Fred Espen Benth

Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes

Almut E. D. Veraart, O. Barndorff-Nielsen, F. Benth, 2012 .

Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes

Frank Proske, Bernt Oksendal, Giulia Di Nunno, 2003 .

The Risk Premium and the Esscher Transform in Power Markets

Carlo Sgarra, C. Sgarra, F. Benth, 2009 .

Pricing Forward Contracts in Power Markets By the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium

Álvaro Cartea, Á. Cartea, Ruediger Kiesel, 2007 .