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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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ECONIS (ZBW)
37
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24
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2
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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
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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
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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
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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
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