Fred Espen Benth

Fred Espen Benth

Universitetet i Oslo

H-index: 46

Europe-Norway

About Fred Espen Benth

Fred Espen Benth, With an exceptional h-index of 46 and a recent h-index of 26 (since 2020), a distinguished researcher at Universitetet i Oslo, specializes in the field of Stochastic analysis, mathematical finance, energy finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

PPA Investments of Minimal Variability

Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems—Case study for Norway

Estimating stratospheric polar vortex strength using ambient ocean‐generated infrasound and stochastics‐based machine learning

Pricing options on flow forwards by neural networks in a Hilbert space

A feasible central limit theorem for realised covariation of SPDEs in the context of functional data

Pricing energy quanto options in the framework of Markov-modulated additive processes

Using a machine learning and stochastics-founded model to provide near real-time stratospheric polar vortex diagnostics based on high-latitude infrasound data

The Filipović Space and Operators

Fred Espen Benth Information

University

Position

Department of Mathematics Norway

Citations(all)

7605

Citations(since 2020)

2472

Cited By

6179

hIndex(all)

46

hIndex(since 2020)

26

i10Index(all)

130

i10Index(since 2020)

75

Email

University Profile Page

Universitetet i Oslo

Google Scholar

View Google Scholar Profile

Fred Espen Benth Skills & Research Interests

Stochastic analysis

mathematical finance

energy finance

Top articles of Fred Espen Benth

Title

Journal

Author(s)

Publication Date

PPA Investments of Minimal Variability

Fred Espen Benth

2024/3/8

Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems—Case study for Norway

Applied Energy

Aleksander Grochowicz

Fred Espen Benth

Marianne Zeyringer

2024/2/15

Estimating stratospheric polar vortex strength using ambient ocean‐generated infrasound and stochastics‐based machine learning

Quarterly Journal of the Royal Meteorological Society

Ekaterina Vorobeva

Mari Dahl Eggen

Alise Danielle Midtfjord

Fred Espen Benth

Patrick Hupe

...

2024

Pricing options on flow forwards by neural networks in a Hilbert space

https://link.springer.com/article/10.1007/s00780-023-00520-2

Fred Espen Benth

Nils Detering

Luca Galimberti

2023/11/24

A feasible central limit theorem for realised covariation of SPDEs in the context of functional data

The Annals of Applied Probability

Fred Espen Benth

Dennis Schroers

Almut ED Veraart

2024/4

Pricing energy quanto options in the framework of Markov-modulated additive processes

IMA Journal of Management Mathematics

Fred E Benth

Griselda Deelstra

And Sinem Kozpınar

2023/1

Using a machine learning and stochastics-founded model to provide near real-time stratospheric polar vortex diagnostics based on high-latitude infrasound data

EGU General Assembly Conference Abstracts

Mari Eggen

Alise Danielle Midtfjord

Ekaterina Vorobeva

Fred Espen Benth

Patrick Hupe

...

2023/5

The Filipović Space and Operators

Fred Espen Benth

Paul Krühner

2023/11/17

Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective

Fred Espen Benth

Paul Krühner

2023/11/16

A stochastic time-series model for solar irradiation

Energy Economics

Karl Larsson

Rikard Green

Fred Espen Benth

2023/1/1

Hedging temperature risk with CDD and HDD temperature futures

Applied Stochastic Models in Business and Industry

Fred Espen Benth

Jukka Lempa

2023/4/14

Pedagogical Perspectives of Interdisciplinary Teaching and Research: An Energy System Modelling Outlook in Relation to Energy Informatics

Energies

Chiara Bordin

Sambeet Mishra

Fred Espen Benth

2023/8/2

Lévy processes on Hilbert Spaces

Fred Espen Benth

Paul Krühner

2023/11/17

Intersecting near-optimal spaces: European power systems with more resilience to weather variability

Energy Economics

Aleksander Grochowicz

Koen van Greevenbroek

Fred Espen Benth

Marianne Zeyringer

2023/2/1

Multivariate continuous-time autoregressive moving-average processes on cones

Stochastic Processes and their Applications

Fred Espen Benth

Sven Karbach

2023/8/1

Heath-Jarrow-Morton Type Models

Fred Espen Benth

Paul Krühner

2023/11/17

Neural networks in Fréchet spaces

Annals of Mathematics and Artificial Intelligence

Fred Espen Benth

Nils Detering

Luca Galimberti

2022/11/16

A spatio-temporal model for predicting wind speeds in Southern California

Communications in Statistics: Case Studies, Data Analysis and Applications

Mihaela Puica

Fred Espen Benth

2023/7/3

Spot Models and Forward Pricing

Fred Espen Benth

Paul Krühner

2023/11/17

Enabling agency: trade-offs between regional and integrated energy systems design flexibility

arXiv preprint arXiv:2312.11264

Koen van Greevenbroek

Aleksander Grochowicz

Marianne Zeyringer

Fred Espen Benth

2023/12/18

See List of Professors in Fred Espen Benth University(Universitetet i Oslo)