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Juergen Kaehler

Personal Details

First Name:Juergen
Middle Name:
Last Name:Kaehler
Suffix:
RePEc Short-ID:pka1155
[This author has chosen not to make the email address public]
https://www.economics.phil.fau.eu/person/jurgen-kahler/
Institute of Economics Kochstr. 4 (17) 91054 Erlangen Germany
+49-9131-852-2083

Affiliation

Institut für Wirtschaftswissenschaften
Friedrich-Alexander-Universität Erlangen-Nürnberg

Erlangen-Nürnberg, Germany
http://www.economics.phil.uni-erlangen.de/
RePEc:edi:iwerlde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Schmitt, Christian & Kaehler, Jürgen, 1996. "Delta-neutral volatility trading with intra-day prices: an application to options on the DAX," ZEW Discussion Papers 96-25, ZEW - Leibniz Centre for European Economic Research.
  2. Kaehler, Jürgen, 1993. "Forecasting volatility and option pricing for exchange-rate dynamics: a comparison of models," ZEW Discussion Papers 93-19, ZEW - Leibniz Centre for European Economic Research.
  3. Kaehler, Jürgen & Marnet, Volker, 1993. "Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options," ZEW Discussion Papers 93-03, ZEW - Leibniz Centre for European Economic Research.
  4. Kaehler, Jürgen, 1993. "On the modelling of speculative prices by stable Paretian distributions and regularly varying tails," ZEW Discussion Papers 93-25, ZEW - Leibniz Centre for European Economic Research.
  5. Juergen KÄHLER & Volker MARNET, 1992. "International Business Cycles and Long - Run Growth : An analysis with Markov-Switching and Cointegration Methods," Discussion Papers (REL - Recherches Economiques de Louvain) 1992042, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  6. Kaehler, Jürgen, 1991. "Modelling and forecasting exchange-rate volatility with ARCH-type models," ZEW Discussion Papers 91-02, ZEW - Leibniz Centre for European Economic Research.

Articles

  1. Kaehler, Juergen & Weber, Christoph S., 2023. "Inflation in the aftermath of financial crises," Economic Modelling, Elsevier, vol. 128(C).
  2. Moses M. Kupabado & Juergen Kaehler, 2021. "Financialization, common stochastic trends, and commodity prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 1988-2008, December.
  3. Kaehler Juergen & Weber Christoph S. & Aref Haider Salahal-Din, 2014. "The Iraqi Stock Market: Development and Determinants," Review of Middle East Economics and Finance, De Gruyter, vol. 10(2), pages 151-175, August.
  4. Martin Klein & Sven Schulze & Jochen Zimmermann & Jürgen Kähler & Christoph Weber, 2013. "Kurz kommentiert," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(3), pages 140-142, March.
    • Stefan Bach & Christoph Weber & Susanne Erbe & Henning Klodt, 2013. "Kurz kommentiert," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(9), pages 580-582, September.
  5. Kaehler, Jürgen, 1985. "Der Wechselkurs als Finanzmarkt-Preis: Neuere Entwicklungen der Wechselkurstheorie," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 65(1), pages 47-52.

Chapters

  1. Kähler, Jürgen, 2009. "Die Messung der Agglomeration als latente Variable und ihr Einfluss auf Staatsausgaben," Forschungs- und Sitzungsberichte der ARL: Aufsätze, in: Mäding, Heinrich (ed.), Öffentliche Finanzströme und räumliche Entwicklung, volume 127, pages 239-264, ARL – Akademie für Raumentwicklung in der Leibniz-Gemeinschaft.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Schmitt, Christian & Kaehler, Jürgen, 1996. "Delta-neutral volatility trading with intra-day prices: an application to options on the DAX," ZEW Discussion Papers 96-25, ZEW - Leibniz Centre for European Economic Research.

    Cited by:

    1. Christian Schittenkopf & Peter Tino & Georg Dorffner, 2002. "The benefit of information reduction for trading strategies," Applied Economics, Taylor & Francis Journals, vol. 34(7), pages 917-930.
    2. Krishnamurti, Chandrasekhar & Hoque, Ariful, 2011. "Efficiency of European emissions markets: Lessons and implications," Energy Policy, Elsevier, vol. 39(10), pages 6575-6582, October.

  2. Kaehler, Jürgen & Marnet, Volker, 1993. "Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options," ZEW Discussion Papers 93-03, ZEW - Leibniz Centre for European Economic Research.

    Cited by:

    1. John M. Maheu & Tom McCurdy, 2000. "Volatility Dynamics Under Duration-Dependent Mixing," Econometric Society World Congress 2000 Contributed Papers 1427, Econometric Society.
    2. Hans Dewachter, 1997. "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 39-55, March.
    3. Kaehler, Jürgen, 1993. "Forecasting volatility and option pricing for exchange-rate dynamics: a comparison of models," ZEW Discussion Papers 93-19, ZEW - Leibniz Centre for European Economic Research.
    4. Marc Saez, 1997. "Option pricing under stochastic volatility and stochastic interest rate in the Spanish case," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 379-394.

  3. Kaehler, Jürgen, 1993. "On the modelling of speculative prices by stable Paretian distributions and regularly varying tails," ZEW Discussion Papers 93-25, ZEW - Leibniz Centre for European Economic Research.

    Cited by:

    1. Kaehler, Jürgen, 1993. "Forecasting volatility and option pricing for exchange-rate dynamics: a comparison of models," ZEW Discussion Papers 93-19, ZEW - Leibniz Centre for European Economic Research.

  4. Juergen KÄHLER & Volker MARNET, 1992. "International Business Cycles and Long - Run Growth : An analysis with Markov-Switching and Cointegration Methods," Discussion Papers (REL - Recherches Economiques de Louvain) 1992042, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Pablo Mejía-Reyes, 1999. "Classical business cycles in Latin America: Turning points, asimmetries and international synchronisation," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 265-297.
    2. Lucie Plzáková & Egon Smeral, 2022. "Impact of the COVID-19 crisis on European tourism," Tourism Economics, , vol. 28(1), pages 91-109, February.
    3. Pablo Mejía-Reyes, 2000. "Asymmetries and Common Cycles in Latin America: Evidence from Markov-Switching Models," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(2), pages 189-225, July-Dece.
    4. Medhioub, Imed, 2007. "Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 529-553, décembre.
    5. Mejia-Reyes, P., 2004. "Classical Business Cycles in America: Are National Business Cycles Synchronised?," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(3), pages 75-102.

Articles

  1. Moses M. Kupabado & Juergen Kaehler, 2021. "Financialization, common stochastic trends, and commodity prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 1988-2008, December.

    Cited by:

    1. Feng, Ling & Wang, Jieyu, 2023. "Random sources correlations and carbon futures pricing," International Review of Financial Analysis, Elsevier, vol. 86(C).
    2. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
    3. Mário Correia Fernandes & José Carlos Dias & João Pedro Vidal Nunes, 2024. "Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 343-383, March.
    4. Nikolaos T. Milonas & Evangelia K. Photina, 2024. "The convenience yield under commodity financialization," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 631-652, April.
    5. Libo Yin & Hong Cao, 2024. "Financialization of commodity markets: New evidence from temporal and spatial domains," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1357-1382, August.

  2. Kaehler Juergen & Weber Christoph S. & Aref Haider Salahal-Din, 2014. "The Iraqi Stock Market: Development and Determinants," Review of Middle East Economics and Finance, De Gruyter, vol. 10(2), pages 151-175, August.

    Cited by:

    1. Weber Christoph S. & Nickol Philipp, 2016. "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 12(1), pages 65-113, April.
    2. Bayar Marane, 2022. "Iraq Stock Exchange Performance Determinants: A literature review," Technium Social Sciences Journal, Technium Science, vol. 31(1), pages 397-407, May.
    3. Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi & Omed Rafiq Fatah & Awaz Mohamed Saleem, 2023. "Oil Exports, Political Issues, and Stock Market Nexus," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 362-373, January.

Chapters

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