Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing energy, weather and em...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
15
Optionspreistheorie
15
Stochastic process
15
Stochastischer Prozess
15
Theorie
10
Theory
10
Volatility
10
Volatilität
10
Electric power industry
8
Electricity price
8
Elektrizitätswirtschaft
8
Strompreis
8
Derivat
6
Derivative
6
Risiko
6
Risk
6
Electricity
5
Elektrizität
5
Hedging
5
Option trading
5
Optionsgeschäft
5
enlarged filtration
5
information premium
5
Risk management
4
Risk premium
4
American and Bermudan options
3
Analysis
3
Climate change
3
Forecasting model
3
Klimawandel
3
Mathematical analysis
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Ornstein-Uhlenbeck process
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Risikoaversion
3
Risikomanagement
3
Risikomaß
3
more ...
less ...
Online availability
All
Undetermined
Free
153
CC license
2
Type of publication
All
Article
52
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Conference paper
2
Graue Literatur
2
Hochschulschrift
2
Konferenzbeitrag
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
32
Undetermined
24
German
1
Author
All
Kiesel, Rüdiger
18
Belomestny, Denis
16
Hess, Markus
9
Rheinländer, Thorsten
8
Schoenmakers, John
7
Benth, Fred Espen
4
BELOMESTNY, DENIS
2
Cartea, A.
2
Harms, Cord
2
Kassberger, Stefan
2
Kiesel, R.
2
Kremer, Marcel
2
Krymova, Ekaterina
2
Krätschmer, Volker
2
Nazarova, Anna
2
Paraschiv, Florentina
2
Scherer, Matthias
2
Alòs, Elisa
1
Avenarius, Andrea von
1
Bannör, Karl
1
Bender, Christian
1
Benth, F.E.
1
Biagini, Francesca
1
Biegler-König, Richard
1
Borger, R.
1
Cartea, Álvaro
1
Chen, Zhanyu
1
Dickmann, Fabian
1
Felten, Björn
1
Fryzlewicz, Piotr
1
HELL, PHILIPP
1
Hellmich, Martin
1
Härdle, Wolfgang
1
Hübner, Tobias
1
KOLODKO, ANASTASIA
1
Kaledin, Maxim
1
Kramer, Anke
1
Liebmann, Thomas
1
MEYER-BRANDIS, THILO
1
MILSTEIN, GRIGORI N.
1
more ...
less ...
Institution
All
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
International journal of theoretical and applied finance
6
Energy economics
4
Finance and Stochastics
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
Stochastic Processes and their Applications
3
Applied mathematical finance
2
Decisions in economics and finance : a journal of applied mathematics
2
Energy Economics
2
Mathematics of operations research
2
Quantitative Finance
2
Annals of Finance
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asia-Pacific Financial Markets
1
Computational Management Science : CMS
1
Decisions in Economics and Finance
1
Economic modelling
1
Finance and stochastics
1
Financial Markets and Portfolio Management
1
Insurance: Mathematics and Economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of financial markets
1
Journal of the American Statistical Association
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Neue Geschäftsmodelle für Finanzinstitute - Datenanalyse, digitale Technologien und Wertewandel als Impulsgeber : Beiträge des Duisburger Banken-Symposiums
1
Springer eBook Collection / Economics and Finance
1
SpringerLink / Bücher
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of energy markets
1
World Scientific Books
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
RePEc
22
BASE
2
Other ZBW resources
1
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An uncertainty-based risk management framework for climate change risk
Kiesel, Rüdiger
;
Stahl, Gerhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 420-437
Persistent link: https://www.econbiz.de/10014436782
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
The application of structural electricity models for dynamic hedging
Harms, Cord
;
Kiesel, Rüdiger
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10011999422
Saved in:
4
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
5
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:
6
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
7
Structural electricity models and asymptotically normal estimators to quantify parameter risk
Harms, Cord
;
Kiesel, Rüdiger
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 475-522
Persistent link: https://www.econbiz.de/10012210416
Saved in:
8
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
9
Carbon finance - evidence of successful carbon credit projects and carbon risk in credit risk
Avenarius, Andrea von
-
2019
Persistent link: https://www.econbiz.de/10012145412
Saved in:
10
Stresstests und Carbon Risiken
Hellmich, Martin
;
Kiesel, Rüdiger
;
Siddiqui, Sikandar
- In:
Neue Geschäftsmodelle für Finanzinstitute - …
,
(pp. 1-17)
.
2022
Persistent link: https://www.econbiz.de/10013163644
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
