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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/10010123011
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Fair valuation of insurance contracts under Lévy process specifications
Kassberger, Stefan; Kiesel, Rüdiger; Liebmann, Thomas - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 419-433
Persistent link: https://www.econbiz.de/10007905813
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Cross-commodity analysis and applications to risk management
Börger, Reik; Cartea, Álvaro; Kiesel, Rüdiger; … - In: The journal of futures markets 29 (2009) 3, pp. 197-217
Persistent link: https://www.econbiz.de/10008164191
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Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2021
Persistent link: https://www.econbiz.de/10008099637
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Risk-neutral valuation of participating life insurance contracts
Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; … - In: Insurance / Mathematics & economics 39 (2006) 2, pp. 171-184
Persistent link: https://www.econbiz.de/10007281949
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Quantifying the CO2 Permit Price Sensitivity
Grüll, Georg; Kiesel, Rüdiger - In: Zeitschrift für Energiewirtschaft : ZfE 36 (2012) 2, pp. 101-112
Persistent link: https://www.econbiz.de/10009981335
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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/10010083741
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A critical empirical study of three electricity spot price models
Benth, Fred Espen; Kiesel, Rüdiger; Nazarova, Anna - In: Energy economics 34 (2012) 5, pp. 1589-1617
Persistent link: https://www.econbiz.de/10010002882
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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 (2011) 4, pp. 37-73
Persistent link: https://www.econbiz.de/10009181135
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Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2022
Persistent link: https://www.econbiz.de/10008897711