| Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes OE Barndorff-Nielsen, FE Benth, AED Veraart | 192* | 2013 |
| Modelling electricity futures by ambit fields OE Barndorff-Nielsen, FE Benth, AED Veraart Advances in Applied Probability 46 (3), 719-745, 2014 | 95 | 2014 |
| Stochastic volatility of volatility and variance risk premia OE Barndorff-Nielsen, AED Veraart Journal of Financial Econometrics 11 (1), 1-46, 2012 | 93* | 2012 |
| Ambit stochastics OE Barndorff-Nielsen, FE Benth, AED Veraart Springer International Publishing, 2018 | 73 | 2018 |
| Ambit processes and stochastic partial differential equations OE Barndorff-Nielsen, FE Benth, AED Veraart Advanced mathematical methods for finance, 35-74, 2011 | 71 | 2011 |
| Inference for the jump part of quadratic variation of Itô semimartingales AED Veraart Econometric Theory 26 (2), 331-368, 2010 | 66 | 2010 |
| Stochastic volatility and stochastic leverage AED Veraart, LAM Veraart Annals of Finance 8 (2), 205-233, 2012 | 58 | 2012 |
| Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency OE Barndorff-Nielsen, FE Benth, AED Veraart arXiv preprint arXiv:1210.1354, 2012 | 57 | 2012 |
| Integer‐valued trawl processes: A class of stationary infinitely divisible processes OE Barndorff‐Nielsen, A Lunde, N Shephard, AED Veraart Scandinavian Journal of Statistics 41 (3), 693-724, 2014 | 56 | 2014 |
| Modelling electricity day-ahead prices by multivariate Lévy semistationary processes AED Veraart, LAM Veraart Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and …, 2013 | 55 | 2013 |
| Time change AED Veraart, M Winkel Encyclopedia of quantitative finance 4, 1812-1816, 2010 | 54 | 2010 |
| On stochastic integration for volatility modulated Lévy-driven Volterra processes OE Barndorff-Nielsen, FE Benth, J Pedersen, AED Veraart Stochastic Processes and their Applications 124 (1), 812-847, 2014 | 34 | 2014 |
| Modelling the impact of wind power production on electricity prices by regime-switching Lévy semistationary processes AED Veraart Stochastics of Environmental and Financial Economics, 321, 2016 | 31 | 2016 |
| Approximating Lévy semistationary processes via Fourier methods in the context of power markets FE Benth, H Eyjolfsson, AED Veraart SIAM Journal on Financial Mathematics 5 (1), 71-98, 2014 | 31 | 2014 |
| A Lévy-driven rainfall model with applications to futures pricing RC Noven, AED Veraart, A Gandy AStA Advances in Statistical Analysis 99 (4), 403-432, 2015 | 26 | 2015 |
| Modeling, simulation and inference for multivariate time series of counts using trawl processes AED Veraart Journal of Multivariate Analysis 169, 110-129, 2019 | 25 | 2019 |
| The short-term predictability of returns in order book markets: A deep learning perspective L Lucchese, MS Pakkanen, AED Veraart International Journal of Forecasting 40 (4), 1587-1621, 2024 | 24 | 2024 |
| Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference M Nguyen, AED Veraart Scandinavian Journal of Statistics 44 (1), 46-80, 2017 | 22 | 2017 |
| A latent trawl process model for extreme values RC Noven, AED Veraart, A Gandy arXiv preprint arXiv:1511.08190, 2015 | 21 | 2015 |
| Cross-commodity modelling by multivariate ambit fields OE Barndorff-Nielsen, FE Benth, AED Veraart Commodities, energy and environmental finance, 109-148, 2015 | 21 | 2015 |
