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Publications by Fred Espen Benth

HMM Filtering and Parameter Estimation of an Electricity Spot Price Model

Energy Economics

English

Multivariate Modeling and Analysis of Regional Ocean Freight Rates

Transportation Research Part E: Logistics and Transportation Review

International Management

Structural Engineering

Management Science

Operations Research

English

A Note on Convergence of Option Prices and Their Greeks for Lévy Models

English

Stochastic Modeling of Photovoltaic Power Generation and Electricity Prices

Journal of Energy Markets

English

Modeling and Pricing in Financial Markets for Weather Derivatives

Advanced Series on Statistical Science & Applied Probability

English

Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes

SSRN Electronic Journal

English

A Space-Time Random Field Model for Electricity Forward Prices

SSRN Electronic Journal

English

Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market

World Scientific-Now Publishers Series in Business

English

Ambit Processes and Stochastic Partial Differential Equations

English

Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes

Mathematical Finance

Applied Mathematics

Social Sciences

English