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Tags: Matematikk, Stochastic analysis and finance and insurance and risk

Publications

  • Kiesel, Rüdiger & Paraschiv, Florentina (2017). Econometric analysis of 15-minute intraday electricity prices. Energy Economics.  ISSN 0140-9883. . doi: 10.1016/j.eneco.2017.03.002
  • Kiesel, Rüdiger & Rahe, Florentin (2017). Option pricing under time-varying risk-aversion with applications to risk forecasting. Journal of Banking & Finance.  ISSN 0378-4266.  76, s 120- 138 . doi: 10.1016/j.jbankfin.2016.11.006
  • Benth, Fred Espen; Biegler-Koenig, Richard & Kiesel, Rüdiger (2014). Electricity options and additional information, In Fred Espen Benth; Valery Kholodnyi & Peter Laurence (ed.),  Quantitative Energy Finance: Modeling, pricing and hedging in energy and commodity markets.  Springer Science+Business Media B.V..  ISBN 978-1-4614-7247-6.  11.  s 285 - 305
  • Benth, Fred Espen; Ebbeler, Stephan & Kiesel, Rüdiger (2014). Indifference Pricing of Weather Futures Based on Electricity Futures, In Marcel Prokopczuk (ed.),  Energy Pricing Models : Recent Advances, Methods, and Tools.  Palgrave Macmillan.  ISBN 978-1-137-37734-0.  kapittel 8.  s 223 - 268 Full text in Research Archive
  • Benth, Fred Espen; Biegler-König, Richard & Kiesel, Rüdiger (2013). An empirical study of the information premium on electricity markets. Energy Economics.  ISSN 0140-9883.  36, s 55- 77 . doi: 10.1016/j.eneco.2012.12.001 Full text in Research Archive
  • Bauer, Daniel; Benth, Fred Espen & Kiesel, Rüdiger (2012). Modeling the forward surface of mortality. SIAM Journal on Financial Mathematics.  ISSN 1945-497X.  3, s 639- 666 . doi: 10.1137/100818261
  • Benth, Fred Espen; Kiesel, Rüdiger & Nazarova, Anna (2012). A critical empirical study of three electricity spot price models. Energy Economics.  ISSN 0140-9883.  34, s 1589- 1616 . doi: 10.1016/j.eneco.2011.11.012

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  • Kiesel, Rüdiger; Scherer, Matthias & Zagst, Rudi (ed.) (2010). Alternative Investments and Strategies. World Scientific.  ISBN 978-981-4280-10-5.  416 s.

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Published Feb. 4, 2014 2:46 PM - Last modified Feb. 4, 2014 2:46 PM

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