Oil Volatility Risk L Gao, S Hitzemann, I Shaliastovich, L Xu Journal of Financial Economics, 2021 | 79 | 2021 |
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 | 33 | 2015 |
Margin Requirements and Equity Option Returns S Hitzemann, M Hofmann, M Uhrig-Homburg, C Wagner | 26* | 2017 |
Empirical performance of reduced-form models for emission permit prices S Hitzemann, M Uhrig-Homburg Review of Derivatives Research 22 (3), 389-418, 2019 | 20 | 2019 |
Understanding macro and asset price dynamics during the climate transition M Donadelli, P Grüning, S Hitzemann Bank of Lithuania Discussion Paper, 2019 | 19 | 2019 |
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 | 11 | 2010 |
Welfare costs of oil shocks S Hitzemann, A Yaron Unpublished working paper, 2016 | 6 | 2016 |
On the combinatorics of Galois numbers S Hitzemann, W Hochstättler Discrete Mathematics 310 (24), 3551-3557, 2010 | 6 | 2010 |
Paying for beta: Leverage demand and asset management fees S Hitzemann, S Sokolinski, M Tai Journal of Financial Economics 145 (1), 105-128, 2022 | 4 | 2022 |
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 | 3 | 2021 |
Macro and Asset Price Dynamics During the Climate Transition: Evidence from the Oil Sector M Donadelli, P Grüning, S Hitzemann | 1 | 2021 |
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 | | |