J. Šaltytė Benth

Finance · 2007–2012

A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #6,672 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 19 citations into it; #17,311 of 23,481 by trust here, #20,730 by citations
• Demography — 9 citations into it
• Global and Planetary Change — 7 citations into it
• Soil Science — 6 citations into it; #1,863 of 2,166 by trust here, #2,107 by citations

Whom J. Šaltytė 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
5. Mark H. A. Davis
6. J. Saltyte-Benth
7. J. Syroka
8. Eckhard Platen
9. Damiano Brigo
10. Boualem Djehiche

Who trusts J. Šaltytė Benth overall

1. Fred Espen Benth
2. Nina Lange
3. Rafal Weron
4. Ole E. Barndorff-Nielsen
5. Almut E. D. Veraart

Papers from J. Šaltytė Benth's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Pricing weather derivatives by marginal value
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. Processes of normal inverse Gaussian type
8. Interest Rate Models
9. The volatility of temperature and pricing of weather derivatives
10. A Fair Pricing Approach to Weather Derivatives

Their papers

• Stochastic Modeling of Electricity and Related Markets (2008) — 476 citations
• The volatility of temperature and pricing of weather derivatives (2007) — 186 citations
• Modeling and Pricing in Financial Markets for Weather Derivatives (2012) — 98 citations
• Weather Derivatives and Stochastic Modelling of Temperature (2011) — 47 citations
• Putting a Price on Temperature * (2007) — 125 citations
• A Spatial-temporal Model for Temperature with Seasonal Variance (2007) — 52 citations