Author Page for Carl J. Ullrich

1.

Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency

EFA 2009 Bergen Meetings Paper

Number of pages: 46 Posted: 16 Feb 2009 Last Revised: 30 Jun 2009

Carl J. Ullrich

James Madison University - College of Business

Downloads 257 (141,578)

Citation 7

Abstract:

2.

Constrained Capacity and Equilibrium Forward Premia in Electricity Markets

Number of pages: 45 Posted: 08 Aug 2006 Last Revised: 21 Nov 2007

Carl J. Ullrich

James Madison University - College of Business

Downloads 197 (182,512)

Citation 6

Abstract:

3.

Keeping the Lights On Until the Regulator Makes Up His Mind!

Midwest Finance Association 2012 Annual Meetings Paper

Number of pages: 37 Posted: 17 Sep 2011 Last Revised: 19 Nov 2012

Stein-Erik Fleten, Erik Haugom and Carl J. Ullrich

Norwegian University of Science and Technology (NTNU), Lillehammer University College and James Madison University - College of Business

Downloads 187 (191,330)

Abstract:

4.

Continuous-Time Models of Currency Volatility

Number of pages: 38 Posted: 04 Sep 2007

Carl J. Ullrich

James Madison University - College of Business

Downloads 140 (244,115)

Abstract:

5.

Forecasting Spot Price Volatility Using the Short-Term Forward Curve

Number of pages: 24 Posted: 05 Dec 2010 Last Revised: 27 Jan 2011

Erik Haugom and Carl J. Ullrich

affiliation not provided to SSRN and James Madison University - College of Business

Downloads 125 (266,402)

Citation 1

Abstract:

6.

Regulatory Uncertainty, Corporate Expectations, and the Postponement of Investment: The Case of Electricity Market Deregulation

Number of pages: 34 Posted: 15 Oct 2011

Randall S. Billingsley and Carl J. Ullrich

Virginia Polytechnic Institute & State University - Pamplin College of Business and James Madison University - College of Business

Downloads 97 (317,791)

Carl J. Ullrich

James Madison University - College of Business

Assistant Professor of Finance

Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law

Assistant Professor of Finance

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Scholarly Papers (6)

Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency

Abstract:

Constrained Capacity and Equilibrium Forward Premia in Electricity Markets

Abstract:

Keeping the Lights On Until the Regulator Makes Up His Mind!

Abstract:

Continuous-Time Models of Currency Volatility

Abstract:

Forecasting Spot Price Volatility Using the Short-Term Forward Curve

Abstract:

Regulatory Uncertainty, Corporate Expectations, and the Postponement of Investment: The Case of Electricity Market Deregulation

Abstract: