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  • Kremer, M.: High-frequency electricity trading: Empirics, fundamentals, and stochastics (1). 2021. doi:10.17185/duepublico/74512VolltextBIB DownloadDetails
  • Kremer, M.; Kiesel, R.; Paraschiv, F.: An econometric model for intraday electricity trading. In: Philosophical Transactions of the Royal Society A, Jg. 379 (2021) Nr. 2202. doi:10.1098/rsta.2019.0624VolltextBIB DownloadDetails
  • Blasberg, A.; Kiesel, R.; Taschini, L.: Climate Default Swap – Disentangling the Exposure to Transition Risk Through CDS. 2021. VolltextBIB DownloadDetails

    The substantial economic transformation required to mitigate and adapt to climate change will lower the value of certain businesses as well as some firms' assets in the not-too-distant future. Firms will need to transition to a less carbon-intensive business model, but may do so at different times and at different speeds, incurring different costs and risks in the process. We propose and implement a novel market-based measure of exposure to transition risk (transition risk factor) and examine how this risk affects firms' creditworthiness. We discipline the exercise by using Credit Default Swap (CDS) spreads to capture differential exposure to transition risk across economic sectors. We show that the transition risk factor is a relevant determinant of CDS spreads and provide evidence of the relationship between the differential exposure to transition risk and firms' cost of default protection. This effect is particularly pronounced during deteriorating credit market movements. However, effects vary substantially across industries, reflecting the fact that transition risk impacts firms' valuation differently depending on their sector. Our findings also suggest that investors seek greater protection against transition risks in the short– to medium-term, indicating an expectation of a swift transformation of the entire economic structure.

  • Kramer, A.; Kiesel, R.: Exogenous factors for order arrivals on the intraday electricity market. In: Energy Economics, Jg. 97 (2021), S. 10518. doi:10.1016/j.eneco.2021.105186VolltextBIB DownloadDetails
  • Kremer, M.; Kiesel, R.; Paraschiv, F.: Intraday electricity pricing of night contracts. In: Energies, Jg. 13 (2020) Nr. 17, S. 4501. doi:10.3390/en13174501VolltextBIB DownloadDetails
  • Kremer, M.; Benth, F. E.; Felten, B.; Kiesel, R.: Volatility and liquidity on high-frequency electricity futures markets: Empirical analysis and stochastic modeling. In: International Journal of Theoretical and Applied Finance, Jg. 23 (2020) Nr. 4. doi:10.1142/S0219024920500272VolltextBIB DownloadDetails
  • Kremer, M.: thrreg: Threshold regression model. R Package, 2020. VolltextBIB DownloadDetails
  • Kremer, M.: kcopula: The bivariate K-copula - R Package. In: CRAN (2020). VolltextBIB DownloadDetails
  • Graf von Luckner, N.; Kiesel, R.: Modeling Market Order Arrivals on the Intraday Market for Electricity Deliveries in Germany with the Hawkes Process. Working paper, 2020. VolltextBIB DownloadDetails
  • Glas, S.; Kiesel, R.; Kolkmann, S.; Kremer, M.; Graf von Luckner, N.; Ostmeier, L.; Urban, K.; Weber, C.: Intraday renewable electricity trading: Advanced modeling and numerical optimal control. In: Journal of Mathematics in Industry, Jg. 10 (2020) Nr. 3, S. 1-17. doi:10.1186/s13362-020-0071-xVolltextBIB DownloadDetails
  • Blasberg, A.; Graf von Luckner, N.; Kiesel, R.: Modeling the Serial Structure of the Hawkes Process Parameters for Market Order Arrivals on the German Intraday Power Market. In: 16th International Conference on the European Energy Market (EEM) (2019), S. 1-6. doi:10.1109/EEM.2019.8916326VolltextBIB DownloadDetails

    Existing research indicates that on the intraday market for power deliveries in Germany market orders tend to arrive in clusters. To capture such clustering, point processes with an intensity depending on past events, so-called Hawkes processes, appear to be promising. We consider the question whether there is a temporal structure prevalent in the parameters of Hawkes processes estimated for adjacent delivery hours. First we model a diurnal seasonality pattern found in the data and provide an economic intepretation for it. For the remaining decomposed series, we then propose simple (vector) autoregressive models to describe the serial structure. To evaluate our model we conduct a forecasting study. Testing against a benchmark model and a model without any serial structure, we find evidence for our proposed model. Our study reveals that capturing the serial structure in the parameters proves to be useful in understanding the underlying market microstructure.

  • Glas, S.; Kiesel, R.; Kolkmann, S.; Kremer, M.; Graf von Luckner, N.; Ostmeier, L.; Urban, K.; Weber, C.: Intraday renewable electricity trading: Advanced modeling and optimal control. In: Faragó, I.; Izsák, F.; Simon, P. (Hrsg.): Progress in Industrial Mathematics at ECMI 2018. Mathematics in Industry, vol 30. Springer, Cham, 2019, S. 469-475. doi:10.1007/978-3-030-27550-1_59VolltextBIB DownloadDetails
  • Kremer, M.; Becker, A. P.; Vodenska, I.; Stanley, H. E.; Schäfer, R.: Economic and political effects on currency clustering dynamics. In: Quantitative Finance, Jg. 19 (2019) Nr. 5, S. 705-716. doi:10.1080/14697688.2018.1532101VolltextBIB DownloadDetails
  • R. Kiesel; Paraschiv, F.: Econometric analysis of 15-minute intraday electricity prices. In: Energy Economics, Jg. 64 (2017), S. 77-90. VolltextBIB DownloadDetails
  • Wollschläger, M.; Schäfer, R.: Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns. In: Journal of Risk, Jg. 19 (2016) Nr. 1, S. 1-23. doi:10.21314/JOR.2016.342VolltextBIB DownloadDetails
  • Kollenberg, S.; Taschini, L.: Emissions trading systems with cap adjustments. In: Journal of Environmental Economics and Management (2016). doi:10.1016/j.jeem.2016.09.003BIB DownloadDetails

    Emissions Trading Systems (ETSs) with fixed caps lack provisions to address systematic imbalances in the supply and demand of permits due to changes in the state of the regulated economy. We propose a mechanism which adjusts the allocation of permits based on the current bank of permits. The mechanism spans the spectrum between a pure quantity instrument and a pure price instrument. We solve the firms' emissions control problem and obtain an explicit dependency between the key policy stringency parameter – the adjustment rate – and the firms' abatement and trading strategies. We present an analytical tool for selecting the optimal adjustment rate under both risk-neutrality and risk-aversion, which provides an analytical basis for the regulator's choice of a responsive ETS policy.

  • ̈Hlicke, R. Ru: The Wasserstein Metric and Robustness in Risk Management. In: Risks, Jg. 4 (2016) Nr. 32. doi:10.3390/risks4030032BIB DownloadDetails
  • Kollenberg, S.; Taschini, L.: Dynamic Supply Adjustment and Banking Under Uncertainty - The Market Stability Reserve. Working Paper. 2016. VolltextBIB DownloadDetails
  • Kiesel, R.; Rahe, F.: Option pricing under time-varying risk aversion with applications to risk forecasting. In: Journal of Banking and Finance, Jg. 76 (2016) Nr. 3, S. 120-138. VolltextBIB DownloadDetails
  • R. Kiesel, M. Mroz; ̈Ller, U. Stadtmu: Time-Varying Copula Models for Financial Time Series. In: Probability, Analysis and Number Theory, Jg. 48 (2016), S. 159-180. VolltextBIB DownloadDetails
  • Kiesel, R.; Kustermann, M.: Structural Models for Coupled Electricity Markets. In: Journal of Commodity Markets, Jg. 3 (2016) Nr. 1, S. 1638. VolltextBIB DownloadDetails
  • Chetalova, D.; Wollschläger, M.; Schäfer, R.: Dependence structure of market states. In: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. P08012, S. 1-19. doi:10.1088/1742-5468/2015/08/P08012VolltextBIB DownloadDetails
  • Neuhoff, K.; Acworth, W.; Betz, R.; Burtraw, D.; Cludius, J.; Fell, H.; Hepburn, C.; Holt, C.; Jotzo, F.; Kollenberg, S.; Landis, F.; Salant, S.; Schopp, A.; Shobe, W.; Taschini, L.; Trotignon, R.: Is a Market Stability Reserve Likely to Improve the Functioning of the EU ETS? - Evidence from a Model Comparison Exercise. Strategies, Climate (Hrsg.), London 2015. VolltextBIB DownloadDetails
  • Gilbert; A.; Lam, L.; Sachweh; C.; Smith; Ecofys, M.; Taschini; Lse, L.; Kollenberg; Ude, S.: Assessing Design Options for a Market Stability Reserve in the EU ETS. 2015. VolltextBIB DownloadDetails
  • Harms, C.; Kiesel, R.: Application of electricity bid stack models for dynamic hedging purposes. In: Journal of Energy Markets, Jg. 10 (2015) Nr. 1, S. 1-29. BIB DownloadDetails
  • Kiesel, R.; Ya, Wen: Modelling the market price of risk for emission allowance certificates. In: Nunno, G. Di; Benth, F. E. (Hrsg.): Stochastics of environmental and financial economics. Springer Proceedings in Mathematics & Statistics, 2015. BIB DownloadDetails
  • S. Ebbeler, F. E. Benth; Kiesel, R.: Indifference Pricing of Weather Derivatives based on Electricity Futures. In: Prokopczuk, M. (Hrsg.): Energy Pricing Models: Recent Advances, Methods, and Tools. Palgrave Macmillan, New York 2014. BIB DownloadDetails
  • Kiesel, R.; Kustermann, M.: Structural Models for Coupled Electricity Markets. Essen 2014. VolltextBIB DownloadDetails
  • Bannor, K.; Kiesel, R.; Nazarova, A.; Scherer, M. A.: Model Risk and Power Plant Valuation. 2014. VolltextBIB DownloadDetails
  • Taschini, L.; Kollenberg, S.; Duffy, C.: System Responsiveness and the European Union Emissions Trading System - Policy Paper . Cccep; Economics, London School Of; Science, Political (Hrsg.), 2014. VolltextBIB DownloadDetails
  • R. Kiesel, A. Rupp; Urban, K.: Valuation of structured financial products by adaptive multilevel. In: Al., S. Dalhlke Et. (Hrsg.): Extraction of Quantifiable Information from Complex Systems. Springer, Heidelberg 2014. BIB DownloadDetails
  • F. E. Benth, R. Kiesel; Nazarova, A.: A critical empirical study of three electricity spot price models. In: Energy Economics journal, Jg. 34 (2013) Nr. 5, S. 1589-1616. doi:10.1016/j.eneco.2011.11.012VolltextBIB DownloadDetails
  • R. Biegler-König, F. E. Benth; Kiesel, R.: Electricity Options and Additional Information. Working Paper. F. E. Benth, V. Kholodnyi; Laurence, P. (Hrsg.), Quantitative Energy Finance, Springer 2013. BIB DownloadDetails
  • R. Biegler-König, F. E. Benth; Kiesel, R.: An Empirical Study of the Information Premium on Electricity Markets. 36:55-77. Energy Economics, 2013. VolltextBIB DownloadDetails
  • Kiesel, R.; Metka, K.: A Multivariate Commodity Analysis with Time-Dependent Volatility - Evidence from the German Energy Market. In: Zeitschrift für Energiewirtschaft, Jg. 37 (2013) Nr. 2, S. 107-126. doi:10.1007/s12398-012-0102-4VolltextBIB DownloadDetails
  • Grüll, G.; Kiesel, R.: Quantifying the CO2 Permit Price Sensitivity. In: Zeitschrift für Energiewirtschaft, Jg. 36 (2012) Nr. 2, S. 101-111. doi:10.1007/s12398-012-0082-4VolltextBIB DownloadDetails
  • Stahl, Gerhard; Zheng, Jinsong; Kiesel, Rüdiger; Rühlicke, Robin: Conceptualizing Robustness in Risk Management. 2012. doi:10.2139/ssrn.2065723VolltextBIB DownloadDetails

    Working Paper, available at ssrn.com/abstract=2065723

  • D. Bauer, F. E. Benth; Kiesel, R.: Modelling the forward surface of mortality. In: SIAM Journal on Financial Mathematics, Jg. 3 (2012) Nr. 1, S. 639-666. doi:10.1137/100818261VolltextBIB DownloadDetails
  • Grüll, G.; Taschini, L.: Cap-and-Trade Properties Under Different Scheme Designs. In: Journal of Environmental Economics and Management (2011) Nr. 61, S. 107-108. BIB DownloadDetails
  • Kiesel, R.: Martingales. In: Lovric, M. (Hrsg.): International Encyclopedia of Statistical Science. 1. Auflage. Springer, 2011, S. 779-781. BIB DownloadDetails
  • Hess, M.: Pricing Temperature Derivatives under Future Weather Information. Working Paper. 2011. BIB DownloadDetails
  • J. Gernard, R. Kiesel; Stoll, S. - O: Valuation of Commodity-Based Swing Options. In: Journal of Energy Markets (2010) Nr. 3, S. 91-112. VolltextBIB DownloadDetails
  • G. Grüll, R. Kiesel: Pricing CO2 Permits Using Approximation Approaches. In: Preprint (2010). BIB DownloadDetails
  • N. H. Bingham, J. M. Fry; Kiesel, R.: Multivariate elliptical processes. In: Statistica Neerlandica (2010) Nr. 64 (3), S. 352-366. VolltextBIB DownloadDetails
  • Kiesel, R.; Scherer, P.: The Freight Market and its Derivatives. In: R. Kiesel, M. Scherer; Zagst, Rudi (Hrsg.): Alternative Assets and Strategies. World Scientific, 2010, S. 71-90. BIB DownloadDetails
  • Kiesel, R.; Scherer, M.: Structural default risk models. In: Encyclopedia of Quantitative Finance. John Wiley & Sons, Ltd. All , 2010. BIB DownloadDetails
  • G. Grüll, L. Taschini: Linking Emission Trading Schemes. In: Preprint (2010). BIB DownloadDetails
  • Kiesel, R.; Lutz, M.: Efficient pricing of CMS spread options in a stochastic volatility LMM. In: Journal of Computational Finance, Jg. 14 (2010) Nr. 3, S. 37-72. VolltextBIB DownloadDetails

    Working Paper available at:

    papers.ssrn.com/sol3/papers.cfm

  • R. Kiesel, M. Scherer: Dynamic credit portfolio modelling in structural models with jumps. In: Preprint (2010). BIB DownloadDetails
  • D. Bauer, D. Bergmann; Kiesel, R.: On the risk-neutral valuation of life insurance contracts with numerical methods in view. In: Astin Bulletin (2010) Nr. 40, S. 65-95. VolltextBIB DownloadDetails
  • Hess, M.: A Forward-Looking Multi-Factor Ornstein-Uhlenbeck Model for Pricing Electricity Risk. Working Paper. 2010. BIB DownloadDetails
  • Hess, M.: Explicit Pricing Measures for Commodity Forwards in a Heath-Jarrow-Morton-Framework with Jumps. Working Paper. 2010. BIB DownloadDetails
  • Hess, M.: Nonlinear Double-Jump Stochastic Filtering Using Generalized Levy-Type Processes. Working Paper. 2010. BIB DownloadDetails
  • Georg Grüll, Luca Taschini: A Comparison of Reduced-Form Permit Price Models and Their Empirical Performances. In: MIT CEEPR Working Paper Series (2009). BIB DownloadDetails
  • R. Kiesel, R. Börger; Schindlmayr, G.: A two-factor model for the electricity forward market. In: Quantitative Finance, Jg. 9 (2009) Nr. 3, S. 279-287. VolltextBIB DownloadDetails
  • Kiesel, R.; Cartea, A.; Börger, R.; Schindlmayr, G.: Cross-Commodity Analysis and Applications to Risk Management. In: Journal of Futures Markets (2009) Nr. 29, S. 197-217. BIB DownloadDetails
  • Börger, R.; Cartea, A.; Kiesel, R.; Schindelmayer, G.: A multivariate commodity analysis and applications to risk management. In: Journal of Future Markets (2009) Nr. 29 (3), S. 197-217. VolltextBIB DownloadDetails
  • S. Ebbeler, R. Kiesel; Metka, K.: Empirical comparison of future pricing models. In: Working Paper (2009). BIB DownloadDetails
  • F. E. Benth, A. Cartea; Kiesel, R.: Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium. In: Journal of Banking and Finance, Jg. 32 (2008) Nr. 10, S. 2006-2021. doi:10.1016/j.jbankfin.2007.12.022VolltextBIB DownloadDetails
  • R. Kiesel, L. Veraart: Asset-based Estimates for Default Probabilities for Commercial Banks. In: Journal of Credit Risk, Jg. 4 (2008) Nr. 2. VolltextBIB DownloadDetails
  • Kiesel, R.; Liebmann, T.; Kassberger, S.: Fair valuation of insurance contracts under Lévy process specifications. In: Insurance: Mathematics and Economics, Jg. 42 (2007) Nr. 1, S. 419-433. VolltextBIB DownloadDetails
  • R. Kiesel, S. Kassberger: A fully parametric approach to return modelling and risk management for hedge funds. In: Financial Markets and Portfolio Management, Jg. 4 (2006), S. 472-491. VolltextBIB DownloadDetails
  • Kiesel, R.; Bauer, D.; Kling, A.; Ruß, J.: Risk neutral valuation of with profit life insurance contracts. In: Insurance: Mathematics and Economics, Jg. 39 (2006), S. 171-183. VolltextBIB DownloadDetails
  • Kiesel, R.; Stahl, G.; Liebmann, T.: Mathematical framework for integrating market and credit risk. In: Ong, M. (Hrsg.): Risk Management. 2005. BIB DownloadDetails
  • R. Kiesel, R. Schmidt: A survey of dependency modelling: Copulas, tail dependence and estimation. In: Perraudin, W. (Hrsg.): Structured Credit Products. RISK Book, 2005. BIB DownloadDetails
  • Kiesel, R.; Lesko, M.; Prestele, C.: Modellierung von Abhängigkeiten bei der Bewertung von Verbriefungen. In: Braun, H.; Gruber, J.; Gruber, W. (Hrsg.): Praktiker-Handbuch – Asset-Backed-Securities und Kreditderivate. Schäffer-Poeschel Verlag, Stuttgart 2005. BIB DownloadDetails
  • R. Kiesel, T. Kleinow: Fair Value-basierende Optionspreisbewertung. R. Heyd, H. Bieg (Hrsg.), Vahlen, 2005. BIB DownloadDetails
  • Börger, R.; Kiesel, R.: Finanzmathematische Modelle für Strompreise. In: emw (2004) Nr. 6. BIB DownloadDetails
  • Nicholas H. Bingham, Rüdiger Kiesel: Risk-neutral valuation. 2. Auflage. Springer, New-York 2004. BIB DownloadDetails
  • R. Kiesel, H. Höfling; Löffler, G.: Understanding the Corporate Bond Yield Curve. In: The Pension Forum, Jg. 15 (2004), S. 2-34. BIB DownloadDetails
  • R. Kiesel, S. Kassberger: F. Black und M.Scholes als Aktuare: Anwendungen der Optionspreistheorie in der Lebensversicherungsmathematik. In: Spremann, K. (Hrsg.): Versicherung im Umbruch. Springer, 2004. BIB DownloadDetails
  • R. Kiesel, W. Perraudin; Taylor, A.: An extremes analysis of VaRs for emerging market benchmark bonds. In: Al., G. Bol Et (Hrsg.): Credit Risk: Measurement, Evaluation and Management. Physica-Verlag, 2004. BIB DownloadDetails
  • R. Kiesel, N. H. Bingham: Risk Neutral Valuation: An Introduction to the Pricing and Hedging of Financial Derivatives. 2. Auflage. Springer, 2004. BIB DownloadDetails
  • Kiesel, R.; Bingham, N. H.; Schmidt, R.: A semi-parametric approach to risk management. In: Quantitative Finance, Jg. 3 (2003), S. 426-441. VolltextBIB DownloadDetails
  • R. Kiesel, W. Perraudin; Taylor, A.: The structure of credit risk: Spread volatility and ratings transitions. In: Journal of Risk, Jg. 6 (2003), S. 1-27. BIB DownloadDetails
  • R. Kiesel, N. H. Bingham: Semi-parametric methods in finance: Theoretical foundations. In: Quantitative Finance (2002), S. 241-250. BIB DownloadDetails
  • R. Kiesel, Y. -T. Hu; Perraudin, W.: Estimation of transition matrices for sovereign credit risk. In: Journal of Banking and Finance, Jg. 26 (2002) Nr. 7, S. 1383-1406. VolltextBIB DownloadDetails
  • R. Kiesel, U. Stadtmüller: Dimensions of credit risk - Proceedings of the 25th Annual Conference of the Gesellschaft für Klassifikation e.V. In: M. Schwaiger, O. Opitz (Hrsg.): Exploratory Data Analysis in Empirical Research. Springer, 2002. BIB DownloadDetails
  • R. Kiesel, T. Kleinow: Sensitivity analysis of credit portfolio models. In: in G. Stahl W. Härdle, T. Kleinow (Hrsg.): Applied Quantitative Finance. Springer, 2002. BIB DownloadDetails
  • R. Kiesel, W. Perraudin; Taylor, A.: Credit and interest rate risk. In: Risk Management: Value at risk and beyond, eds.: M.A.H. Dempster and H.K.Moffat,Cambridge University Press (2002), S. 129-144. BIB DownloadDetails
  • R. Kiesel: Nonparametric statistical methods and the pricing of derivative securities. In: Journal of Applied Mathematics & Decision Sciences, Jg. 6 (2002) Nr. 1, S. 1-22. VolltextBIB DownloadDetails
  • Kiesel, R.; Hu; -t, Y.; Perraudin, W.; Stahl, G.: Judgmental versus quantitative credit risk measures for sovereigns. In: Preprint (2002). BIB DownloadDetails
  • Bingham, N. H.; Kiesel, R.: Semi-parametric modelling in finance: theoretical foundations. In: Quantitative Finance, Jg. 2 (2002), S. 241-250. VolltextBIB DownloadDetails
  • R. Kiesel, N. H. Bingham: Modelling asset returns with hyperbolic distributions. In: Knight, J.; Satchel, S. (Hrsg.): Asset return distributions. Butterworth-Heinemann, 2001, S. 1-20. BIB DownloadDetails
  • R. Kiesel, N. H. Bingham: Hyperbolic and semi-parametric models in finance. In: Streater, R. F. (Hrsg.): Disordered and Complex Systems. 2001. BIB DownloadDetails
  • R. Kiesel, W. Perraudin; Taylor, A.: Estimating volatility for long holding periods. In: Measuring Risk in Complex Systems, eds. W.Härdle,J.Franke,G.Stahl, Springer (2000), S. 19-30. BIB DownloadDetails
  • Kiesel, R.; Schmid, B.; Risklab; Germany: Aspekte der stochastischen Modellierung von Ausfallwahrscheinlichkeiten in Kreditportfoliomodellen. In: Kreditrisikomanagement, ed.K.Oehler, Schäffer-Poeschel Verlag (2000), S. 51-83. VolltextBIB DownloadDetails
  • R. Kisel, U. Stadtmüller: Large deviations for weighted sums of independent identically distributed random variables. In: Journal of Mathematical Analysis and Applications, Jg. 251 (2000), S. 929-939. BIB DownloadDetails
  • Kiesel, R.: Strong laws and summability for phi-mixing sequences of random variables. In: Journal of Theoretical Probability, Jg. 11 (1998) Nr. 1, S. 209-224. BIB DownloadDetails
  • R. Kiesel, U. Stadtmüller: Erdös-Rényi-Shepp laws for phi-mixing sequences of random variables. In: Studia Scientarium Math. Hungarian, Jg. 34 (1998), S. 1-7. BIB DownloadDetails
  • Kiesel, R.: Strong laws and summability for sequences of phi-mixing random variables taking values in Banach spaces. In: Electronic Communications in Probability, Jg. 2 (1997), S. 27-41. BIB DownloadDetails
  • Kiesel, R.: The law of the iterated logarithm for certain power series and generalized Nörlund methods. In: Math. Proc. Camb. Phil. Soc., Jg. 120 (1996), S. 735-753. BIB DownloadDetails
  • R. Kiesel, U. Stadtmüller: Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables. In: Journal of Theoretical Probability, Jg. 9 (1996) Nr. 4, S. 961-982. BIB DownloadDetails
  • Kiesel, R.: Pricing contingent claims in incomplete markets: A quadratic utility approach. 15. Department of Statistics, Birkbeck College 1996. BIB DownloadDetails
  • Kiesel, R.: Taubersätze und Starke Gesetze für Potenzreihenverfahren (1). Universität Ulm 1995. BIB DownloadDetails
  • Kiesel, R.: On scales of summability methods. In: Mathematische Nachrichten, Jg. 176 (1995), S. 129-138. BIB DownloadDetails
  • R. Kiesel, S. Baron: Absolute *-summability factors with a power for -methods. In: Analysis, Jg. 15 (1995), S. 311-324. BIB DownloadDetails
  • R. Kiesel, D. Borwein: Weighted means and summability by generalized Nörlund and other methods. In: Journal Math. Analysis and Applications, Jg. 183 (1994) Nr. 3, S. 607-619. BIB DownloadDetails
  • R. Kiesel, U. Stadtmüller: Tauberian- and convexity theorems for certain (N,p,q)-methods. In: Canadian Journal of Mathematics , Jg. 46 (1994) Nr. 5, S. 982-994. BIB DownloadDetails
  • R. Kiesel, S. Baron: Absolute *-convergence factors with a power. In: Journal of Analysis, Jg. 2 (1994), S. 116-122. BIB DownloadDetails
  • Kiesel, R.: Power series methods and almost sure convergence. In: Math. Proc. Camb. Phil. Soc., Jg. 113 (1993), S. 195-204. BIB DownloadDetails
  • Kiesel, R.: General Nörlund transforms and power series methods. In: Math. Zeitschrift, Jg. 214 (1993), S. 273-286. BIB DownloadDetails
  • R. Kiesel, U. Stadtmüller: Tauberian theorems for general power series methods. In: Math. Proc. Camb. Phil. Soc., Jg. 110 (1991), S. 483-490. BIB DownloadDetails
  • ###VALUE_EDITORLINKED### (Hrsg.): Mathematical framework for integrating market and credit risk. . BIB DownloadDetails
  • Bannör, K.; Kiesel, R.; Nazarova, A.; Scherer, M.: Model Risk for Energy Markets. In: Energy Economics, Jg. 59, S. 423-434. doi:10.1016/j.eneco.2016.08.004BIB DownloadDetails