Richard Biegler-König

Evonik Steag GmbH

Rellinghauser Straße 1-11

Essen, 45128

Germany

University of Duisburg-Essen - Department of Economics and Business Administration

Universitätsstr. 9

Essen, 45141

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

406

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Electricity Options and Additional Information

Number of pages: 25 Posted: 21 Jul 2012
Richard Biegler-König, Fred Espen Benth and Ruediger Kiesel
Evonik Steag GmbH, University of Oslo and University of Duisburg-Essen - Faculty of Economic Science
Downloads 182 (168,404)

Abstract:

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Information premium, Electricity markets, Forwards, Options, Enlargement of Filtrations

2.

An Empirical Study of the Information Premium on Electricity Markets

Number of pages: 48 Posted: 21 Jul 2012
Richard Biegler-König, Fred Espen Benth and Ruediger Kiesel
Evonik Steag GmbH, University of Oslo and University of Duisburg-Essen - Faculty of Economic Science
Downloads 125 (230,031)
Citation 5

Abstract:

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Electricity markets, risk premium, information premium,spot-forward relationship, enlargement of filtrations, Gaussian and non-Gaussian Ornstein-Uhlenbeck processes, Hilbert space representation

3.

Arbitrage-Free Shifting of Price Forward Curves - An Efficient and Generic Algorithm

Number of pages: 17 Posted: 22 Dec 2015
Richard Biegler-König and Kay F. Pilz
Evonik Steag GmbH and RIVACON
Downloads 70 (335,168)
Citation 1

Abstract:

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Price Forward Curves (PFC), energy markets, electricity markets, arbitrage free pricing, Monte-Carlo methods

4.

Machine Learning and Quality Management of Quantitative Data - With an Application to Energy Finance

Number of pages: 24 Posted: 25 Jun 2019
Richard Biegler-König and Daniel Oeltz
Evonik Steag GmbH and RIVACON
Downloads 29 (480,649)

Abstract:

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quantitative data quality, machine learning, unsupervised learning, autoencoders, financial bootstrapping, energy finance, HPFC (Hourly Price Forward Curve)

5.

Enlargement of Filtration and a Broader Class of Utility Functions

Posted: 22 Dec 2015
Richard Biegler-König
Evonik Steag GmbH

Abstract:

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Enlargement of filtrations, insider trading, electricity markets, Brownian bridge, utility function, indifference pricing, additional information