Concepedia

Rüdiger Kiesel

RK

33

Publications

1.3K

Citations

19

H-Index

1991

Active since

Affiliations

University of Duisburg-Essen(Current)

Universität Ulm

University of Oslo

Helmholtz-Institute Ulm

London School of Economics and Political Science

Rüdiger Kiesel is an author at University of Duisburg-Essen specializing in finance, business, and economics.

Top concepts

Publications per year

1991–2023

33

Publications

33

The estimation of transition matrices for sovereign credit ratings

Yen-Ting Hu, Rüdiger Kiesel, William Perraudin · Journal of Banking & Finance · 2002 · 171 citations

, , +5

Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium

Fred Espen Benth, Álvaro Cartea, Rüdiger Kiesel · Journal of Banking & Finance · 2008 · 159 citations · Full text

, , +8

Semi-parametric modelling in finance: theoretical foundations

Ν. H. Bingham, Rüdiger Kiesel · Quantitative Finance · 2002 · 125 citations

, , +19

A critical empirical study of three electricity spot price models

Fred Espen Benth, Rüdiger Kiesel · Energy Economics · 2011 · 107 citations

, , +10

Risk-neutral valuation of participating life insurance contracts

Daniel J. Bauer, Rüdiger Kiesel, Alexander Kling et al. · Insurance Mathematics and Economics · 2006 · 92 citations

, , +7

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