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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
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Saltyte Benth, Jurate
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5
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Benth, Fred E.
4
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4
Di Nunno, Giulia
4
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4
Nazarova, Anna
4
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4
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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
3
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3
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1
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1
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Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
1
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
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4
Journal of banking & finance
4
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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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Quantitative Finance
2
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2
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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 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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61
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:
62
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
Saved in:
63
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
64
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
65
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
66
Stochastic modeling of Supramax spot and forward freight rates
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
18
(
2016
)
4
,
pp. 391-413
Persistent link: https://www.econbiz.de/10011587528
Saved in:
67
A structural model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
-
2016
Persistent link: https://www.econbiz.de/10011686556
Saved in:
68
Cointegration in continuous time for factor models
Benth, Fred Espen
;
Süss, Andre
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012055754
Saved in:
69
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
70
Special issue: weather derivatives
Benth, Fred Espen
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10012001956
Saved in:
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