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person:"McDermott, Grant R."
~isPartOf:"Applied mathematical finance"
~isPartOf:"Energy economics"
~isPartOf:"Land economics : applied research on environmental resources"
~person:"Benth, Fred Espen"
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McDermott, Grant R.
Benth, Fred Espen
Awaworyi Churchill, Sefa
2
Chang, Chun Ping
2
López Cabrera, Brenda
2
Saltyte Benth, Jurate
2
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Trong Anh Trinh
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Applied mathematical finance
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1
Intersecting near-optimal spaces : European power systems with more resilience to weather variability
Grochowicz, Aleksander
;
Greevenbroek, Koen van
;
Benth, …
- In:
Energy economics
118
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014247670
Saved in:
2
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:
3
Electricity prices, river temperatures, and cooling water scarcity
McDermott, Grant R.
;
Nilsen, Øivind Anti
- In:
Land economics : applied research on environmental resources
90
(
2014
)
1
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010252668
Saved in:
4
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
5
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:
6
Dynamic pricing of wind futures
Benth, Fred Espen
;
Saltyte Benth, Jurate
- In:
Energy economics
31
(
2009
)
1
,
pp. 16-24
Persistent link: https://www.econbiz.de/10003803647
Saved in:
7
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:
8
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:
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