Fred Espen Benth

A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing

Fred Espen Benth, Jan Kallsen, Thilo Meyer‐Brandis · Applied Mathematical Finance · 2007 · 259 citations · Full text

Natural Resources, Economics, Electrical Engineering +17

Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives

Fred Espen Benth, Jūratė Šaltytė Benth · Applied Mathematical Finance · 2005 · 197 citations · Full text

Business, Business Economics, Finance +17

The volatility of temperature and pricing of weather derivatives

Fred Espen Benth, Jūratė Šaltytė Benth · Quantitative Finance · 2007 · 175 citations · Full text

Business, Meteorology, Asset Pricing +16

Stochastic modeling of financial electricity contracts

Fred Espen Benth, Steen Koekebakker · Energy Economics · 2007 · 165 citations · Full text

Engineering, Economics, Electrical Engineering +14

Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium

Fred Espen Benth, Álvaro Cartea, Rüdiger Kiesel · Journal of Banking & Finance · 2008 · 160 citations

Business, Business Economics, Economics +13