Margarethe Rammerstorfer

Vienna University of Economics and Business - Department of Corporate Finance

Welthandelsplatz 1

1020 Vienna

Austria

SCHOLARLY PAPERS

11

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CITATIONS

1

Scholarly Papers (11)

1.

Investment Decisions under Market Concentration and Price Regulation

Number of pages: 36 Posted: 24 Aug 2007 Last Revised: 27 Apr 2008
Thomas Nagel and Margarethe Rammerstorfer
Vienna University of Economics and Business and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 229 (98,491)
Citation 1

Abstract:

Regulation, Regulatory Risk, Price Cap, Real Option

2.

Modeling Investment Behavior under Price Cap Regulation

Number of pages: 24 Posted: 21 Jul 2008 Last Revised: 19 Aug 2008
Thomas Nagel and Margarethe Rammerstorfer
Vienna University of Economics and Business and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 169 (138,684)

Abstract:

Regulation, Regulatory Risk, Price Cap, Real Options

3.

Markowitz Revisited Social Portfolio Engineering

European Journal of Operational Research (EJOR)
Posted: 18 Aug 2014 Last Revised: 29 Oct 2016
Stephan M. Gasser, Margarethe Rammerstorfer and Karl Weinmayer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Corporate Finance and Vienna University of Economics and Business - Institute for Finance, Banking and Insurance

Abstract:

Socially Responsible Investments, Portfolio Optimization, International Financial Markets

4.

Theory of Storage: An Empirical Assessment of the European Natural Gas Market

DIW Berlin Discussion Paper No. 821
Number of pages: 18 Posted: 29 Jun 2009
Marcus Stronzik, Margarethe Rammerstorfer and Anne Neumann
Centre for European Economic Research (ZEW), Vienna University of Economics and Business - Department of Corporate Finance and German Institute for Economic Research (DIW Berlin)
Downloads 120 (181,064)

Abstract:

storage, energy commodity, natural gas, convenience yield

5.

Grid Expansion Investments When Production is Uncertain - A Real Options Model in the Context of Renewables

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 16 Posted: 23 Aug 2010 Last Revised: 06 Nov 2010
Denes Kucsera and Margarethe Rammerstorfer
Research Institute for Regulatory Economics and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 83 (225,614)

Abstract:

Regulation, Renewables, Price Cap, Real Option

6.

Rating Agencies' Monitoring and Certification Services - Evidence from the Sovereign CDS Market

Number of pages: 19 Posted: 11 Jan 2014
Thomas Reinhard Kremser, Daniela Kremslehner and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 53 (275,014)

Abstract:

Credit default swaps, Sovereign credit ratings, Credit rating agencies, Information content, Event study

7.

DEA Portfolio Modeling - The Case of Socially Responsible Investing

Number of pages: 29 Posted: 22 Aug 2016
Karl Weinmayer, Stephan M. Gasser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 0 (345,527)

Abstract:

Socially Responsible Investments, Portfolio Optimization, International Financial Markets

8.

The Impact of EU ETS Price Variations on Germany's Electricity Production Mix

Die Unternehmung - Swiss Journal of Business Research and Practice, Volume 3/2014, Pages 163-179.
Posted: 24 Sep 2014
Vienna University of Economics and Business, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Electricity Market Modeling and Simulation, Cournot Competition, EU ETS Certificate Prices

The Convenience Yield Implied in the European Natural Gas Markets: The Impact of Storage and Weather

Journal of Energy Markets, Forthcoming
Number of pages: 32 Posted: 04 Aug 2016
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 0

Abstract:

natural gas, futures, convenience yield, price volatility, GARCH

The Convenience Yield Implied in the European Natural Gas Markets – The Impact of Storage and Weather

Posted: 15 Sep 2012 Last Revised: 23 Sep 2014
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Natural Gas, Futures, Convenience Yield, Price Volatility, GARCH.

10.

Mergers and Acquisitions in European and North American Energy Markets: Implications for the Assessment of Legal and Ownership Unbundling

Journal of Competition Law and Economics, Volume 11, Issue 4, Pp. 935-954, 2015
Posted: 15 Sep 2012 Last Revised: 25 Mar 2016
Stefan Bogner, Stephan M. Gasser and Margarethe Rammerstorfer
Vienna University of Economics and Business Administration, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Mergers, Acquisitions, Energy Markets, Regulation, Unbundling

11.

Predictive Performance and Bias - Evidence from Natural Gas Markets

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 16 Sep 2011 Last Revised: 23 Sep 2014
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Abstract:

Natural Gas, Commodity Pricing, Unbiasedness, Kalman Filter, Risk Premia