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An empirical study of the information premium on electricity markets
Benth, Fred Espen; Biegler-König, Richard; Kiesel, Rüdiger - In: Energy economics 36 (2013), pp. 55-77
Persistent link: https://www.econbiz.de/10009724766
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Computing optimal recovery policies for financial markets
Benth, Fred Espen; Dahl, Geir; Mannino, Carlo - In: Operations research 60 (2012) 6, pp. 1373-1388
Persistent link: https://www.econbiz.de/10009701928
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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
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On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen; Che Mohd Imran Che Taib - In: Energy economics 40 (2013), pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
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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
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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
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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
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Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma; … - In: Applied mathematical finance 22 (2015) 1/2, pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
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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