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• 202030 Years of space–time covariance functions98 cited
• 2022A review of the operations literature on real options in energy58 cited
• 2021Climate risks and weather derivatives: A copula-based pricing model46 cited
• 2018Stochastic Modeling of Wind Derivatives in Energy Markets46 cited
• 2018Exploring the financial risk of a temperature index: a fractional integrated approach37 cited
• 2014Representation of Infinite-Dimensional Forward Price Models in Commodity Markets33 cited
• 2021A survey of electricity spot and futures price models for risk management applications33 cited
• 2016A consistent two-factor model for pricing temperature derivatives29 cited
• 2019Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework29 cited
• 2021Wind Put Barrier Options Pricing Based on the Nordix Index26 cited
• 2019A regime switching model for temperature modeling and applications to weather derivatives pricing19 cited