Fred Espen Benth - Concepedia

Author

Fred Espen Benth

Also Known As

Benth, Fred E., Benth, Fred Espen, F. Bernt, F. E. Benth, F.E. Benth, FRED E. BENTH, FRED ESPEN BENTH, Fred E Benth, Fred E. Benth, Fred ESPEN Benth

349

Publications

5.9K

Citations

H-Index

103

Concepts

All Affiliations

University of Oslo University of Agder Agder Research Aarhus University University of Bergen

About

Fred Espen Benth is an author at University of Oslo specializing in business, finance, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	32	60	3.1K
2	Engineering	28	53	2.3K
3	Management	8	8	427
4	Natural Sciences	1	1	13
5	Public Health	1	1	47

Fred Espen Benth

Publications

4.3K

Citations

H-Index

Page 1

	Year	Citations
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 Derivatives PricingElectricity ForwardElectrical EngineeringEconomicsDynamic Pricing	2007	257
Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives Fred Espen Benth, Jūratė Šaltytė Benth Applied Mathematical Finance Volatility ModelingEngineeringStochastic PhenomenonEarth ScienceOrnstein–uhlenbeck Process	2005	193
The volatility of temperature and pricing of weather derivatives Fred Espen Benth, Jūratė Šaltytė Benth Quantitative Finance Ornstein–uhlenbeck ProcessForecasting MethodologyVolatility ModelingOption PricingFinancial Economics	2007	172
Stochastic modeling of financial electricity contracts Fred Espen Benth, Steen Koekebakker Energy Economics Power MarketEconomicsPower TradingBusinessFinancial Engineering	2007	164
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 EconomicsAsset PricingPower MarketsPower TradingCertainty Equivalence Principle	2008	159
Putting a Price on Temperature* Fred Espen Benth, Jūratė Šaltytė Benth, Steen Koekebakker Scandinavian Journal of Statistics Forecasting MethodologyVolatility ModelingEngineeringSeasonal VariationMarket Design	2007	121
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Finance and Stochastics Mathematical ProgrammingEconomicsPortfolio OptimizationAsset PricingViscosity Solution Approach	2001	114
A critical empirical study of three electricity spot price models Fred Espen Benth, Rüdiger Kiesel Energy Economics Power MarketEconomicsEngineeringSmart GridPower Trading	2011	107
The information premium for non-storable commodities Fred Espen Benth, Thilo Meyer‐Brandis The Journal of Energy Markets Information DriftCommodity MarketMarket DesignFinancial MathematicsPower Market	2009	105
THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS Fred Espen Benth, Jūratė Šaltytė Benth International Journal of Theoretical and Applied Finance EngineeringStochastic Differential EquationsPower MarketAsset PricingStochastic Processes	2004	97

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