Alexander Brauneis

University of Klagenfurt

Research Assistant / Assistant Professor

Universitaetsstrasse 65-67

Klagenfurt, 9020

Austria

http://www.aau.at/fin

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 43,059

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Top 43,059

in Total Papers Downloads

1,041

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (8)

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 353 (88,854)
Citation 4

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, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 303 (105,307)
Citation 3

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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 56 (393,229)
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 53 (403,753)
Citation 1

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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 104 (271,285)

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Volume-Return Relations, Event Study Methodology

5.

A High-Frequency Analysis of Bitcoin Markets

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39 Posted: 31 Oct 2019
Alexander Brauneis, Roland Mestel, Ryan Riordan and Erik Theissen
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 88 (302,464)

Abstract:

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6.

How to Measure the Liquidity of Cryptocurrencies?

Number of pages: 43 Posted: 01 Jan 2020 Last Revised: 08 Mar 2020
Alexander Brauneis, Roland Mestel, Ryan Riordan and Erik Theissen
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 42 (437,461)

Abstract:

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cryptocurrencies, liquidity, horse race

7.

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, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 42 (437,461)
Citation 1

Abstract:

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

8.

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