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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
6
Cartea, Álvaro
6
Karlsen, Kenneth Hvistendahl
6
Kiesel, Ruediger
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Saltyte Benth, Jurate
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Veraart, Almut
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Biegler-König, Richard
5
Detering, Nils
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Groth, Martin
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Kufakunesu, Rodwell
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Lempa, Jukka
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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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Nazarova, Anna
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Pircalabu, Anca
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Vos, Linda
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Šaltytė Benth, Jūratė
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3
Cabrera, Brenda López
3
Dahl, Geir
3
Ekeland, Lars
3
Erlwein, Christina
3
Frestad, Dennis
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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6
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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EconStor
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USB Cologne (EcoSocSci)
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21
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
Saved in:
22
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
Saved in:
23
Hedging of spatial temperature risk with market-traded futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
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