Fred Espen Benth
Scholar

Fred Espen Benth

Google Scholar ID: YHm4fbgAAAAJ
Professor BI Norwegian Business School
Stochastic analysismathematical financeenergy financemachine learning
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Citations & Impact
All-time
Citations
2,876
 
H-index
28
 
i10-index
78
 
Publications
20
 
Co-authors
0
 
Contact
Emailfred.e.benth@bi.noTwitterOpen ↗LinkedInOpen ↗
Publications
4 items
Forecasting of volatility and risk premia in electricity markets
2026
Cited
0
The fine structure of electricity price volatility
2026
Cited
0
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps
2025
Cited
0
Measure-Valued CARMA Processes
2025
Cited
0
Resume
Academic Achievements
  • Published in top-tier academic journals and co-authored 5 research monographs. Serves on the editorial boards of IMA Journal of Management Mathematics, International Journal of Theoretical and Applied Finance, Journal of Commodity Markets, and Mathematical Methods of Operations Research. Elected member of the Norwegian Academy of Sciences and Letters.
Research Experience
  • Focused on risk modeling and analysis in energy, commodity, and financial markets, as well as machine learning and stochastics.
Education
  • Professor of Data Science at the Department of Data Science and Analytics, BI Norwegian Business School; holds an adjunct professor position at the Department of Mathematics, University of Oslo.
Background
  • Research interests include risk modeling and analysis in energy, commodity, and financial markets, as well as machine learning and stochastics. Publishes in leading academic journals and has co-authored 5 research monographs published by Springer and World Scientific.