Steffen Hitzemann

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

1 Washington Park

Newark, NJ 07102

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 29,196

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Top 29,196

in Total Papers Downloads

1,739

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (6)

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
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 572 (51,198)
Citation 5

Abstract:

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emission permits, spot and futures price dynamics, carbon derivatives

2.

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
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 465 (66,365)

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oil market, general equilibrium, futures prices, risk premia

3.

Margin Requirements and Equity Option Returns

Number of pages: 73 Posted: 04 Jun 2016 Last Revised: 25 Sep 2018
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, 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 397 (80,166)
Citation 3

Abstract:

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

4.

Empirical Performance of Reduced-Form Models for Emission Permit Prices

Number of pages: 38 Posted: 23 Jul 2013 Last Revised: 29 Sep 2016
Steffen Hitzemann and Marliese Uhrig-Homburg
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 163 (197,689)
Citation 4

Abstract:

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

5.

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
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Karlsruhe Institute of Technology (KIT) - Institute for Finance and University of Karlsruhe
Downloads 89 (308,996)
Citation 2

Abstract:

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emission permits, announcement effects, EU ETS

6.

Paying for Beta: Leverage Demand and Asset Management Fees

Number of pages: 62 Posted: 25 Oct 2019 Last Revised: 29 Jun 2020
Steffen Hitzemann, Stanislav Sokolinski and Mingzhu Tai
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and The University of Hong Kong - School of Economics and Finance
Downloads 53 (408,450)
Citation 1

Abstract:

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Leverage; Financial Intermediation; Mutual Funds