Thomas Reinhard Kremser

Vienna University of Economics and Business - Institute for Finance, Banking and Insurance

Teaching and Research Associate

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

5

DOWNLOADS

72

CITATIONS

0

Scholarly Papers (5)

1.

Rating Agencies' Monitoring and Certification Services - Evidence from the Sovereign CDS Market

Number of pages: 19 Posted: 11 Jan 2014
Thomas Reinhard Kremser, Daniela Kremslehner and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 53 (275,704)

Abstract:

Credit default swaps, Sovereign credit ratings, Credit rating agencies, Information content, Event study

2.

Dagong's Entry into the Sovereign Credit Ratings' Market

Posted: 24 Sep 2014
Thomas Reinhard Kremser and Daniela Kremslehner
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Finance, Accounting & Statistics

Abstract:

Sovereign credit ratings, Credit rating agencies, Market Entry

3.

The Impact of EU ETS Price Variations on Germany's Electricity Production Mix

Die Unternehmung - Swiss Journal of Business Research and Practice, Volume 3/2014, Pages 163-179.
Posted: 24 Sep 2014
Vienna University of Economics and Business, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Electricity Market Modeling and Simulation, Cournot Competition, EU ETS Certificate Prices

The Convenience Yield Implied in the European Natural Gas Markets: The Impact of Storage and Weather

Journal of Energy Markets, Forthcoming
Number of pages: 32 Posted: 04 Aug 2016
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance
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Abstract:

natural gas, futures, convenience yield, price volatility, GARCH

The Convenience Yield Implied in the European Natural Gas Markets – The Impact of Storage and Weather

Posted: 15 Sep 2012 Last Revised: 23 Sep 2014
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Natural Gas, Futures, Convenience Yield, Price Volatility, GARCH.

5.

Predictive Performance and Bias - Evidence from Natural Gas Markets

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 16 Sep 2011 Last Revised: 23 Sep 2014
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Natural Gas, Commodity Pricing, Unbiasedness, Kalman Filter, Risk Premia