Alexander Brauneis

University of Klagenfurt

Research Assistant / Assistant Professor

Universitaetsstrasse 65-67

Klagenfurt, 9020

Austria

http://www.aau.at/fin

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 48,775

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Top 48,775

in Total Papers Downloads

831

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Cryptocurrency-Portfolios in a Mean-Variance Framework

Number of pages: 12 Posted: 27 Feb 2018
Alexander Brauneis and Roland Mestel
University of Klagenfurt and University of Graz
Downloads 323 (93,878)
Citation 2

Abstract:

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cryptocurrencies, portfolio optimization, Markowitz, naive diversification

2.

Bitcoin Exchange Rates: How Integrated are Markets?

Number of pages: 49 Posted: 07 Oct 2018 Last Revised: 03 Jul 2019
Alexander Brauneis, Roland Mestel, Ryan Riordan and Erik Theissen
University of Klagenfurt, University of Graz, Smith School of Business and University of Mannheim - Finance Area
Downloads 271 (113,437)
Citation 3

Abstract:

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Bitcoin, Cryptocurrencies, Market Integration, Liquidity, Bid-Ask Spread

Inducing Low-Carbon Investment in the Electric Power Industry Through a Price Floor for Emissions Trading

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 29 Posted: 14 Sep 2011
Alexander Brauneis, Michael Loretz, Roland Mestel and Stefan Palan
University of Klagenfurt, affiliation not provided to SSRN, University of Graz and University of Graz
Downloads 55 (381,504)
Citation 1

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Carbon price, price floor, technological change, investment decision, real option approach

Inducing Low-Carbon Investment in the Electric Power Industry Through a Price Floor for Emissions Trading

FEEM Working Paper No. 74.2011
Number of pages: 34 Posted: 21 Nov 2011 Last Revised: 26 May 2014
Alexander Brauneis, Roland Mestel, Stefan Palan and Michael Loretz
University of Klagenfurt, University of Graz, University of Graz and University of Graz
Downloads 52 (391,646)
Citation 1

Abstract:

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carbon price, price floor, technological change, investment decision, real option approach

4.

An Event-Based Approach for Dynamic Volume Return Relationships of DAX Companies

Number of pages: 22 Posted: 08 Aug 2008
Roland Mestel and Alexander Brauneis
University of Graz and University of Klagenfurt
Downloads 102 (264,113)

Abstract:

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Volume-Return Relations, Event Study Methodology

5.

The Anatomy of a Fee Change - Evidence from Cryptocurrency Markets

Number of pages: 19 Posted: 25 Sep 2019
Alexander Brauneis, Roland Mestel, Ryan Riordan and Erik Theissen
University of Klagenfurt, University of Graz, Smith School of Business and University of Mannheim - Finance Area
Downloads 28 (481,665)

Abstract:

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cryptocurrencies, trading fees, market liquidity, maker-taker fees

6.

Modeling Carbon Spot and Futures Price Returns with GARCH and Markov Switching GARCH Models. Evidence from the First Commitment Period (2008-2012)

Central European Journal of Operations Research, Forthcoming
Posted: 16 Sep 2014
Alexander C.M. Zeitlberger and Alexander Brauneis
zeb/rolfes.schierenbeck.associates and University of Klagenfurt

Abstract:

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carbon spot and futures returns, EU ETS, GARCH, regime switching, Granger causality, forecasting