Richard Biegler-König

STEAG GmbH

Rellinghauser Str. 1-3

Essen, 45128

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

884

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (6)

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1.

Modelling Green PPAs in Power Markets - Pricing, Hedging and Risk Management of Green Power Purchase Agreements in Electricity Markets

Number of pages: 31 Posted: 22 Nov 2022
Richard Biegler-König, Tobias Pfingsten and Björn Fischbach
STEAG GmbH, STEAG GmbH and University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 224 (218,206)

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Green PPAs, Trading and Finance of renewable electricity, Structuring, Pricing and Hedging, Stochastic modelling of energy markets

2.

Electricity Options and Additional Information

Number of pages: 25 Posted: 21 Jul 2012
Richard Biegler-König, Fred Espen Benth and Ruediger Kiesel
STEAG GmbH, University of Oslo and University of Duisburg-Essen - Faculty of Economic Science
Downloads 220 (221,945)

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

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
STEAG GmbH and RIVACON
Downloads 154 (303,950)
Citation 2

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

4.

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
STEAG GmbH, University of Oslo and University of Duisburg-Essen - Faculty of Economic Science
Downloads 153 (305,650)
Citation 5

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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

5.

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
STEAG GmbH and RIVACON
Downloads 133 (341,717)

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

6.

Enlargement of Filtration and a Broader Class of Utility Functions

Posted: 22 Dec 2015
Richard Biegler-König
STEAG GmbH

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