//--> //--> //--> //-->
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:"Time series analysis"
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
The CARMA Interest Rate Model
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
87
Theory
86
Stochastic process
52
Stochastischer Prozess
52
Optionspreistheorie
48
Option pricing theory
47
Derivat
46
Derivative
46
Volatility
46
Volatilität
46
Portfolio selection
37
Portfolio-Management
37
Energiemarkt
30
Energy market
30
Electricity price
24
Forecasting model
24
Prognoseverfahren
24
Strompreis
24
Capital income
23
Kapitaleinkommen
23
Risk premium
23
Risikoprämie
22
Zeitreihenanalyse
22
Wetter
19
Electric power industry
18
Elektrizitätswirtschaft
18
Hedging
18
Weather
18
Börsenkurs
17
Share price
17
Aktienmarkt
16
Stock market
16
Risk
15
Spot market
15
Spotmarkt
15
Option trading
13
Optionsgeschäft
13
Risiko
13
Commodity derivative
12
more ...
less ...
Online availability
All
Undetermined
10
Free
5
Type of publication
All
Article
17
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
22
Author
All
Benth, Fred Espen
14
Zakamulin, Valeriy
7
Giner, Javier
3
Green, Rikard
2
Koekebakker, Steen
2
Larsson, Karl
2
Adland, Roar
1
Andresen, Arne
1
Blanco, Sara Ana Solanilla
1
Bunn, Derek W.
1
Che Mohd Imran Che Taib
1
Che Taib, Che Mohd Imran
1
Chen, Dipeng
1
Klüppelberg, Claudia
1
Kutrolli, Gleda
1
Li, Xingyi
1
Müller, Gernot
1
Noor 'Adilah Ibrahim
1
Ortiz-Latorre, Salvador
1
Saltyte Benth, Jurate
1
Schrader, Simon Elias
1
Süss, Andre
1
Taib, Che Mohd Imran Che
1
Vos, Linda
1
Westgaard, Sjur
1
more ...
less ...
Published in...
All
Energy economics
5
The journal of energy markets
2
Economic modelling
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Mathematics and financial economics
1
Review of development finance
1
The energy journal
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
A stochastic time-series model for solar irradiation
Larsson, Karl
;
Green, Rikard
;
Benth, Fred Espen
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437109
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
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen
;
Che Mohd Imran Che Taib
- In:
Energy economics
40
(
2013
),
pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
Saved in:
6
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
7
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
8
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
9
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
10
Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen
;
Noor 'Adilah Ibrahim
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->