portfolio-Management
16
Option trading
15
Optionsgeschäft
15
Time series analysis
15
Yield curve
15
Zeitreihenanalyse
15
Zinsstruktur
15
Commodity derivative
13
Electricity
12
Elektrizität
12
Risk
12
Risiko
10
Spot market
10
Spotmarkt
10
Lebensversicherung
9
Life insurance
9
Statistical distribution
9
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12
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English
13
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Benth, Fred Espen
13
Koekebakker, Steen
2
Lempa, Jukka
2
Eikeset, Anne Maria
1
Felten, Björn
1
Khedher, Asma
1
Kiesel, Rüdiger
1
Klüppelberg, Claudia
1
Kremer, Marcel
1
Krühner, Paul
1
Levin, Simon Asher
1
Müller, Gernot
1
Ollmar, Fridthjof
1
Paraschiv, Florentina
1
Pircalabu, Anca
1
Ren, Wanjuan
1
Schmeck, Maren Diane
1
Vanmaele, Michèle
1
Vos, Linda
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Energy economics
2
Finance and stochastics
2
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of commodity markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Risks : open access journal
1
The interrelationship between financial and energy markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
13
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1
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
2
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
Saved in:
3
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
Saved in:
4
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:
5
Pricing futures and options in electricity markets
Benth, Fred Espen
;
Schmeck, Maren Diane
- In:
The interrelationship between financial and energy markets
,
(pp. 233-260)
.
2014
Persistent link: https://www.econbiz.de/10010411140
Saved in:
6
Analysis of the risk premium in the forward market for salmon
Benth, Fred Espen
;
Eikeset, Anne Maria
;
Levin, Simon Asher
- In:
Journal of commodity markets
21
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012807713
Saved in:
7
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
8
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:
9
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
10
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
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