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~person:"Benth, Fred Espen"
~person:"Trimborn, Timo"
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Search: subject:"Continuous Time"
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Continuous-time DSGE
6
Waveform Relaxation
6
Poisson uncertainty
5
Stochastischer Prozess
5
Theorie
5
Time series analysis
4
Zeitreihenanalyse
4
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3
Derivat
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Derivative
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Dynamisches Gleichgewicht
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Kontrolltheorie
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Optimal stochastic control
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Risk premium
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Autoregressive models in continuous time
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Commodity derivative
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Continuous time linear model
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Electricity futures prices
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Electricity spot prices
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Lévy process
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Option pricing theory
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Optionspreistheorie
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Risikoprämie
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Robust filter
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Rohstoffderivat
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Stable CARMA process
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Transitional dynamics
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anticipated shocks
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continuous-time DSGE
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continuous-time optimization
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numerical solution
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waveform relaxation
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Balanced growth
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Continuous-time dynamic models
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Benth, Fred Espen
Trimborn, Timo
Posch, Olaf
30
Wälde, Klaus
20
Friedman, Daniel
15
Andersen, Torben G.
14
Bollerslev, Tim
14
Oprea, Ryan
14
Riedel, Frank
14
Scalas, Enrico
12
Nuño, Galo
11
Steg, Jan-Henrik
10
Diebold, Francis X.
9
Federici, Daniela
9
Flaschel, Peter
9
Gandolfo, Giancarlo
8
Guo, Xianping
8
Parra-Alvarez, Juan Carlos
8
Prieto-Rumeau, Tomás
8
Bayer, Christian
7
Behringer, Stefan
7
Benndorf, Volker
7
Chambers, Marcus J.
7
Ebina, Takeshi
7
Hong, Yongmiao
7
Maggi, Bernardo
7
McAleer, Michael
7
Park, Joon Y.
7
Szydlowski, Martin
7
Yu, Jun
7
Cui, Zhenyu
6
Fabbri, Giorgio
6
Folmer, Henk
6
Franke, Reiner
6
Hernández-Lerma, Onésimo
6
Herzberg, Frederik
6
Kleinow, Torsten
6
Matsushima, Noriaki
6
Nijkamp, Peter
6
Patuelli, Roberto
6
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CESifo
2
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
2
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
School of Economics and Management, University of Aarhus
1
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CESifo Working Paper Series
2
Diskussionsbeitrag
2
Hannover Economic Papers (HEP)
2
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1
DEGIT Conference Papers
1
Economics Letters
1
Economics Working Papers / School of Economics and Management, University of Aarhus
1
Energy Economics
1
Energy economics
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of commodity markets
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Journal of economic dynamics & control
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RePEc
9
ECONIS (ZBW)
7
EconStor
3
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1
Analysis of the risk premium in the forward market for salmon
Benth, Fred Espen
;
Eikeset, Anne Maria
;
Levin, Simon Asher
- In:
Journal of commodity markets
21
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012807713
Saved in:
2
On the analysis of endogenous growth models with a balanced growth path
Trimborn, Timo
- In:
Journal of mathematical economics
79
(
2018
),
pp. 40-50
Persistent link: https://www.econbiz.de/10012105590
Saved in:
3
Multivariate modeling and analysis of regional ocean freight rates
Adland, Roar
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Transportation research / E : an international journal
113
(
2018
),
pp. 194-221
Persistent link: https://www.econbiz.de/10011864108
Saved in:
4
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
5
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty
Posch, Olaf
;
Trimborn, Timo
-
CESifo
-
2011
We propose a simple and powerful numerical algorithm to compute the transition process in
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10009020787
Saved in:
6
Numerical solution of dynamic equilibrium models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
2011
We propose a simple and powerful numerical algorithm to compute the transition process in
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10010274762
Saved in:
7
Numerical solution of
continuous-time
DSGE models under poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
2010
We propose a simple and powerful method for determining the transition process in
continuous-time
DSGE models under …
Persistent link: https://www.econbiz.de/10010270397
Saved in:
8
Numerical solution of
continuous-time
DSGE models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
School of Economics and Management, University of Aarhus
-
2010
We propose a simple and powerful method for determining the transition process in
continuous-time
DSGE models under …
Persistent link: https://www.econbiz.de/10008568142
Saved in:
9
Numerical solution of
continuous-time
DSGE models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
Wirtschaftswissenschaftliche Fakultät, Leibniz …
-
2010
We propose a simple and powerful method for determining the transition process in
continuous-time
DSGE models under …
Persistent link: https://www.econbiz.de/10008544182
Saved in:
10
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
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