Stochastic modelling and pricing of energy related markets: With analysis of the weather and shipping markets
Appears in the following Collection
- Matematisk institutt 
AbstractList of papers. Papers II - IV are removed from the thesis due to publisher restrictions.
Paper I / Chapter 2: Che Mohd Imran Che Taib and Fred Espen Benth. Pricing of temperature index insurance. NOTICE: this is the author’s version of a work that was accepted for publication. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in Review of Development Finance, 2, 2012, pp. 22–31. doi:10.1016/j.rdf.2012.01.004 Copyright 2012 Africagrowth Institute.
Paper II / Chapter 3: Fred Espen Benth and Che Mohd Imran Che Taib. On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets. Energy Economics, 40, 2013, pp. 259–268 doi:10.1016/j.eneco.2013.07.007
Paper III / Chapter 4: Fred Espen Benth, Steen Koekebakker and Che Mohd Imran Che Taib. Stochastic dynamical modelling of spot freight rates. Submitted for publication.
Paper IV / Chapter 5: Che Mohd Imran Che Taib. Forward pricing in the shipping freight market. Submitted for publication.