Concepedia

Steffen Hitzemann

SH

7

Publications

205

Citations

7

H-Index

2011

Active since

Affiliations

Karlsruhe Institute of Technology(Current)

Rutgers, The State University of New Jersey

Steffen Hitzemann is an author at Karlsruhe Institute of Technology specializing in business, asset pricing, and carbon pricing.

Top concepts

BusinessFinanceEconomicsAsset PricingCarbon PricingEmission ControlEconomic AnalysisEnvironmental EconomicsTradeEngineering

Publications per year

2011–2022

7

Publications

7

Oil volatility risk

Lin Gao, Steffen Hitzemann, Ivan Shaliastovich et al. · Journal of Financial Economics · 2021 · 85 citations

Volatility Modeling, Financial Economics, Asset Pricing +4

Equilibrium Price Dynamics of Emission Permits

Steffen Hitzemann, Marliese Uhrig‐Homburg · Journal of Financial and Quantitative Analysis · 2018 · 38 citations

Economics, Carbon Markets, Option Pricing +14

Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities

Steffen Hitzemann, Marliese Uhrig‐Homburg, Karl‐Martin Ehrhart · Energy Economics · 2015 · 30 citations

Economics, Carbon Emission Trading, Engineering +12

Margin Requirements and Equity Option Returns

Steffen Hitzemann, Michael Hofmann, Marliese Uhrig‐Homburg et al. · SSRN Electronic Journal · 2017 · 17 citations · Full text

Empirical Performance of Reduced-Form Models for Emission Permit Prices

Steffen Hitzemann, Marliese Uhrig‐Homburg · SSRN Electronic Journal · 2013 · 15 citations · Full text

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