- Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets
- Stochastic Modeling of Electricity and Related Markets (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science and Applied Probability)
- Modeling and Pricing in Financial Markets for Weather Derivatives
- Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015
- Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective