Prof. Rüdiger Kiesel
University of Duisburg-Essen, Germany
Center for Mathematics for Applications
Oslo University, Norway
Email: [email protected]
Qualifications
1995 Ph.D., Ulm University, Germany
1990 Ph.D., Ulm University, Germany
1988 M.Sc., Ulm University, Germany
1987 M.Sc., Syracuse University, USA
Publications
(Selected)
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Blasberg, Alexander, Rüdiger Kiesel, and
Gerhard Stahl. "Transition risks: a new frontier for risk
management." Handbook of Quantitative Sustainable Finance. Chapman and
Hall/CRC, (2025). 15-35.
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Kiesel, Ruediger, et al. "Music from
the New World-Minimum Capital Requirement and Resilience Featuring Control
Theory." Available at SSRN 5408962 (2025).
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Chekriy, Kateryna, Ruediger Kiesel, and
Gerhard Stahl. "Probabilistic Assessment of Corporate Net-Zero
Transition." Available at SSRN 5255705 (2025).
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Kiesel, Ruediger, and Gerhard Stahl.
"Actuaries of the 6th kind-individuals with qualities." Available
at SSRN 4910761 (2024).
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Blasberg, Alexander, and Rüdiger Kiesel.
"Climate Risk in Structural Credit Models." Quantitative
Energy Finance: Recent Trends and Developments (2024): 247-267.
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Bajić, Andrej, and Ruediger Kiesel.
"Climate Transition Matrix: Assessing Carbon Performance of
Companies." SSRN Electronic Journal (2024).
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Bajic, Andrej, Rüdiger Kiesel, and Martin
Hellmich. "Handle with care: Challenges in company-level emissions data
for assessing financial risks from climate change." Journal of
Climate Finance 5 (2023): 100017.
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Kiesel, Rüdiger, and Gerhard Stahl. "An
uncertainty-based risk management framework for climate change risk." Annals
of Actuarial Science 17.3 (2023): 420-437.
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Blasberg, Alexander, Rüdiger Kiesel, and
Luca Taschini. "Carbon default swap-disentangling the exposure to carbon
risk through cds." (2022).
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Graf von Luckner, Nikolaus, and Rüdiger Kiesel. "Modeling market order arrivals on the German intraday electricity market with the Hawkes process." Journal of Risk and Financial Management 14.4 (2021): 161.
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Kremer, Marcel, Rüdiger Kiesel, and
Florentina Paraschiv. "An econometric model for intraday electricity
trading." Philosophical Transactions of the Royal Society A 379.2202 (2021): 20190624.
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Kramer, Anke, and Rüdiger Kiesel.
"Exogenous factors for order arrivals on the intraday electricity
market." Energy Economics 97 (2021): 105186.
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Graf von Luckner, Nikolaus, and Rüdiger
Kiesel. "Modeling market order arrivals on the German intraday electricity
market with the Hawkes process." Journal of Risk and Financial
Management 14.4 (2021): 161.
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Glas, Silke, Rüdiger Kiesel, et al. "Intraday renewable
electricity trading: Advanced modeling and numerical optimal control." Journal
of Mathematics in Industry 10.1 (2020): 3.
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Kremer, Marcel, Rüdiger Kiesel, and
Florentina Paraschiv. "Intraday electricity pricing of night
contracts." Energies 13.17 (2020): 4501.
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Kremer, Marcel, Rüdiger Kiesel, et al. "Volatility and
liquidity on high-frequency electricity futures markets: Empirical analysis and
stochastic modeling." International Journal of Theoretical and
Applied Finance 23.04 (2020): 2050027.
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Kiesel, Rüdiger, Florentina Paraschiv, and
Audun Sætherø. "On the construction of hourly price forward curves for
electricity prices." Computational Management Science 16.1 (2019): 345-369.
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Von Avenarius, Andrea, Thattekere Settygowda
Devaraja, and Rüdiger Kiesel. "An empirical comparison of carbon credit
projects under the clean development mechanism and verified carbon
standard." Climate 6.2 (2018): 49.
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Kiesel, Rüdiger, and Florentina Paraschiv.
"Econometric analysis of 15-minute intraday electricity prices." Energy
Economics 64 (2017): 77-90.
Profile Details
https://scholar.google.com/citations?user=YmoBC2kAAAAJ&hl=de
https://www.researchgate.net/profile/Ruediger-Kiesel-2/3
https://lef.wiwi.uni-due.de/team/ruediger-kiesel/