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Steffen Hitzemann
Steffen Hitzemann
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Title
Cited by
Cited by
Year
Oil Volatility Risk
L Gao, S Hitzemann, I Shaliastovich, L Xu
Journal of Financial Economics, 2021
812021
Equilibrium price dynamics of emission permits
S Hitzemann, M Uhrig-Homburg
Journal of Financial and Quantitative Analysis 53 (4), 1653-1678, 2018
48*2018
Macroeconomic Fluctuations, Oil Supply Shocks, and Equilibrium Oil Futures Prices
S Hitzemann
34*2015
Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities
S Hitzemann, M Uhrig-Homburg, KM Ehrhart
Energy Economics 51, 560-569, 2015
332015
Margin Requirements and Equity Option Returns
S Hitzemann, M Hofmann, M Uhrig-Homburg, C Wagner
26*2017
Understanding macro and asset price dynamics during the climate transition
M Donadelli, P Grüning, S Hitzemann
Bank of Lithuania Discussion Paper, 2019
202019
Empirical performance of reduced-form models for emission permit prices
S Hitzemann, M Uhrig-Homburg
Review of Derivatives Research 22 (3), 389-418, 2019
202019
The impact of the yearly emissions announcement on CO2 prices: an event study
S Hitzemann, M Uhrig-Homburg, KM Ehrhart
Information Management and Market Engineering 2, 77-92, 2010
112010
Welfare costs of oil shocks
S Hitzemann, A Yaron
Unpublished working paper, 2016
62016
On the combinatorics of Galois numbers
S Hitzemann, W Hochstättler
Discrete Mathematics 310 (24), 3551-3557, 2010
62010
Paying for beta: Leverage demand and asset management fees
S Hitzemann, S Sokolinski, M Tai
Journal of Financial Economics 145 (1), 105-128, 2022
52022
Investor (Mis) Reaction, Biased Beliefs, and the Mispricing Cycle
A Ben-Rephael, S Hitzemann, Y Xiao
Biased Beliefs, and the Mispricing Cycle (November 19, 2021), 2021
32021
Macro and Asset Price Dynamics During the Climate Transition: Evidence from the Oil Sector
M Donadelli, P Grüning, S Hitzemann
12021
Does Sustainable Investing Make Stocks Less Sensitive to Information about Cash Flows?
S Hitzemann, A Qin, S Sokolinski, A Tamoni
Available at SSRN 4588883, 2023
2023
Carbon Finance: Equilibrium Modeling and Empirical Analysis
S Hitzemann
2013
Does Sustainable Investing Dull Stock Reactions to Cash Flow News?
S Hitzemann, AA Qin, S Sokolinski, A Tamoni
Climate Change Risks, Stock Returns, and the Oil Sector
M Donadelli, P Grüning, S Hitzemann
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