Fred Espen Benth

5.9k total citations
199 papers, 3.5k citations indexed

About

Fred Espen Benth is a scholar working on Finance, Economics and Econometrics and Electrical and Electronic Engineering. According to data from OpenAlex, Fred Espen Benth has authored 199 papers receiving a total of 3.5k indexed citations (citations by other indexed papers that have themselves been cited), including 142 papers in Finance, 75 papers in Economics and Econometrics and 46 papers in Electrical and Electronic Engineering. Recurrent topics in Fred Espen Benth's work include Stochastic processes and financial applications (133 papers), Financial Risk and Volatility Modeling (57 papers) and Market Dynamics and Volatility (38 papers). Fred Espen Benth is often cited by papers focused on Stochastic processes and financial applications (133 papers), Financial Risk and Volatility Modeling (57 papers) and Market Dynamics and Volatility (38 papers). Fred Espen Benth collaborates with scholars based in Norway, Denmark and Germany. Fred Espen Benth's co-authors include Jūratė Šaltytė Benth, Steen Koekebakker, Thilo Meyer‐Brandis, Kenneth H. Karlsen, Kristin Reikvam, Rüdiger Kiesel, Jan Kallsen, Jon Gjerde, Álvaro Cartea and Almut E. D. Veraart and has published in prestigious journals such as SHILAP Revista de lepidopterología, Applied Energy and IEEE Transactions on Power Systems.

In The Last Decade

Fred Espen Benth

190 papers receiving 3.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Fred Espen Benth Norway 34 2.1k 1.4k 1.0k 344 282 199 3.5k
Hélyette Geman United Kingdom 30 4.3k 2.0× 2.5k 1.7× 237 0.2× 854 2.5× 55 0.2× 88 5.3k
Alfred Müller Germany 26 941 0.4× 689 0.5× 249 0.2× 302 0.9× 44 0.2× 69 3.2k
Jean‐Marc Eber Switzerland 5 3.5k 1.6× 2.4k 1.7× 247 0.2× 689 2.0× 129 0.5× 5 5.9k
Philippe Artzner France 11 3.8k 1.8× 2.6k 1.8× 250 0.2× 796 2.3× 131 0.5× 20 6.3k
Claudia Klüppelberg Germany 35 3.6k 1.7× 1.8k 1.2× 180 0.2× 969 2.8× 60 0.2× 148 6.1k
Freddy Delbaen Switzerland 36 6.8k 3.2× 4.3k 3.0× 273 0.3× 1.5k 4.2× 172 0.6× 91 10.1k
Rafał Weron Poland 41 897 0.4× 2.0k 1.4× 4.3k 4.2× 83 0.2× 20 0.1× 130 6.3k
James Pickands United States 15 1.6k 0.8× 710 0.5× 169 0.2× 127 0.4× 46 0.2× 21 3.9k
Kjersti Aas Norway 18 1.3k 0.6× 881 0.6× 158 0.2× 89 0.3× 28 0.1× 40 2.8k
Piotr Kokoszka United States 35 2.6k 1.2× 2.1k 1.5× 103 0.1× 96 0.3× 16 0.1× 163 5.4k

Countries citing papers authored by Fred Espen Benth

Since Specialization
Citations

This map shows the geographic impact of Fred Espen Benth's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fred Espen Benth with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fred Espen Benth more than expected).

Fields of papers citing papers by Fred Espen Benth

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fred Espen Benth. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fred Espen Benth. The network helps show where Fred Espen Benth may publish in the future.

Co-authorship network of co-authors of Fred Espen Benth

This figure shows the co-authorship network connecting the top 25 collaborators of Fred Espen Benth. A scholar is included among the top collaborators of Fred Espen Benth based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Fred Espen Benth. Fred Espen Benth is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Benth, Fred Espen, et al.. (2025). Installation of renewable capacities to meet energy demand and emission constraints under uncertainty. IMA Journal of Management Mathematics. 37(1). 39–60.
2.
Vorobeva, Ekaterina, Fred Espen Benth, Patrick Hupe, et al.. (2024). Estimating stratospheric polar vortex strength using ambient ocean‐generated infrasound and stochastics‐based machine learning. Quarterly Journal of the Royal Meteorological Society. 150(762). 2712–2726. 2 indexed citations
3.
Benth, Fred Espen, et al.. (2024). A feasible central limit theorem for realised covariation of SPDEs in the context of functional data. The Annals of Applied Probability. 34(2).
4.
Benth, Fred Espen, et al.. (2023). Multivariate continuous-time autoregressive moving-average processes on cones. Stochastic Processes and their Applications. 162. 299–337. 2 indexed citations
5.
Benth, Fred Espen, et al.. (2023). Hedging temperature risk with CDD and HDD temperature futures. Applied Stochastic Models in Business and Industry. 40(6). 1484–1497. 1 indexed citations
6.
Benth, Fred Espen, et al.. (2022). A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization. The Norway and Germany case. Energy Economics. 114. 106300–106300. 4 indexed citations
7.
Benth, Fred Espen, et al.. (2021). Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise -- Probabilistic Properties and Applications. Duo Research Archive (University of Oslo). 4 indexed citations
8.
Benth, Fred Espen, et al.. (2018). A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures. Applied Mathematical Finance. 25(1). 36–65. 33 indexed citations
9.
Benth, Fred Espen & Giulia Di Nunno. (2016). Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015. CERN Document Server (European Organization for Nuclear Research). 2 indexed citations
10.
Benth, Fred Espen, et al.. (2014). Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 19 indexed citations
11.
Benth, Fred Espen & Linda Vos. (2013). Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets. Advances in Applied Probability. 45(2). 545–571. 2 indexed citations
12.
Benth, Fred Espen, et al.. (2012). Pricing of temperature index insurance. Duo Research Archive (University of Oslo). 19 indexed citations
13.
Benth, Fred Espen & Jūratė Šaltytė Benth. (2012). Modeling and Pricing in Financial Markets for Weather Derivatives. RePEc: Research Papers in Economics. 68 indexed citations
14.
Benth, Fred Espen, et al.. (2009). Pricing of Exotic Energy Derivatives Based on Arithmetic Spot Models. SSRN Electronic Journal. 1 indexed citations
15.
Benth, Fred Espen, Steen Koekebakker, & Jūratė Šaltytė Benth. (2008). 'Preface to' Stochastic Modeling of Electricity and Related Markets. SSRN Electronic Journal. 13 indexed citations
16.
Benth, Fred Espen, Jūratė Šaltytė Benth, & Steen Koekebakker. (2008). Stochastic Modeling of Electricity and Related Markets. RePEc: Research Papers in Economics. 121 indexed citations
17.
Benth, Fred Espen, et al.. (2007). THE IMPLIED RISK AVERSION FROM UTILITY INDIFFERENCE OPTION PRICING IN A STOCHASTIC VOLATILITY MODEL. International Journal of Applied Mathematics & Statistics. 16. 11–37. 2 indexed citations
18.
Benth, Fred Espen, Giulia Di Nunno, Tom Lindstrøm, Bernt Øksendal, & Tusheng Zhang. (2007). Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô. Springer eBooks. 4 indexed citations
19.
Benth, Fred Espen. (2001). ON WEIGHTED L 2 (Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION. Stochastic Analysis and Applications. 19(3). 329–341. 2 indexed citations
20.
Benth, Fred Espen, et al.. (2001). Valuation of Asian Basket Options with Quasi-Monte Carlo Techniques and Singular Value Decomposition. The Journal of Computational Finance. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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