Stefan Feuerriegel

ETH Zurich

Weinbergstr. 56/58

Zürich, 8092

Switzerland

http://www.mis.ethz.ch/

SCHOLARLY PAPERS

14

DOWNLOADS

706

CITATIONS

7

Scholarly Papers (14)

1.

What Matters Most? How Tone in Initial Public Offering Filings and Pre-IPO News Influences Stock Market Returns

Number of pages: 21 Posted: 24 Sep 2014
Stefan Feuerriegel, Jonas Schmitz and Dirk Neumann
ETH Zurich, University of Freiburg and University of Freiburg
Downloads 302 (99,457)

Abstract:

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initial public offering, filings, information processing, sentiment analysis, text mining

2.

Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment

Number of pages: 18 Posted: 08 May 2015
Stefan Feuerriegel, Georg Wolff and Dirk Neumann
ETH Zurich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 132 (215,636)

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Information processing, economics of IS, decision analysis, country-level analysis, behavioral science, econometric analyses, cognitive bias, text mining

3.

Driven by News Tone? Understanding Information Processing When Covariates are Unknown: The Case of Natural Gas Price Movements

Number of pages: 11 Posted: 29 Jun 2015
University of Freiburg - Information Systems Research, Albert-Ludwigs-Universität Freiburg, University of Freiburg - Information Systems Research, ETH Zurich and University of Freiburg
Downloads 128 (220,800)

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Information processing, human information processing, natural language processing, behavioral science, text mining, IS research

4.

News Sentiment and Overshooting of Exchange Rates

Feuerriegel, Stefan, Georg Wolff, and Dirk Neumann. "News Sentiment and Overshooting of Exchange Rates." Applied Economics 48.44 (2016): 4238-4250.
Number of pages: 33 Posted: 07 Aug 2018
Stefan Feuerriegel, Georg Wolff and Dirk Neumann
ETH Zurich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 27 (479,908)

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exchange rate, overshooting model, news sentiment, multivariate analysis

5.

Understanding Negations in Information Processing: Learning from Replicating Human Behavior

Number of pages: 39 Posted: 19 Apr 2017
Nicolas Pröllochs, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zurich and University of Freiburg
Downloads 24 (496,266)
Citation 1

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unstructured data, information processing, decision-making, natural language processing, reinforcement learning, negations

6.

Putting Big Data Analytics to Work: Feature Selection for Forecasting Electricity Prices Using the Lasso and Random Forests

Journal of Decision Systems, Vol 24, 2015
Number of pages: 27 Posted: 05 Aug 2018
Nicole Ludwig, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zurich and University of Freiburg
Downloads 23 (501,757)

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Predictive Analytics\Sep Decision Support; Exogenous Predictors; Feature Selection; Electricity Prices; Weather Data

7.

Short-Term Dynamics of Day-Ahead and Intraday Electricity Prices

International Journal of Energy Sector Management, Vol. 11 Issue: 4, pp.557-573, doi.org/10.1108/IJESM-05-2016-0009
Number of pages: 31 Posted: 20 Aug 2018
Georg Wolff and Stefan Feuerriegel
University of Freiburg - Information Systems Research and ETH Zurich
Downloads 16 (542,441)

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Electricity, Price Modeling, Renewable Energies, External Drivers, Weather Influence, Time Series Analysis, Autoregressive Model

8.

Is More Information Better than Less? Understanding the Impact of Demand Response Mechanisms in Energy Markets

Number of pages: 12 Posted: 06 Aug 2018
Stefan Feuerriegel, Philipp Bodenbenner and Dirk Neumann
ETH Zurich, University of Freiburg and University of Freiburg
Downloads 16 (542,441)
Citation 2

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Green IT/IS, Business Value of IS/Value of IS, Demand-Side, Information Systems, Decision Making/Makers

9.

Contract Durations in the Electricity Market: Causal Impact of 15 Min Trading on the EPEX SPOT Market

Energy Economics, 2017
Number of pages: 39 Posted: 05 Aug 2018
Joscha Märkle-Huß, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zurich and University of Freiburg
Downloads 15 (548,352)

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Electricity Market; 15-Min Trading: Market Design; Contract Duration; Bayesian Structural Time Series; Policy Implications

10.

Measuring the Financial Impact of Demand Response for Electricity Retailers

Number of pages: 40 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
ETH Zurich and University of Freiburg
Downloads 8 (591,733)

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Demand Response; Load Shifting; Economic Potential

11.

Integration Scenarios of Demand Response into Electricity Markets: Load Shifting, Financial Savings and Policy Implications

Feuerriegel, Stefan, and Dirk Neumann. "Integration Scenarios of Demand Response into Electricity Markets: Load Shifting, Financial Savings and Policy Implications." Energy Policy 96 (2016): 231-240.
Number of pages: 45 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
ETH Zurich and University of Freiburg
Downloads 6 (604,756)

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Demand Response, Load shifting, Economic potential, Policy implications, Optimization

12.

Cost Minimization of Large-Scale Infrastructure for Electricity Generation and Transmission

Number of pages: 37 Posted: 10 Jun 2019
Joscha Märkle-Huß, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zurich and University of Freiburg
Downloads 3 (626,349)

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Energy; Electricity generation and transmission planning; Neighborhood heuristics; Metaheuristics; Variable neighborhood search; Real-world application

13.

Value and Granularity of ICT and Smart Meter Data in Demand Response Systems

Energy Economics, Vol. 54, 2016
Number of pages: 38 Posted: 05 Aug 2018
Stefan Feuerriegel, Philipp Bodenbenner and Dirk Neumann
ETH Zurich, University of Freiburg and University of Freiburg
Downloads 3 (626,349)

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Demand Response\Sep Load Shifting; Smart Meters; Electricity Markets; Information Granularity; Business Models

14.

Crossing the Next Frontier: The Role of ICT in Driving the Financialization of Credit

Journal of Information Technology, Vol. 32, Issue 3, 2017
Number of pages: 16 Posted: 23 May 2018
Daniel Drummer, Stefan Feuerriegel and Dirk Neumann
Harvard University, ETH Zurich and University of Freiburg
Downloads 3 (626,349)
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financialization, information technology, marketplace lending, peer-to-peer lending, credit, intermediation