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Econometric analysis of 15-min...
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Kiesel, Rüdiger
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Paraschiv, Florentina
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Cartea, Álvaro
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ECONIS (ZBW)
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RePEc
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1
Econometric analysis of 15-minute intraday electricity prices
Kiesel, Rüdiger
;
Paraschiv, Florentina
- In:
Energy economics
64
(
2017
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011758077
Saved in:
2
On the construction of hourly price forward curves for electricity prices
Kiesel, Rüdiger
;
Paraschiv, Florentina
;
Sætherø, Audun
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 345-369
Persistent link: https://www.econbiz.de/10011993494
Saved in:
3
Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.
;
Kiesel, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10008729669
Saved in:
4
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
Kiesel, Rüdiger
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10008655354
Saved in:
5
Quantifying the CO2 permit price sensitivity
Grüll, Georg E.
;
Kiesel, Rüdiger
- In:
Zeitschrift für Energiewirtschaft : ZfE
36
(
2012
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10009559012
Saved in:
6
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
7
An empirical study of the information premium on electricity markets
Benth, Fred Espen
;
Biegler-König, Richard
;
Kiesel, Rüdiger
- In:
Energy economics
36
(
2013
),
pp. 55-77
Persistent link: https://www.econbiz.de/10009724766
Saved in:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
A multivariate commodity analysis with time-dependent volatility : evidence from the German energy market
Kiesel, Rüdiger
;
Metka, Kevin
- In:
Zeitschrift für Energiewirtschaft : ZfE
37
(
2013
)
2
,
pp. 107-126
Persistent link: https://www.econbiz.de/10009759398
Saved in:
10
Cross-commodity analysis and applications to risk management
Börger, Reik H.
;
Cartea, Álvaro
;
Kiesel, Rüdiger
; …
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 197-217
Persistent link: https://www.econbiz.de/10003831083
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