معرفی
Roles and Affiliations: Fred Espen Benth is a Professor in the Department of Mathematics at the University of Oslo, affiliated with the Risk and Stochastics research group. He holds a Dr. scient (PhD equivalent) in mathematics from the University of Oslo (1995). His academic journey includes roles as a researcher at the Norwegian Computing Center, a postdoc at the Universities of Aarhus and Oslo, and an Associate Professor at the University of Trondheim before becoming a full professor in 2002.
Research Interests: Benth’s research focuses on mathematical finance, particularly energy and weather markets, commodity derivatives, and stochastic analysis. He explores modeling, estimation, and simulation of spot and forward prices, as well as pricing options and portfolio optimization. Recent work extends to climate systems, energy transition dynamics, and machine learning applications in financial and environmental modeling.
Publications and Projects: His extensive publication record includes over 150 journal articles and book chapters, with a focus on energy markets, stochastic processes, and climate-related financial instruments. Notable projects include ‘Spatial-Temporal Uncertainty in Energy Systems (SPATUS)’ and contributions to interdisciplinary energy informatics. His work bridges theoretical stochastic analysis with practical applications in energy systems and risk management.
Labs and Collaborations: Benth collaborates with the Stochastics of Renewable Energy Markets (STORE) group and contributes to initiatives like the ‘Computational Modelling and Machine Learning for Applications in Hydropower’ project. His research emphasizes the integration of stochastic methods with real-world energy and climate challenges.
