Steffen Mahringer

University of St.Gallen - Swiss Institute of Banking and Finance

Varnbuelstr. 14

Saint Gallen, St. Gallen CH-9000

Switzerland

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

An Empirical Model Comparison for Valuing Crack Spread Options

Energy Economics, Vol. 51, 2015
Number of pages: 45 Posted: 11 Mar 2010 Last Revised: 22 Mar 2019
Steffen Mahringer and Marcel Prokopczuk
University of St.Gallen - Swiss Institute of Banking and Finance and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 338 (97,043)

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Crack Spread Options, Option Valuation, Co-integrated Underlyings

2.

Electricity Derivatives Pricing with Forward-Looking Information

Journal of Economic Dynamics and Control, 58, September, 34-57 (2015)
Number of pages: 57 Posted: 19 Feb 2013 Last Revised: 29 Mar 2016
Roland Füss, Steffen Mahringer and Marcel Prokopczuk
University of St. Gallen - School of Finance, University of St.Gallen - Swiss Institute of Banking and Finance and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 319 (103,527)
Citation 2

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Electricity Futures, Fundamental Model, Derivatives Pricing, Forward-looking Information, Enlargement of Filtrations

3.

Electricity Market Coupling in Europe: Status Quo and Future Challenges

University of St.Gallen, School of Finance Research Paper No. 2015/12
Number of pages: 36 Posted: 15 Oct 2014 Last Revised: 13 Mar 2017
Roland Füss, Steffen Mahringer and Marcel Prokopczuk
University of St. Gallen - School of Finance, University of St.Gallen - Swiss Institute of Banking and Finance and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 229 (146,038)

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Energy Market Coupling, Electricity Market Reforms, Explicit and Implicit Auction, Price Convergence

4.

Electricity Spot and Derivatives Pricing under Market Coupling

University of St.Gallen, School of Finance Research Paper No. 13/23
Number of pages: 41 Posted: 13 Jan 2014 Last Revised: 20 Aug 2017
University of St. Gallen - School of Finance, University of St.Gallen - Swiss Institute of Banking and Finance, Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 184 (179,014)

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Electricity Pricing, Fundamental Model, Multi-Market Modeling, Derivatives