//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling Term Structure Dynami...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
60
Stochastic process
50
Stochastischer Prozess
50
Derivat
47
Derivative
47
Option pricing theory
47
Optionspreistheorie
47
Volatility
36
Volatilität
36
Energiemarkt
32
Energy market
32
Hedging
25
Electricity price
23
Strompreis
23
Electric power industry
21
Elektrizitätswirtschaft
21
Risk premium
20
Weather
18
Wetter
18
Risikoprämie
17
Risk
15
Spot market
15
Spotmarkt
15
Time series analysis
14
Zeitreihenanalyse
14
Energiehandel
13
Energy trade
13
Option trading
13
Optionsgeschäft
13
Risiko
13
Commodity derivative
12
Portfolio selection
12
Portfolio-Management
12
Rohstoffderivat
12
Commodity market
10
Electricity
10
Rohstoffmarkt
10
Yield curve
10
Zinsstruktur
10
more ...
less ...
Online availability
All
Free
21
Undetermined
13
Type of publication
All
Article
35
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Einführung
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
60
Author
All
Benth, Fred Espen
56
Barndorff-Nielsen, Ole E.
6
Koekebakker, Steen
5
Reikvam, Kristin
5
Kiesel, Rüdiger
4
Christensen, Troels Sønderby
3
Frestad, Dennis
3
Hvistendahl Karlsen, Kenneth
3
Lempa, Jukka
3
Veraart, Almut
3
Veraart, Almut E. D.
3
Cartea, Álvaro
2
Eriksson, Marcus
2
Kutrolli, Gleda
2
Ortiz-Latorre, Salvador
2
Paraschiv, Florentina
2
Pircalabu, Anca
2
Proske, Frank
2
Rohde, Victor
2
Vos, Linda
2
Westgaard, Sjur
2
Adland, Roar
1
Barth, Andrea
1
Beisland, Leif Atle
1
Benth, Jurate Aealtyte
1
Biegler-König, Richard
1
Che Mohd Imran Che Taib
1
Che Taib, Che Mohd Imran
1
Cholodnyj, Valerij A.
1
Dahl, Geir
1
Di Nunno, Giulia
1
Eikeset, Anne Maria
1
Felten, Björn
1
Green, Rikard
1
Härdle, Wolfgang
1
Ibrahim, Noor
1
Karlsen, Kenneth H.
1
Karlsen, Kenneth Hvistendahl
1
Klüppelberg, Claudia
1
Kremer, Marcel
1
more ...
less ...
Published in...
All
Energy economics
7
Finance and stochastics
5
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of energy markets
3
CREATES research paper
2
Journal of banking & finance
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced mathematical methods for finance
1
Advanced series on statistical science and applied probability
1
Applied mathematical finance
1
Birkbeck working papers in economics and finance : BWPEF
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
European financial management : the journal of the European Financial Management Association
1
IMA journal of management mathematics
1
Journal of accounting, auditing & finance
1
Journal of commodity markets
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Operations research
1
Quantitative finance
1
Review of development finance
1
SFB 649 discussion paper
1
SpringerLink / Bücher
1
The journal of corporate finance : contracting, governance and organization
1
Transportation research / E : an international journal
1
Universitext
1
University of St.Gallen, School of Finance Research Paper
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1157
Persistent link: https://www.econbiz.de/10003744845
Saved in:
2
Stochastic dynamical modelling of spot freight rates
Benth, Fred Espen
;
Koekebakker, Steen
;
Taib, Che Mohd …
- In:
IMA journal of management mathematics
26
(
2015
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10011405425
Saved in:
3
Multivariate modeling and analysis of regional ocean freight rates
Adland, Roar
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Transportation research / E : an international journal
113
(
2018
),
pp. 194-221
Persistent link: https://www.econbiz.de/10011864108
Saved in:
4
Stochastic modeling of Supramax spot and forward freight rates
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
18
(
2016
)
4
,
pp. 391-413
Persistent link: https://www.econbiz.de/10011587528
Saved in:
5
Corporate hedging under a resource rent tax regime
Frestad, Dennis
- In:
Energy economics
32
(
2010
)
2
,
pp. 458-468
Persistent link: https://www.econbiz.de/10003954652
Saved in:
6
Convex costs and the hedging paradox
Frestad, Dennis
- In:
The journal of corporate finance : contracting, …
16
(
2010
)
2
,
pp. 236-242
Persistent link: https://www.econbiz.de/10003960582
Saved in:
7
Hedge effectiveness testing as a screening mechanism for hedge accounting : does it work?
Frestad, Dennis
;
Beisland, Leif Atle
- In:
Journal of accounting, auditing & finance
30
(
2015
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010476161
Saved in:
8
A generalisation of the mean-variance analysis
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
European financial management : the journal of the …
15
(
2009
)
5
,
pp. 934-970
Persistent link: https://www.econbiz.de/10003909974
Saved in:
9
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen
-
2004
Persistent link: https://www.econbiz.de/10001786485
Saved in:
10
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->