Waldemar Rotfuss

ZEW – Leibniz Centre for European Economic Research

P.O. Box 10 34 43

L 7,1

D-68034 Mannheim, 68034

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

732

SSRN CITATIONS
Rank 18,367

SSRN RANKINGS

Top 18,367

in Total Papers Citations

6

CROSSREF CITATIONS

38

Scholarly Papers (5)

1.

Options, Futures, and Other Derivatives in Russia: An Overview

ZEW - Centre for European Economic Research Discussion Paper No. 07-059
Number of pages: 42 Posted: 22 Oct 2007 Last Revised: 12 Sep 2018
Waldemar Rotfuss
ZEW – Leibniz Centre for European Economic Research
Downloads 362 (83,010)

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Russia, Financial Derivatives Market, Russian Fina

2.

Intraday Price Formation and Volatility in the European Union Emissions Trading Scheme: An Introductory Analysis

ZEW - Centre for European Economic Research Discussion Paper No. 09-018
Number of pages: 32 Posted: 24 Jun 2009 Last Revised: 27 Sep 2009
Waldemar Rotfuss
ZEW – Leibniz Centre for European Economic Research
Downloads 138 (212,483)
Citation 9

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EUA, EU ETS, intraday price formation, realized volatility

Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency

University of Heidelberg, Department of Economics, Discussion Paper No. 497
Number of pages: 27 Posted: 15 Mar 2010
Christian Conrad, Daniel Rittler and Waldemar Rotfuss
Heidelberg University - Faculty of Economics and Social Studies, Heidelberg University - Alfred Weber Institute for Economics and ZEW – Leibniz Centre for European Economic Research
Downloads 64 (355,228)
Citation 5

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EU ETS, EUA, Second NAPs, Announcement Effects, Price Formation, Long Memory

Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency

Energy Economics, Forthcoming, ZEW - Centre for European Economic Research Discussion Paper No. 10-038
Number of pages: 31 Posted: 15 Jun 2010 Last Revised: 27 Feb 2011
Christian Conrad, Daniel Rittler and Waldemar Rotfuss
Heidelberg University - Faculty of Economics and Social Studies, Heidelberg University - Alfred Weber Institute for Economics and ZEW – Leibniz Centre for European Economic Research
Downloads 42 (431,938)
Citation 2

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EU ETS, EUA, Announcement Effects, Price Formation, Long Memory

4.

The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPs

EFA 2009 Bergen Meetings Paper, ZEW - Centre for European Economic Research Discussion Paper No. 09-045
Number of pages: 11 Posted: 12 Feb 2009 Last Revised: 21 Sep 2009
Waldemar Rotfuss, Christian Conrad and Daniel Rittler
ZEW – Leibniz Centre for European Economic Research, Heidelberg University - Faculty of Economics and Social Studies and Heidelberg University - Alfred Weber Institute for Economics
Downloads 70 (334,453)
Citation 1

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EU ETS, Price Formation, European Union Allowance (EUA), European Commission

5.

Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals

ZEW - Centre for European Economic Research Discussion Paper No. 13-001
Number of pages: 24 Posted: 12 Jan 2013
Benjamin Johannes Lutz, Uta Pigorsch and Waldemar Rotfuss
ZEW – Leibniz Centre for European Economic Research, University of Mannheim and ZEW – Leibniz Centre for European Economic Research
Downloads 56 (374,759)
Citation 4

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EU ETS, EUA Price Fundamentals, Markov Regime-Switching