Matthäus Pietz

Technische Universität München - Center for Entrepreneurial and Financial Studies

Arcisstraße 21

Munich, 80333

Germany

http://www.cefs.de

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Simulation-Based Valuation of Project Finance - Does Model Complexity Really Matter?

CEFS Working Paper No. 2010-3
Number of pages: 23 Posted: 23 Apr 2010 Last Revised: 29 Sep 2011
Technische Universität München (TUM) - Center for Entrepreneurial and Financial Studies (CEFS), The University of Hong Kong - Faculty of Business and Economics, Technische Universität München - Center for Entrepreneurial and Financial Studies and Technische Universität München (TUM)
Downloads 667 (41,184)
Citation 1

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Project Finance, Investment Valuation, Stochastic Modeling, Monte Carlo Simulation, Forecasting, Model Complexity

2.

Risk Premia in the German Electricity Futures Market

CEFS Working Paper No. 2009-7
Number of pages: 36 Posted: 07 May 2009 Last Revised: 30 Sep 2009
Matthäus Pietz
Technische Universität München - Center for Entrepreneurial and Financial Studies
Downloads 267 (122,542)
Citation 1

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Electricity, Electricity Market, Forward Market, Futures Market, Risk Premia, Risk Premium, Realised Risk Premia, Ex post Risk Premia

3.

Risk Premia in Electricity Wholesale Spot Markets - Empirical Evidence from Germany

Number of pages: 37 Posted: 26 Sep 2009 Last Revised: 03 Oct 2009
Matthäus Pietz
Technische Universität München - Center for Entrepreneurial and Financial Studies
Downloads 116 (255,103)
Citation 2

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Electricity, Intraday Market, Day-Ahead Market, Risk Premia, Risk Premium