Carl J. Ullrich

James Madison University - College of Business

Assistant Professor of Finance

Harrisonburg, VA 22807

United States

Virginia Tech - Department of Finance, Insurance, and Business Law

Assistant Professor of Finance

1016 Pamplin Hall (0221)

Blacksburg, VA 24060-0221

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,215

SSRN CITATIONS
Rank 49,905

SSRN RANKINGS

Top 49,905

in Total Papers Citations

13

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency

EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 16 Feb 2009 Last Revised: 30 Jun 2009
Carl J. Ullrich
James Madison University - College of Business
Downloads 290 (197,640)
Citation 7

Abstract:

Loading...

realized volatility, bipower variation, observation frequency, electricity markets, price spikes

2.

Constrained Capacity and Equilibrium Forward Premia in Electricity Markets

Number of pages: 45 Posted: 08 Aug 2006 Last Revised: 21 Nov 2007
Carl J. Ullrich
James Madison University - College of Business
Downloads 228 (250,882)
Citation 6

Abstract:

Loading...

forward risk premium,forward pricing, nonstorable commodities

3.

Keeping the Lights On Until the Regulator Makes Up His Mind!

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 17 Sep 2011 Last Revised: 21 Aug 2023
Stein-Erik Fleten, Erik Haugom and Carl J. Ullrich
Norwegian University of Science and Technology (NTNU), Inland Norway University of Applied Sciences and James Madison University - College of Business
Downloads 220 (259,435)

Abstract:

Loading...

Real options, uncertainty, compound exchange options, spark spread, commodity prices

4.

Forecasting Spot Price Volatility Using the Short-Term Forward Curve

Number of pages: 24 Posted: 05 Dec 2010 Last Revised: 27 Jan 2011
Erik Haugom and Carl J. Ullrich
Inland Norway University of Applied Sciences and James Madison University - College of Business
Downloads 161 (343,023)
Citation 4

Abstract:

Loading...

Volatility forecasting, realized volatility, implied volatility, forward prices, electricity markets

5.

Continuous-Time Models of Currency Volatility

Number of pages: 38 Posted: 04 Sep 2007
Carl J. Ullrich
James Madison University - College of Business
Downloads 160 (344,752)

Abstract:

Loading...

currency volatility, density approximations

6.

Regulatory Uncertainty, Corporate Expectations, and the Postponement of Investment: The Case of Electricity Market Deregulation

Number of pages: 34 Posted: 15 Oct 2011
Randall S. Billingsley and Carl J. Ullrich
Virginia Tech - Pamplin College of Business and James Madison University - College of Business
Downloads 134 (397,713)

Abstract:

Loading...

investment, regulatory uncertainty, real options

7.

The Reliability Pricing Mechanism and Coal-Fired Generators in Pjm

Number of pages: 23 Posted: 14 Dec 2022
Stein-Erik Fleten, Benjamin P. Fram and Carl J. Ullrich
Norwegian University of Science and Technology (NTNU), affiliation not provided to SSRN and James Madison University - College of Business
Downloads 22 (942,721)

Abstract:

Loading...

wholesale electricity markets, capacity remuneration, Environmental regulation, logistic regression, coal power, abandonment