Waldemar Rotfuss
Economics and Econometrics · 2012–2013
A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 39 citations into it; #16,635 of 23,481 by trust here, #9,863 by citations
- Renewable Energy, Sustainability and the Environment — 19 citations into it
- Finance — 14 citations into it
Whom Waldemar Rotfuss trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Julien Chevallier
- Franc J. G. M. Klaassen
- Emilie Alberola
- Francis X. Diebold
- Clive W. J. Granger
- Thomas Mikosch
Who trusts Waldemar Rotfuss overall
Papers from Waldemar Rotfuss's perspective
Ordered by how strongly the researchers Waldemar Rotfuss trusts endorse each paper. Same corpus, a different order for every researcher.
- Modeling the Price Dynamics of Co2 Emission Allowances
- An econometric analysis of emission allowance prices
- Long Memory and Regime Switching
- Price drivers and structural breaks in European carbon prices 2005–2007
- European Emission Trading Scheme and competitiveness: A case study on the iron and steel industry
- Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors
- Allowance Price Drivers in the First Phase of the EU ETS
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
- An emerging equilibrium in the EU emissions trading scheme
- Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Their papers
- Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals (2013) — 148 citations
- Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency (2012) — 166 citations