| An econometric model for intraday electricity trading M Kremer, R Kiesel, F Paraschiv Philosophical Transactions of the Royal Society A 379 (2202), 20190624, 2021 | 34* | 2021 |
| Intraday renewable electricity trading: Advanced modeling and numerical optimal control S Glas, R Kiesel, S Kolkmann, M Kremer, N Graf von Luckner, L Ostmeier, ... Journal of Mathematics in Industry 10 (3), 1-17, 2020 | 29 | 2020 |
| Intraday electricity pricing of night contracts M Kremer, R Kiesel, F Paraschiv Energies 13 (17), 4501, 2020 | 22 | 2020 |
| Economic and political effects on currency clustering dynamics M Kremer, AP Becker, I Vodenska, HE Stanley, R Schäfer Quantitative Finance 19 (5), 705-716, 2019 | 14* | 2019 |
| Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns M Wollschläger, R Schäfer Journal of Risk 19 (1), 1-23, 2016 | 14 | 2016 |
| Dependence structure of market states D Chetalova, M Wollschläger, R Schäfer Journal of Statistical Mechanics: Theory and Experiment 2015 (8), P08012, 2015 | 13 | 2015 |
| Volatility and liquidity on high-frequency electricity futures markets: Empirical analysis and stochastic modeling M Kremer, FE Benth, B Felten, R Kiesel International Journal of Theoretical and Applied Finance 23 (4), 2050027, 2020 | 6 | 2020 |
| Intraday renewable electricity trading: Advanced modeling and optimal control S Glas, R Kiesel, S Kolkmann, M Kremer, N Graf von Luckner, L Ostmeier, ... Progress in Industrial Mathematics at ECMI 2018, 469-475, 2019 | 6 | 2019 |
| thrreg: Threshold regression model M Kremer R package, 2020 | 4 | 2020 |
| kcopula: The bivariate K-copula M Kremer CRAN (R package), 2020 | 2 | 2020 |
| High-frequency electricity trading: Empirics, fundamentals, and stochastics M Kremer University of Duisburg-Essen, 2021 | | 2021 |
| Package ‘kcopula’ M Kremer | | 2020 |
Rüdiger KieselProfessor, University Duisburg-Essen, House of Energy Markets and FinanceVerified email at uni-due.de
