Ruediger Kiesel
University of Duisburg-Essen(DE)
Publications by Year
Research Areas
Electric Power System Optimization, Capital Investment and Risk Analysis, Stochastic processes and financial applications, Climate Change Policy and Economics, Energy Efficiency and Management
Most-Cited Works
- → Pricing Forward Contracts in Power Markets By the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium(2007)42 cited
- → Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS(2022)23 cited
- → Pricing CO2 Permits Using Approximation Approaches(2009)23 cited
- → Conceptualizing Robustness in Risk Management(2012)20 cited
- → A Critical Empirical Study of Three Electricity Spot Price Models(2011)20 cited
- A Two-Factor Model for the Electricity Forward Market(2007)
- → Econometric Analysis of 15-Minute Intraday Electricity Prices(2015)13 cited
- → Climate Default Swap – Disentangling the Exposure to Transition Risk Through CDS(2021)13 cited
- → An Empirical Study of the Information Premium on Electricity Markets(2012)10 cited
- → A Fundamental Model for Intraday Electricity Trading(2019)10 cited