Margarethe Rammerstorfer

Vienna University of Economics and Business - Department of Corporate Finance

Welthandelsplatz 1

1020 Vienna

Austria

SCHOLARLY PAPERS

12

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536

CITATIONS

0

Scholarly Papers (12)

1.

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 130 (217,996)
Citation 2

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storage, energy commodity, natural gas, convenience yield

2.

DEA Portfolio Modeling - The Case of Socially Responsible Investing

29th Australasian Finance and Banking Conference 2016
Number of pages: 28 Posted: 22 Aug 2016 Last Revised: 24 Jan 2018
Stephan 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 Modul University Vienna - Department of International Management
Downloads 123 (227,312)

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Socially Responsible Investments, Portfolio Optimization, International Financial Markets

3.

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 96 (270,510)

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Regulation, Renewables, Price Cap, Real Option

4.

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 76 (312,517)

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

5.

Information Content of Corporate Social Responsibility Disclosures in Europe: An Institutional Perspective

Number of pages: 76 Posted: 22 Apr 2019
Stephanie Mittelbach-Hoermanseder, Katrin Hummel and Margarethe Rammerstorfer
WU Vienna, University of Zurich and Vienna University of Economics and Business - Department of Corporate Finance
Downloads 49 (389,281)

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CSR disclosures, value relevance, information environment, textual analysis

6.

Passive ESG Portfolio Management - The Benchmark Strategy for Socially Responsible Investors

Number of pages: 44 Posted: 17 Jun 2019
Julian Amon, Margarethe Rammerstorfer and Karl Weinmayer
Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Vienna University of Economics and Business - Department of Corporate Finance and Modul University Vienna - Department of International Management
Downloads 38 (429,916)

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sustainable nance, portfolio management, fund management, social - nance, asset management, asset pricing, factor analysis, socially responsible investing

7.

Internal Capital Markets and Bank Holding Company Efficiency

Number of pages: 19 Posted: 22 Feb 2018
Karl Weinmayer, Margarethe Rammerstorfer and Silvia Bressan
Modul University Vienna - Department of International Management, Vienna University of Economics and Business - Department of Corporate Finance and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 24 (495,793)

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Double Leverage, Bank Holding Companies, Subsidiary, Data Envelopment Analysis

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

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

9.

Markowitz Revisited Social Portfolio Engineering

European Journal of Operational Research (EJOR)
Posted: 18 Aug 2014 Last Revised: 29 Oct 2016
Stephan 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 Modul University Vienna - Department of International Management

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Socially Responsible Investments, Portfolio Optimization, International Financial Markets

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 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

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Mergers, Acquisitions, Energy Markets, Regulation, Unbundling

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
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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

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

12.

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

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