Michael Bierbrauer

Electrical and Electronic Engineering · 2004–2007

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Electrical and Electronic Engineering — 14 citations into it; #3,614 of 16,539 by trust here, #8,176 by citations
• Economics and Econometrics — 7 citations into it; #12,315 of 23,481 by trust here, #15,581 by citations
• Finance — 7 citations into it; #3,754 of 10,518 by trust here, #4,039 by citations

Whom Michael Bierbrauer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ingve Simonsen
2. Rafal Weron
3. M. T. Barlow
4. Cyriel de Jong
5. Q. Vuong
6. J. Lucia
7. Niels Haldrup
8. Christopher R. Knittel
9. Peter F. Christoffersen
10. Cyriel de Jong

Who trusts Michael Bierbrauer overall

1. Rafal Weron
2. Klaus F. X. Mayer
3. Janina Ketterer
4. Joanna Janczura
5. Stefan Trück

Papers from Michael Bierbrauer's perspective

Ordered by how strongly the researchers Michael Bierbrauer trusts endorse each paper. Same corpus, a different order for every researcher.

1. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
2. Energy Derivatives: Pricing and Risk Management
3. Wavelet Methods for Time Series Analysis (Technometrics)
4. A DIFFUSION MODEL FOR ELECTRICITY PRICES
5. The Nature of Power Spikes: A Regime-Switch Approach
6. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
7. An Empirical Examination of Deregulated Electricity Prices
8. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
9. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
10. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)

Their papers

• Modeling electricity prices: jump diffusion and regime switching (2004) — 290 citations
• Spot and Derivative Pricing in the EEX Power Market (2007) — 205 citations