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Benth, Fred Espen
4
Alaton, Peter
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Alexandridis, A.
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Barth, Andrea
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Djehiche, Boualem
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Härdle, Wolfgang
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Leobacher, Gunther
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López Cabrera, Brenda
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Ngare, Philip
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Pircalabu, Anca
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Potthoff, Jürgen
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Stillberger, David
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Applied mathematical finance
NBER working paper series
56
Working paper / National Bureau of Economic Research, Inc.
49
Discussion paper series / IZA
41
NBER Working Paper
39
Energy economics
36
Working paper
34
Policy research working paper : WPS
32
American journal of agricultural economics
31
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
31
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
30
Agricultural finance review
27
CESifo working papers
24
World Bank Policy Research Working Paper
23
Agricultural economics : the journal of the International Association of Agricultural Economists
21
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
21
World Bank E-Library Archive
21
IZA Discussion Paper
17
SFB 649 discussion paper
17
GLO discussion paper
16
IFPRI discussion paper
15
International journal of forecasting
14
Tourism management : research, policies, practice
14
Economics of disasters and climate change
13
Applied economics
12
Discussion paper / Tinbergen Institute
12
Environment and development economics
12
Food policy : economics planning and politics of food and agriculture
12
IMF working papers
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of development economics
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Climate change economics
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Discussion papers / CEPR
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Journal of economic behavior & organization : JEBO
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Ruhr economic papers
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SFB 649 Discussion Paper
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The journal of development studies : JDS
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International journal of production economics
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1
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
The implied market price of weather risk
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10009561240
Saved in:
3
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
4
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:
5
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
6
Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen
;
Šaltyté-Benth, Jūraté
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
Saved in:
7
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
8
On modelling and pricing weather derivatives
Alaton, Peter
;
Djehiche, Boualem
;
Stillberger, David
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001685120
Saved in:
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