J. Saltyte-Benth

Economics and Econometrics · 2004–2005

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #5,172 of 23,481 by trust here, #14,996 by citations
• Finance — 7 citations into it; #2,440 of 10,518 by trust here, #6,162 by citations

Whom J. Saltyte-Benth trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Fred Espen Benth
2. Tim Bollerslev
3. Ole E. Barndorff-Nielsen
4. Dorje C. Brody

Who trusts J. Saltyte-Benth overall

1. Fred Espen Benth
2. J. Šaltytė Benth
3. Ole E. Barndorff-Nielsen
4. Frank Schiller

Papers from J. Saltyte-Benth's perspective

Ordered by how strongly the researchers J. Saltyte-Benth trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. The Pricing of Options and Corporate Liabilities
3. THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS
4. On modelling and pricing weather derivatives
5. Dynamical pricing of weather derivatives
6. On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion
7. A note on arbitrage‐free pricing of forward contracts in energy markets
8. The Variance Gamma (V.G.) Model for Share Market Returns
9. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
10. Separating Microstructure Noise from Volatility

Their papers

• THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS (2004) — 108 citations
• Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (2005) — 207 citations