Putting a Price on Temperature *

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A Confidence Corridor for Expectile Functions (2011, unknown): “Later studies like e.g. Campbell and Diebold (2005) and Benth et al. (2007) have provided evidence that the parameters βlj are likely to be j independent and hence estimated consistently from a global autoregressive process AR(Lj) model with Lj = L.”
Localizing Temperature Risk (2016, unknown): “A time series approach has been taken by Benth et al. (2007), who corrects for seasonality (in mean), then for intertemporal correlation and nally as in Campbell and Diebold (2005), for seasonal variations. After these manipulations, a Gaussian risk factor needs to be isolated in order to apply cont”
Modelling energy spot prices by volatility modulated Levy-driven Volterra processes (2013, methodology): “In practice, however, one restricts to a parametric class of equivalent probability measures, and the standard choice seems to be given by the Esscher transform, see Benth, Šaltytė Benth and Koekebakker [29], Shiryaev [63].”