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Pricing and hedging of energy...
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Benth, Fred Espen
191
Koekebakker, Steen
20
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12
Barndorff-Nielsen, Ole E.
11
Reikvam, Kristin
11
Veraart, Almut E. D.
8
BENTH, FRED ESPEN
6
Benth, Fred
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Cartea, Álvaro
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Karlsen, Kenneth Hvistendahl
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Kiesel, Ruediger
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Meyer-Brandis, Thilo
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Saltyte Benth, Jurate
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Detering, Nils
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Groth, Martin
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Kufakunesu, Rodwell
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Ortiz-Latorre, Salvador
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Proske, Frank
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Saltyte-Benth, Jurate
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Benth, Fred E.
4
Christensen, Troels Sønderby
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Di Nunno, Giulia
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Hvistendahl Karlsen, Kenneth
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Nazarova, Anna
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Pircalabu, Anca
4
Vos, Linda
4
Šaltytė Benth, Jūratė
4
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3
Cabrera, Brenda López
3
Dahl, Geir
3
Ekeland, Lars
3
Erlwein, Christina
3
Frestad, Dennis
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3
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Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
World Scientific Publishing Co. Pte. Ltd.
1
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8
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6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and Stochastics
4
Journal of banking & finance
4
The journal of energy markets
4
Advanced series on statistical science & applied probability
3
CREATES Research Papers
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IMA journal of management mathematics
2
Journal of Applied Statistics
2
Journal of forecasting
2
Mathematical Finance
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Mathematics and financial economics
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Quantitative Finance
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Quantitative finance
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Review of development finance
2
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Risks : open access journal
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Studies in Nonlinear Dynamics & Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The energy journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advanced Series on Statistical Science and Applied Probability Ser
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Advanced Series on Statistical Science and Applied Probability Ser.
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Advanced mathematical methods for finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advanced series on statistical science and applied probability
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Birkbeck Working Papers in Economics and Finance
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ECONIS (ZBW)
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OLC EcoSci
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USB Cologne (EcoSocSci)
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1
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
Saved in:
2
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
3
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen
-
2004
Persistent link: https://www.econbiz.de/10001786485
Saved in:
4
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:
5
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:
6
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
7
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:
8
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
9
Optimal management of green certificates in the Swedish-Norwegian market
Benth, Fred Espen
;
Eriksson, Marcus
;
Westgaard, Sjur
- In:
The journal of energy markets
10
(
2017
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011999418
Saved in:
10
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
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