| Stochastic modelling of electricity and related markets FE Benth, JS Benth, S Koekebakker World Scientific, 2008 | 597 | 2008 |
| A non‐Gaussian Ornstein–Uhlenbeck process for electricity spot price modeling and derivatives pricing FE Benth, J Kallsen, T Meyer‐Brandis Applied Mathematical Finance 14 (2), 153-169, 2007 | 313 | 2007 |
| Stochastic modelling of temperature variations with a view towards weather derivatives FE Benth, J Šaltytė‐Benth Applied mathematical finance 12 (1), 53-85, 2005 | 256 | 2005 |
| Stochastic modeling of financial electricity contracts FE Benth, S Koekebakker Energy Economics 30 (3), 1116-1157, 2008 | 239 | 2008 |
| The volatility of temperature and pricing of weather derivatives FE Benth, J Benth Quantitative Finance 7 (5), 553-561, 2007 | 238 | 2007 |
| Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium FE Benth, Á Cartea, R Kiesel Journal of banking & finance 32 (10), 2006-2021, 2008 | 228 | 2008 |
| Putting a price on temperature FE Benth, J Šaltytė Benth, S Koekebakker Scandinavian Journal of Statistics 34 (4), 746-767, 2007 | 157 | 2007 |
| Explicit representation of the minimal variance portfolio in markets driven by Lévy processes FE Benth, G Di Nunno, A Løkka, B Øksendal, F Proske Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 150 | 2003 |
| Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: a viscosity solution approach FE Benth, KH Karlsen, K Reikvam Finance and Stochastics 5, 275-303, 2001 | 148 | 2001 |
| A mathematical theory of financial bubbles FE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ... Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 2013 | 142 | 2013 |
| A critical empirical study of three electricity spot price models FE Benth, R Kiesel, A Nazarova Energy Economics 34 (5), 1589-1616, 2012 | 140 | 2012 |
| Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes OE Barndorff-Nielsen, FE Benth, AED Veraart | 137 | 2013 |
| Modeling and pricing in financial markets for weather derivatives FE Benth, JS Benth World Scientific, 2013 | 137 | 2013 |
| The normal inverse Gaussian distribution and spot price modelling in energy markets FE Benth, J Šaltytė-Benth International journal of theoretical and applied finance 7 (02), 177-192, 2004 | 136 | 2004 |
| On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion FE Benth Applied Mathematical Finance 10 (4), 303-324, 2003 | 128 | 2003 |
| Option theory with stochastic analysis: an introduction to mathematical finance FE Benth Springer Science & Business Media, 2003 | 119 | 2003 |
| The information premium for non-storable commodities FE Benth, T Meyer-Brandis Journal of Energy Markets 2 (3), 111-140, 2009 | 108 | 2009 |
| Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation FE Benth, S Koekebakker, F Ollmar Journal of Derivatives 15 (1), 52, 2007 | 107 | 2007 |
| A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations FE Benth, J Gjerde Potential Analysis 8, 179-193, 1998 | 103 | 1998 |
| HMM filtering and parameter estimation of an electricity spot price model C Erlwein, FE Benth, R Mamon Energy Economics 32 (5), 1034-1043, 2010 | 95 | 2010 |
