Concepedia

Michael Bierbrauer

MB

4

Publications

305

Citations

4

H-Index

2004

Active since

Affiliations

Wrocław University of Science and Technology(Current)

Michael Bierbrauer is an author at Wrocław University of Science and Technology specializing in business, economic analysis, and economics.

Top concepts

Publications per year

2004–2008

4

Publications

4

Modeling electricity prices: jump diffusion and regime switching

Rafał Weron, Michael Bierbrauer, Stefan Trück · Physica A Statistical Mechanics and its Applications · 2004 · 256 citations

, , +8

Spot and derivative pricing in the EEX power market

Michael Bierbrauer, Christian Menn, Svetlozar T. Rachev et al. · Journal of Banking & Finance · 2007 · 24 citations

, , +6

Modelling Electricity Prices: Jump Diffusion and Regime Switching

Rafał Weron, Michael Bierbrauer, Stefan Trück · SSRN Electronic Journal · 2008 · 14 citations · Full text

, , +13

Modeling Electricity Prices with Regime Switching Models

Michael Bierbrauer, Stefan Trueck, Rafał Weron · Lecture notes in computer science · 2004 · 11 citations

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