Steffen Hitzemann

University of Houston - Department of Finance

Houston, TX 77204

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 27,419

SSRN RANKINGS

Top 27,419

in Total Papers Downloads

2,613

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Equilibrium Price Dynamics of Emission Permits

Number of pages: 47 Posted: 17 Feb 2011 Last Revised: 30 Apr 2015
Steffen Hitzemann and Marliese Uhrig-Homburg
University of Houston - Department of Finance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 615 (61,901)
Citation 5

Abstract:

Loading...

emission permits, spot and futures price dynamics, carbon derivatives

2.

Margin Requirements and Equity Option Returns

Number of pages: 81 Posted: 04 Jun 2016 Last Revised: 01 Jul 2021
University of Houston - Department of Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and WU Vienna University of Economics and Business
Downloads 604 (63,323)
Citation 4

Abstract:

Loading...

equity options, margins, funding liquidity, cross-section of option returns

3.

Macroeconomic Fluctuations, Oil Supply Shocks, and Equilibrium Oil Futures Prices

Number of pages: 51 Posted: 24 Oct 2014 Last Revised: 29 Sep 2016
Steffen Hitzemann
University of Houston - Department of Finance
Downloads 545 (72,097)

Abstract:

Loading...

oil market, general equilibrium, futures prices, risk premia

4.

Investor (Mis)Reaction, Biased Beliefs, and the Mispricing Cycle

Number of pages: 67 Posted: 28 Nov 2021
Azi Ben-Rephael, Steffen Hitzemann and Yuanyuan Xiao
Rutgers Business School - Rutgers University, University of Houston - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 209 (203,259)

Abstract:

Loading...

Investor beliefs, analysts, mispricing, misreaction

5.

Paying for Beta: Leverage Demand and Asset Management Fees

Number of pages: 62 Posted: 25 Oct 2019 Last Revised: 15 Dec 2020
Steffen Hitzemann, Stanislav Sokolinski and Mingzhu Tai
University of Houston - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and The University of Hong Kong, Faculty of Business and Economics
Downloads 208 (204,198)
Citation 1

Abstract:

Loading...

Leverage; Financial Intermediation; Mutual Funds

6.

Empirical Performance of Reduced-Form Models for Emission Permit Prices

Review of Derivatives Research, 2019
Number of pages: 38 Posted: 23 Jul 2013 Last Revised: 04 May 2022
Steffen Hitzemann and Marliese Uhrig-Homburg
University of Houston - Department of Finance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 175 (237,755)
Citation 5

Abstract:

Loading...

emission permits, price dynamics, option pricing, environmental finance, carbon derivatives

7.

Understanding Macro and Asset Price Dynamics During the Climate Transition

Bank of Lithuania Discussion Paper No. 18/2019
Number of pages: 67 Posted: 22 Mar 2021
Michael Donadelli, Patrick GrĂ¼ning and Steffen Hitzemann
University of Brescia, Latvijas Banka and University of Houston - Department of Finance
Downloads 161 (256,427)

Abstract:

Loading...

Climate change, Policy risk, General equilibrium, Risk premia, Oil market

8.

Emission Permits and the Announcement of Realized Emissions: Price Impact, Trading Volume, and Volatilities

Energy Economics, Vol. 51, 2015
Number of pages: 27 Posted: 19 Jul 2013 Last Revised: 10 Nov 2016
University of Houston - Department of Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and University of Karlsruhe
Downloads 96 (372,158)
Citation 2

Abstract:

Loading...

emission permits, announcement effects, EU ETS