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Economics and Finance
Norway
2026
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Mathematics
Norway
2026

D-Index & Metrics

Economics and Finance

D-Index
42
Citations
7115
World Ranking
2078
National Ranking
10

Mathematics

D-Index
43
Citations
7074
World Ranking
1704
National Ranking
10

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Norway Leader Award
  • 2026 - Research.com Mathematics in Norway Leader Award

Overview

Fred Espen Benth is affiliated with the University of Oslo in Norway. Their research spans multiple disciplines, primarily focusing on economics, econometrics, finance, and engineering. They have contributed significantly to various subfields including finance, electrical and electronic engineering, economics and econometrics, statistics and probability, and statistical and nonlinear physics.

The main areas of their scholarly work include stochastic processes and financial applications, financial risk and volatility modeling, complex systems and time series analysis, integrated energy systems optimization, electric power system optimization, capital investment and risk analysis, and energy load and power forecasting.

Frequent coauthors who have collaborated with Benth include:

  • Paul Krühner
  • Nils Detering
  • Aleksander Grochowicz
  • Luca Galimberti
  • Marianne Zeyringer

They have published extensively across several venues, with notable concentrations in:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Stochastics
  • Energy Economics
  • Finance and Stochastics

Among the recent papers authored or coauthored by Benth are:

  • "Intersecting near-optimal spaces: European power systems with more resilience to weather variability," 2023, Energy Economics
  • "Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations," 2022, Stochastics
  • "VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING," 2020, International Journal of Theoretical and Applied Finance
  • "Trading off regional and overall energy system design flexibility in the net-zero transition," 2025, Nature Sustainability
  • "Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise -- Probabilistic Properties and Applications," 2021, Duo Research Archive (University of Oslo)

Benth has also contributed to book publications, including one titled Stochastic Models for Prices Dynamics in Energy and Commodity Markets released by Springer Nature in 2023.

Best Publications

  • Stochastic Modeling of Electricity and Related Markets

    Fred Espen Benth;Jūratė Šaltytė Benth;Steen Koekebakker

  • A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing

    Fred Espen Benth;Jan Kallsen;Thilo Meyer‐Brandis

  • Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives

    Fred Espen Benth;Jūratė Šaltytė‐Benth

  • Stochastic modeling of financial electricity contracts

    Fred Espen Benth;Steen Koekebakker

  • The volatility of temperature and pricing of weather derivatives

    Fred Espen Benth;Jūratė šaltytė Benth

  • Pricing forward contracts in power markets by the Certainty Equivalence Principle: explaining the sign of the market risk premium

    Fred Espen Benth;Álvaro Cartea;Rüdiger Kiesel

  • Putting a Price on Temperature

    Fred Espen Benth;Jūratė Šaltytė Benth;Steen Koekebakker

  • Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes

    Fred Espen Benth;Giulia Di Nunno;Arne Løkka;Bernt Øksendal

  • OPTIMAL PORTFOLIO SELECTION WITH CONSUMPTION AND NONLINEAR INTEGRO-DIFFERENTIAL EQUATIONS WITH GRADIENT CONSTRAINT: A VISCOSITY SOLUTION APPROACH

    Fred Espen Benth;Kenneth Hvistendahl Karlsen;Kristin Reikvam

  • A critical empirical study of three electricity spot price models

    Fred Espen Benth;Fred Espen Benth;Fred Espen Benth;Rüdiger Kiesel;Rüdiger Kiesel;Rüdiger Kiesel;Anna Nazarova;Anna Nazarova;Anna Nazarova

  • THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS

    Fred Espen Benth;Jūratė Šaltytė-Benth

  • On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion

    Fred Espen Benth

  • Modelling energy spot prices by volatility modulated Levy-driven Volterra processes

    Ole E. Barndorff-Nielsen;Fred Espen Benth;Almut E. D. Veraart

  • Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation

    Fred Espen Benth;Steen Koekkebakker;Fridthjof Ollmar

  • Futures pricing in electricity markets based on stable CARMA spot models

    Fred Espen Benth;Claudia Klüppelberg;Gernot Müller;Linda Vos;Linda Vos

  • The information premium for non-storable commodities

    Fred Espen Benth;Thilo Meyer-Brandis

  • Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

    Fred Espen Benth

  • HMM filtering and parameter estimation of an electricity spot price model

    Christina Erlwein;Fred Espen Benth;Rogemar Mamon

  • Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type

    Fred Espen Benth;Kenneth Hvistendahl Karlsen;Kristin Reikvam

  • Modeling and Pricing in Financial Markets for Weather Derivatives

    Fred Espen Benth;Jūratė Šaltytė Benth

Frequent Co-Authors

Ole E. Barndorff-Nielsen
Ole E. Barndorff-Nielsen Aarhus University
Kenneth H. Karlsen
Kenneth H. Karlsen University of Oslo
Bernt Øksendal
Bernt Øksendal University of Oslo
Ludwig Streit
Ludwig Streit Bielefeld University
Jan Skov Pedersen
Jan Skov Pedersen Aarhus University
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Tusheng Zhang
Tusheng Zhang University of Manchester
Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Dan Crisan
Dan Crisan Imperial College London

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