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Pricing and hedging of energy...
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Strompreis
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38
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37
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19
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Benth, Fred Espen
19
Paraschiv, Florentina
3
Barndorff-Nielsen, Ole E.
2
Christensen, Troels Sønderby
2
Kiesel, Rüdiger
2
Nazarova, Anna
2
Pircalabu, Anca
2
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Felten, Björn
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ECONIS (ZBW)
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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:
2
A non-Gaussian-Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
Benth, Fred Espen
;
Kallsen, Jan
;
Meyer-Brandis, Thilo
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003542981
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen
;
Noor 'Adilah Ibrahim
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
Saved in:
9
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:
10
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
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