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Fred Espen Benth

Identifiers

  • name variant Fred Espen Benth 0.60 · backfill

Papers (51)

  1. Efficient Computation Of Sensitivities For Derivatives In Energy Markets math.PR · 2026 · author #1
  2. Signature McKean-Vlasov stochastic differential equations math.PR · 2026 · author #1
  3. Forecasting of volatility and risk premia in electricity markets q-fin.GN · 2026 · author #2
  4. The fine structure of electricity price volatility q-fin.GN · 2026 · author #2
  5. Measure-Valued CARMA Processes math.PR · 2025 · author #1
  6. Driving towards net-zero: The impact of electric vehicle flexibility participation on a future Norwegian electricity system physics.soc-ph · 2025 · author #3
  7. Structure-informed operator learning for parabolic Partial Differential Equations math.AP · 2024 · author #1
  8. Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen stat.ME · 2024 · author #1
  9. Installation of renewable capacities to meet emission targets and demand under uncertainty math.OC · 2024 · author #2
  10. Trading off regional and overall energy system design flexibility in the net-zero transition eess.SY · 2023 · author #4
  11. Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems -- Case study for Norway math.OC · 2023 · author #2
  12. Robustness of Hilbert space-valued stochastic volatility models math.PR · 2022 · author #1
  13. Intersecting near-optimal spaces: European power systems with more resilience to weather variability math.OC · 2022 · author #3
  14. The heat modulated infinite dimensional Heston model and its numerical approximation math.PR · 2022 · author #1
  15. Multivariate continuous-time autoregressive moving-average processes on cones math.PR · 2022 · author #1
  16. A feasible central limit theorem for realised covariation of SPDEs in the context of functional data math.ST · 2022 · author #1
  17. Pricing options on flow forwards by neural networks in Hilbert space q-fin.PR · 2022 · author #1
  18. Neural Networks in Fr\'echet spaces math.FA · 2021 · author #1
  19. A Spatio-Temporal Model for Predicting Wind Speeds in Southern California stat.AP · 2021 · author #2
  20. Stochastic Integrals and Gelfand Integration in Fr\'echet Spaces math.PR · 2021 · author #1
  21. A Topological Proof of Sklar's Theorem in Arbitrary Dimensions math.PR · 2021 · author #1
  22. Sensitivity analysis in the infinite dimensional Heston model math.PR · 2020 · author #1
  23. Copula Measures and Sklar's Theorem in Arbitrary Dimensions math.PR · 2020 · author #1
  24. A weak law of large numbers for realised covariation in a Hilbert space setting math.PR · 2020 · author #1
  25. Abstract polynomial processes math.PR · 2020 · author #1
  26. Accuracy of Deep Learning in Calibrating HJM Forward Curves q-fin.MF · 2020 · author #1
  27. Correlators of Polynomial Processes math.PR · 2019 · author #1
  28. Stochastic Volterra integral equations and a class of first order stochastic partial differential equations math.PR · 2019 · author #1
  29. Independent increment processes: A multilinearity preserving property math.PR · 2018 · author #1
  30. Pricing of commodity derivatives on processes with memory q-fin.PR · 2017 · author #1
  31. Cointegration in continuous time for factor models math.PR · 2017 · author #1
  32. Additive energy forward curves in a Heath-Jarrow-Morton framework q-fin.MF · 2017 · author #1
  33. The Heston stochastic volatility model in Hilbert space math.PR · 2017 · author #1
  34. Continuous-time autoregressive moving-average processes in Hilbert space math.PR · 2017 · author #1
  35. Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations math.ST · 2016 · author #1
  36. Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional models q-fin.MF · 2015 · author #1
  37. Representation and approximation of ambit fields in Hilbert space math.PR · 2015 · author #1
  38. Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility math.PR · 2015 · author #1
  39. Derivatives pricing in energy markets: an infinite dimensional approach q-fin.MF · 2014 · author #1
  40. Pricing and hedging of energy spread options and volatility modulated Volterra processes q-fin.PR · 2014 · author #1
  41. A change of measure preserving the affine structure in the BNS model for commodity markets q-fin.PR · 2014 · author #1
  42. Representation of infinite dimensional forward price models in commodity markets q-fin.PR · 2014 · author #1
  43. A pricing measure to explain the risk premium in power markets q-fin.PR · 2013 · author #1
  44. Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes q-fin.PR · 2013 · author #2
  45. Integration theory for infinite dimensional volatility modulated Volterra processes math.PR · 2013 · author #1
  46. On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis math.PR · 2013 · author #2
  47. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency math.PR · 2012 · author #2
  48. On stochastic integration for volatility modulated L\'{e}vy-driven Volterra processes math.PR · 2012 · author #2
  49. Optimal portfolios in commodity futures markets q-fin.PM · 2012 · author #1
  50. Futures pricing in electricity markets based on stable CARMA spot models stat.AP · 2012 · author #1
  51. Levy process simulation by stochastic step functions math.PR · 2011 · author #2

Mentions

  • 2501.06502 #3 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2505.08852 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2312.11264 #4 · arxiv_oai · confidence 0.70 Fred Espen Benth
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  • 2410.00566 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2407.05774 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2303.05115 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2206.10166 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2206.08782 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2205.03927 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2206.12242 #3 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2211.16071 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2109.13512 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2202.11606 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2105.06966 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2006.01911 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1906.11320 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2103.08171 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2101.08598 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2012.12167 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2012.11530 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2011.13030 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2010.02483 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1903.05045 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1809.01336 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1709.03310 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1711.00307 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1710.09660 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
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  • 1701.04618 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1303.7143 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1602.02907 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1512.05983 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1110.2367 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1509.08272 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
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  • 1409.5801 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
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  • 1403.4111 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1308.3378 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1307.6332 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1210.1354 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1205.3275 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1204.2667 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1201.1151 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2606.31220 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 2606.22964 #1 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1509.08272 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 2606.05991 #2 · arxiv_oai · confidence 0.70 Fred Espen Benth
  • 1506.07245 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1412.7943 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1409.5801 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1403.5236 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1403.4111 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1308.3378 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1307.6332 #2 · backfill · confidence 0.70 Fred Espen Benth
  • 1303.7143 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1303.4625 #2 · backfill · confidence 0.70 Fred Espen Benth
  • 1210.1354 #2 · backfill · confidence 0.70 Fred Espen Benth
  • 1205.3275 #2 · backfill · confidence 0.70 Fred Espen Benth
  • 1204.2667 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1201.1151 #1 · backfill · confidence 0.70 Fred Espen Benth
  • 1110.2367 #2 · backfill · confidence 0.70 Fred Espen Benth

Frequent Coauthors