Ruediger Kiesel

Ruediger Kiesel

Universität Duisburg Essen - Essen / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1783502
University of Duisburg-Essen
person_outline Ruediger Kiesel's MOST POPULAR ARTICLES
1-) Risk-neutral valuation: Pricing and hedging of financial derivativesNH Bingham, R KieselSpringer Science & Business Media, 20138022013
2-) The estimation of transition matrices for sovereign credit ratingsYT Hu, R Kiesel, W PerraudinJournal of Banking & Finance 26 (7), 1383-1406, 20022622002
3-) Econometric analysis of 15-minute intraday electricity pricesR Kiesel, F ParaschivEnergy Economics 64, 77-90, 20172292017
4-) Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premiumFE Benth, Á Cartea, R KieselJournal of banking & finance 32 (10), 2006-2021, 20082332008
5-) Semi-parametric modelling in finance: theoreticalfoundationsNH Bingham, R KieselQuantitative Finance 2 (4), 241, 20021502002