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Forecasting price distributions in the German electricity market
Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lassesen - In: International financial markets, (pp. 11-35). 2019
Persistent link: https://www.econbiz.de/10012249017
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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
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Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen - In: Advanced modelling in mathematical finance : in honour …, (pp. 477-496). 2016
Persistent link: https://www.econbiz.de/10011800392
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - In: Advanced mathematical methods for finance, (pp. 35-74). 2011
Persistent link: https://www.econbiz.de/10008991339
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Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen; Blanco, Ana Solanilla - In: Recent advances in financial engineering 2012 : …, (pp. 1-24). 2014
Persistent link: https://www.econbiz.de/10010359912
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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