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Theorie
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191
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20
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12
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11
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10
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8
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6
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6
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6
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Lempa, Jukka
4
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4
Pircalabu, Anca
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Šaltytė Benth, Jūratė
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3
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8
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8
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6
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5
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31
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
Saved in:
32
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:
33
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
Saved in:
34
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
35
Modeling and pricing in financial markets for weather derivatives
Benth, Fred Espen
;
Saltyte Benth, Jurate
-
2013
Persistent link: https://www.econbiz.de/10009718581
Saved in:
36
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
Saved in:
37
Paris-Princeton lectures on mathematical finance ; 5.2013
Benth, Fred Espen
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10009792723
Saved in:
38
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:
39
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
40
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
Saved in:
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