Steffen Hitzemann

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

1 Washington Park

Newark, NJ 07102

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 29,323

in Total Papers Downloads

2,052

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (7)

1.

Equilibrium Price Dynamics of Emission Permits

Number of pages: 47 Posted: 17 Feb 2011 Last Revised: 30 Apr 2015
Steffen Hitzemann and Marliese Uhrig-Homburg
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 595 (56,068)
Citation 5

Abstract:

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emission permits, spot and futures price dynamics, carbon derivatives

2.

Margin Requirements and Equity Option Returns

Number of pages: 81 Posted: 04 Jun 2016 Last Revised: 01 Jul 2021
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and WU Vienna University of Economics and Business
Downloads 494 (70,690)
Citation 4

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equity options, margins, funding liquidity, cross-section of option returns

3.

Macroeconomic Fluctuations, Oil Supply Shocks, and Equilibrium Oil Futures Prices

Number of pages: 51 Posted: 24 Oct 2014 Last Revised: 29 Sep 2016
Steffen Hitzemann
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 493 (71,034)

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oil market, general equilibrium, futures prices, risk premia

4.

Empirical Performance of Reduced-Form Models for Emission Permit Prices

Number of pages: 38 Posted: 23 Jul 2013 Last Revised: 29 Sep 2016
Steffen Hitzemann and Marliese Uhrig-Homburg
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 168 (217,411)
Citation 5

Abstract:

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emission permits, price dynamics, option pricing, environmental finance, carbon derivatives

5.

Paying for Beta: Leverage Demand and Asset Management Fees

Number of pages: 62 Posted: 25 Oct 2019 Last Revised: 15 Dec 2020
Steffen Hitzemann, Stanislav Sokolinski and Mingzhu Tai
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and The University of Hong Kong, Faculty of Business and Economics
Downloads 152 (236,476)
Citation 1

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Leverage; Financial Intermediation; Mutual Funds

6.

Emission Permits and the Announcement of Realized Emissions: Price Impact, Trading Volume, and Volatilities

Energy Economics, Vol. 51, 2015
Number of pages: 27 Posted: 19 Jul 2013 Last Revised: 10 Nov 2016
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Karlsruhe Institute of Technology (KIT) - Institute for Finance and University of Karlsruhe
Downloads 89 (346,724)
Citation 2

Abstract:

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emission permits, announcement effects, EU ETS

7.

Understanding Macro and Asset Price Dynamics During the Climate Transition

Bank of Lithuania Discussion Paper No. 18/2019
Number of pages: 67 Posted: 22 Mar 2021
Michael Donadelli, Patrick GrĂ¼ning and Steffen Hitzemann
University of Brescia, Vilnius University - Faculty of Economics and Business Administration and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 61 (427,890)

Abstract:

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Climate change, Policy risk, General equilibrium, Risk premia, Oil market