Stochastic modelling of electricity and related markets FE Benth, JS Benth, S Koekebakker World Scientific, 2008 | 521 | 2008 |

Stochastic modelling of electricity and related markets FE Benth, JS Benth, S Koekebakker World Scientific, 2008 | 521 | 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 | 283 | 2007 |

Stochastic modeling of financial electricity contracts FE Benth, S Koekebakker Energy Economics 30 (3), 1116-1157, 2008 | 229 | 2008 |

Stochastic modelling of temperature variations with a view towards weather derivatives FE Benth, J Šaltytė‐Benth Applied Mathematical Finance 12 (1), 53-85, 2005 | 229 | 2005 |

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 | 219 | 2008 |

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 | 219 | 2008 |

The volatility of temperature and pricing of weather derivatives FE Benth, J Benth Quantitative Finance 7 (5), 553-561, 2007 | 218 | 2007 |

Putting a price on temperature FE Benth, J Šaltytė Benth, S Koekebakker Scandinavian Journal of Statistics 34 (4), 746-767, 2007 | 149 | 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 | 140 | 2003 |

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 | 140 | 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 (3), 275-303, 2001 | 134 | 2001 |

A critical empirical study of three electricity spot price models FE Benth, R Kiesel, A Nazarova Energy Economics 34 (5), 1589-1616, 2012 | 125 | 2012 |

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 | 121 | 2004 |

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 | 121 | 2004 |

On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion FE Benth Applied Mathematical Finance 10 (4), 303-324, 2003 | 118 | 2003 |

Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes OE Barndorff-Nielsen, FE Benth, AED Veraart Bernoulli 19 (3), 803-845, 2013 | 113 | 2013 |

Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 108 | 2012 |

Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 108 | 2012 |

Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 108 | 2012 |