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2024
1 Grochowicz, Aleksander; Benth, Fred Espen; Zeyringer, Marianne.
Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems—Case study for Norway. Applied Energy 2024 ;Volum 356.
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2023
2 Benth, Fred Espen; Deelstra, Griselda; Kozplnar, And Sinem.
Pricing energy quanto options in the framework of Markov-modulated additive processes. IMA Journal of Management Mathematics 2023 ;Volum 34.(1) s. 187-220
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3 Benth, Fred Espen; Detering, Nils; Galimberti, Luca.
Pricing options on flow forwards by neural networks in a Hilbert space. Finance and Stochastics 2023 ;Volum 28. s. 81-121
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4 Benth, Fred Espen; Karbach, Sven.
Multivariate continuous-time autoregressive moving-average processes on cones. Stochastic Processes and their Applications 2023 ;Volum 162. s. 299-337
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5 Benth, Fred Espen; Krühner, Paul.
Stochastic Models for Prices Dynamics in Energy and Commodity Markets An Infinite-Dimensional Perspective. Springer 2023 (ISBN 978-3-031-40366-8) 250 s. Springer Finance(60)
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6 Benth, Fred Espen; Lempa, Jukka.
Hedging temperature risk with CDD and HDD temperature futures. Applied Stochastic Models in Business and Industry 2023 s. -
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7 Bordin, Chiara; Mishra, Sambeet; Benth, Fred Espen.
Pedagogical Perspectives of Interdisciplinary Teaching and Research: An Energy System Modelling Outlook in Relation to Energy Informatics. Energies 2023 ;Volum 16.(15) s. -
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8 Eggen, Mari Dahl; Midtfjord, Alise Danielle; Vorobeva, Ekaterina; Benth, Fred Espen; Hupe, Patrick; Brissaud, Quentin; Orsolini, Yvan Joseph Georges Emile G.; Pichon, Alexis Le; Listowski, Constantino; Näsholm, Sven Peter.
Using a machine learning and stochastics-founded model to provide near real-time stratospheric polar vortex diagnostics based on high-latitude infrasound data. European Geosciences Union General Assembly; 2023-04-27 - 2023-04-27
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9 Grochowicz, Aleksander; van Greevenbroek, Koen; Benth, Fred Espen; Zeyringer, Marianne.
Intersecting near-optimal spaces: European power systems with more resilience to weather variability. Energy Economics 2023 ;Volum 118.
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10 Grochowicz, Aleksander; van Greevenbroek, Koen; Benth, Fred Espen; Zeyringer, Marianne.
Intersecting Near-Optimal Spaces for Policy Information. 2023 INFORMS Annual Meeting; 2023-10-15 - 2023-10-18
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11 Larsson, Karl; Green, Rikard; Benth, Fred Espen.
A stochastic time-series model for solar irradiation. Energy Economics 2023 ;Volum 117.
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12 Puica, Mihaela-Alexandra; Benth, Fred Espen.
A spatio-temporal model for predicting wind speeds in Southern California. Communications in statistics. Case studies, data analysis and applications. 2023 ;Volum 9.(3) s. 321-349
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2022
13 Benth, Fred Espen.
Klima og vær - data og risiko. Fagseminar pensjon & liv og finans; 2022-11-24 - 2022-11-24
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14 Benth, Fred Espen.
Modellering av risiko i energisystemer. CIENS Frokostwebinar; 2022-01-19
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15 Benth, Fred Espen.
Pricing Options on Flow Forwards by Neural Networks in Hilbert Space. ICCF2022; 2022-06-06 - 2022-06-10
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16 Benth, Fred Espen.
Pricing options on flow forwards by neural networks in Hilbert space. Rough Paths, Algebraic Structures and Machine Learning; 2022-10-20 - 2022-10-21
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17 Benth, Fred Espen; Detering, Nils; Galimberti, Luca.
Neural networks in Fréchet spaces. Annals of Mathematics and Artificial Intelligence 2022 ;Volum 91. s. 75-103
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18 Benth, Fred Espen; Detering, Nils; Krühner, Paul.
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations. Stochastics: An International Journal of Probability and Stochastic Processes 2022 s. 1-23
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19 Benth, Fred Espen; Galimberti, Luca.
Stochastic integrals and Gelfand integration in Fréchet spaces. Infinite Dimensional Analysis Quantum Probability and Related Topics 2022 ;Volum 25.(2) s. 1-35
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20 Benth, Fred Espen; Nunno, Giulia Di; Schroers, Dennis.
A topological proof of Sklar's theorem in arbitrary dimensions. Dependence Modeling 2022 ;Volum 10.(1) s. 22-28
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21 Benth, Fred Espen; Schroers, Dennis; Veraart, Almut E. D..
A weak law of large numbers for realised covariation in a Hilbert space setting. Stochastic Processes and their Applications 2022 ;Volum 145. s. 241-268
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22 Grochowicz, Aleksander; van Greevenbroek, Koen; Benth, Fred Espen; Zeyringer, Marianne.
Intersecting near-optimal spaces for robust energy systems. Conference on Climate, Weather and Carbon Risk in Energy and Finance; 2022-05-30 - 2022-06-01
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23 Schrader, Simon Elias; Benth, Fred Espen.
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization. The Norway and Germany case. Energy Economics 2022 ;Volum 114. s. -
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24 Zeyringer, Marianne; Benth, Fred Espen; Roithner, Maximilian; Grochowicz, Aleksander; Sirotko-Sibirskaya, Natalia.
Climate-resilient net-zero energy system design. dScience Lunch Seminar; 2022-03-24
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2021
25 Benth, Fred Espen.
Hedging volumetric risk in renewable energy markets. German Statistics & Probability Days; 2021-09-27 - 2021-10-01
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26 Benth, Fred Espen.
Pathwise Gaussian Volterra processes in Hilbert space. Rough path techniques in stochastic analysis and mathematical probability; 2021-11-25 - 2021-11-25
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27 Benth, Fred Espen.
Pathwise Gaussian Volterra processes in Hilbert space. Stochastics seminar; 2021-01-15
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28 Benth, Fred Espen.
Pricing of Commodity and Energy Derivatives for Polynomial Processes. Mathematics 2021 ;Volum 9.(2)
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29 Benth, Fred Espen; Detering, Nils; Lavagnini, Silvia.
Accuracy of deep learning in calibrating HJM forward curves. Digital Finance 2021 ;Volum 3. s. 209-248
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30 Benth, Fred Espen; Di Nunno, Giulia; Schroers, Dennis.
Copula measures and Sklar's theorem in arbitrary dimensions. Scandinavian Journal of Statistics 2021 s. -
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31 Benth, Fred Espen; Di Nunno, Giulia; Simonsen, Iben Cathrine.
Sensitivity analysis in the infinite dimensional Heston model. Infinite Dimensional Analysis Quantum Probability and Related Topics 2021 ;Volum 24.(2) s. -
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32 Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana.
Dynamic probabilistic forecasting with uncertainty. International Journal of Theoretical and Applied Finance 2021 ;Volum 24.(6 & 7)
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33 Benth, Fred Espen; Lavagnini, Silvia.
Correlators of Polynomial Processes. SIAM Journal on Financial Mathematics 2021 ;Volum 12.(4) s. 1374-1415
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34 Benth, Fred Espen; Schrader, Simon Elias.
Send krafta til Tyskland. Klassekampen 2021
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35 Benth, Fred Espen; Simonsen, Iben Cathrine.
Metatimes, random measures and cylindrical random variables. Modern Stochastics: Theory and Applications (MSTA) 2021 ;Volum 8.(3) s. 349-371
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36 Benth, Fred Espen; Sønderby Christensen, Troels; Rohde, Victor.
Multivariate continuous-time modeling of wind indexes and hedging of wind risk. Quantitative finance (Print) 2021 ;Volum 21.(1) s. 165-183
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37 Benth, Fred Espen; Zeyringer, Marianne.
Er de rekordhøye strømprisene verdt det?. Forskning.no 2021
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38 Benth, Fred Espen; Zeyringer, Marianne.
Uncertain Energy Systems. EnergyForum 2021; 2021-11-24 - 2021-11-24
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39 Benth, Fred Espen; Zeyringer, Marianne.
Uncertain energy systems. dScience lunch; 2021-11-11 - 2021-11-11
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40 Harang, Fabian Andsem; Benth, Fred Espen.
Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise - Probabilistic Properties and Applications. Electronic Journal of Probability (EJP) 2021 ;Volum 26.
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41 Nunno, Giulia Di; Benth, Fred Espen; Simonsen, Iben Cathrine.
Infinite dimensional Heston model and sensitivity analysis. Virtual Seminar in Insubria & Bicocca; 2021-09-30
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2020
42 Benth, Fred Espen; Detering, Nils; Krühner, Paul.
Independent increment processes: a multilinearity preserving property. Stochastics: An International Journal of Probability and Stochastic Processes 2020
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43 Benth, Fred Espen; Eikeset, Anne Maria; Levin, Simon A.; Ren, Wanjuan.
Analysis of the risk premium in the forward market for salmon. Journal of Commodity Markets 2020 s. 1-13
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44 Benth, Fred Espen; Khedher, Asma; Vanmaele, Michèle.
Pricing of commodity derivatives on processes with memory. Risks 2020 ;Volum 8.(1)
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45 Christensen, Troels Sønderby; Benth, Fred Espen.
Modelling the joint behaviour of electricity prices in interconnected markets. Quantitative finance (Print) 2020 ;Volum 20.(9) s. 1441-1456
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46 Krecar, Nikola; Benth, Fred Espen; Gubina, Andrej.
Towards definition of the risk premium function. IEEE Transactions on Power Systems 2020 ;Volum 35.(2) s. 1085-1098
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47 Kremer, Marcel; Benth, Fred Espen; Felten, Björn; Kiesel, Rüdiger.
Volatility and liquidity on high-frequency electricity futures markets: Empirical analysis and stochastic modeling. International Journal of Theoretical and Applied Finance 2020 ;Volum 23.(4)
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2019
48 Benth, Fred Espen.
Stochastic volatility in commodity markets. Conference on Stochastic Analysis; 2019-08-26 - 2019-08-30
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49 Benth, Fred Espen.
Stochastic volatility in energy and commodity markets. Vienna Conference on Mathematical Finance; 2019-09-09 - 2019-09-11
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50 Benth, Fred Espen.
Stochastic volatility in energy markets. Numerical methods for SPDES; 2019-05-20 - 2019-05-24
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