1. 2018
  2. Published

    Politicized trade: What Drives Withdrawal of Trade Preferences?

    Gassebner, M. & Gnutzmann-Mkrtchyan, A., Jun 2018, In: Economics Letters. 167, p. 10-13 4 p.

    Research output: Contribution to journalArticleResearchpeer review

  3. Published

    Official sports sponsorship fortress vs ambush marketing attack: Investigating the impact on implicit and explicit brand knowledge

    Schmidt, S., Limbach, M., Langner, S., Wiedmann, K. P., Albertsen, L. & Reiter, P., 5 Feb 2018, In: International Journal of Sports Marketing and Sponsorship. 19, 1, p. 91-108 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  4. Published

    A simple test on structural change in long-memory time series

    Wenger, K., Leschinski, C. & Sibbertsen, P., Feb 2018, In: Economics Letters. 163, p. 90-94 5 p.

    Research output: Contribution to journalArticleResearchpeer review

  5. Published

    The two-moment decision model with additive risks

    Guo, X., Wagener, A., Wong, W. K. & Zhu, L., Feb 2018, In: Risk management. 20, 1, p. 77-94 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  6. 2017
  7. Published

    An Urban Crisis Management System for Critical Infrastructures: Participation Possibilities for Insurance Companies

    Wrede, D., Will, A., Linderkamp, T. & Von Der Schulenburg, J. M. G., Oct 2017, In: Geneva Papers on Risk and Insurance: Issues and Practice. 42, 4, p. 633-656 24 p.

    Research output: Contribution to journalArticleResearchpeer review

  8. Variance risk in commodity markets

    Prokopczuk, M., Symeonidis, L. & Wese Simen, C., Aug 2017, In: Journal of Banking and Finance. 81, p. 136-149 14 p.

    Research output: Contribution to journalArticleResearchpeer review

  9. Published

    Allais for the poor: Relations to ability, information processing, and risk attitudes

    Herrmann, T., Hübler, O., Menkhoff, L. & Schmidt, U., 12 Jun 2017, In: Journal of risk and uncertainty. 54, 2, p. 129-156 28 p.

    Research output: Contribution to journalArticleResearchpeer review

  10. Don't lapse into temptation: a behavioral explanation for policy surrender

    Nolte, S. & Schneider, J. C., 1 Jun 2017, In: Journal of Banking and Finance. 79, p. 12-27 16 p.

    Research output: Contribution to journalArticleResearchpeer review

  11. Acts of helping and harming

    Sadrieh, A. & Schröder, M., 1 Apr 2017, In: Economics letters. 153, p. 77-79 3 p.

    Research output: Contribution to journalArticleResearchpeer review

  12. Published

    About depression babies and red diaper babies: Do macroeconomic experiences affect everybody's risk taking in the same way?

    Cordes, H. & Dierkes, M., 16 Feb 2017, In: Journal of Behavioral and Experimental Finance. 13, p. 25-27 3 p.

    Research output: Contribution to journalArticleResearchpeer review

  13. Published

    Measures of Systemic Risk

    Feinstein, Z., Rudloff, B. & Weber, S., Jan 2017, In: SIAM Journal on Financial Mathematics. 8, 1, p. 672-708 37 p.

    Research output: Contribution to journalArticleResearchpeer review

  14. 2016
  15. Published

    Prediction of extreme price occurrences in the German day-ahead electricity market

    Hagfors, L. I., Kamperud, H. H., Paraschiv, F., Prokopczuk, M., Sator, A. & Westgaard, S., 1 Dec 2016, In: Quantitative Finance. 16, 12, p. 1929-1948 20 p.

    Research output: Contribution to journalArticleResearchpeer review

  16. Published

    A moment-based analytic approximation of the risk-neutral density of American options

    Arismendi, J. C. & Prokopczuk, M., 1 Nov 2016, In: Applied Mathematical Finance. 23, 6, p. 409-444 36 p.

    Research output: Contribution to journalArticleResearchpeer review

  17. Minimum return guarantees, investment caps, and investment flexibility

    Mahayni, A. & Schneider, J. C., 1 Jul 2016, In: Review of derivatives research. 19, 2, p. 85-111 27 p.

    Research output: Contribution to journalArticleResearchpeer review

  18. Published

    Inference on the long-memory properties of time series with non-stationary volatility

    Demetrescu, M. & Sibbertsen, P., Jul 2016, In: Economics letters. 144, p. 80-84 5 p.

    Research output: Contribution to journalArticleResearchpeer review

  19. Published

    Seasonal Stochastic Volatility: Implications for the pricing of commodity options

    Arismendi, J. C., Back, J., Prokopczuk, M., Paschke, R. & Rudolf, M., May 2016, In: Journal of Banking and Finance. 66, p. 53-65 13 p.

    Research output: Contribution to journalArticleResearchpeer review

  20. Innovating across boundaries: A portfolio perspective on innovation partnerships of multinational corporations

    Piening, E. P., Salge, T. O. & Schäfer, S., 1 Apr 2016, In: Journal of world business. 51, 3, p. 474-485 12 p.

    Research output: Contribution to journalArticleResearchpeer review

  21. Published

    Jump and variance risk premia in the S&P 500

    Neumann, M., Prokopczuk, M. & Wese Simen, C., 1 Jan 2016, In: Journal of Banking and Finance. 69, p. 72-83 12 p.

    Research output: Contribution to journalArticleResearchpeer review

  22. Published

    Contests, private provision of public goods and evolutionary stability

    Wagener, A., Jan 2016, In: Economics letters. 138, p. 34-37 4 p.

    Research output: Contribution to journalArticleResearchpeer review

  23. 2015
  24. Published

    The Axiomatic Approach to Risk Measures for Capital Determination

    Föllmer, H. & Weber, S., 7 Dec 2015, In: Annual Review of Financial Economics. 7, p. 301-337 37 p.

    Research output: Contribution to journalReview articleResearchpeer review