Gero Schindlmayr

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

3

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3

Scholarly Papers (3)

1.

Cross-Commodity Analysis and Applications to Risk Management

Journal of Futures Markets, Vol. 29, No. 3, January 2009
Number of pages: 20 Posted: 18 Apr 2007 Last Revised: 16 Nov 2009
RWE AG, University of Oxford, University of Duisburg-Essen - Faculty of Economic Science and affiliation not provided to SSRN
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Commodity, Hedging, Risk Management, Power Plant

2.

Quantifying Risk in the Electricity Business: A RAROC-based Approach

Energy Economics, Vol. 29, No. 5, 2007
Posted: 24 Oct 2007
Texas Tech University, Leibniz Universität Hannover - Faculty of Economics and Management, affiliation not provided to SSRN and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies

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Power Markets, Spot Market Prices, Load Contracts, Risk Management, RAROC

3.

A Two-Factor Model for the Electricity Forward Market

Quantitative Finance, Vol. 9, No. 3, 2009
Posted: 02 May 2007 Last Revised: 16 Nov 2009
Ruediger Kiesel, Gero Schindlmayr and Reik H. Boerger
University of Duisburg-Essen - Faculty of Economic Science, affiliation not provided to SSRN and RWE AG

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Energy derivatives, Futures, Option, Two-Factor Model, Volatility Term Structure