Mr. Waldemar Rotfuß worked for ZEW in the Unit “International Finance and Financial Management”.
Selected Publications
Articles in Refereed Journals
Lutz, Benjamin Johannes, Uta Pigorsch and Waldemar Rotfuß (2013), Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals, Energy Economics 40, 222-232. Download
Conrad, Christian, Daniel Rittler and Waldemar Rotfuß (2012), Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency, Energy Economics 34(1), 316-326.
Rotfuß, Waldemar and Peter Westerheide (2010), Eine Analyse der Wohnungsbauprämienförderung aus empirischer Sicht, Kredit und Kapital 43 (1), 97-123.
Heinemann, Friedrich, Waldemar Rotfuß and Peter Westerheide (2008), Die Hoffnung auf eine schnelle Reformdividende – direkte Erwartungseffekte institutioneller Reformen, Zeitschrift für Wirtschaftspolitik 57 (3), 340-368.
Articles in Non-Refereed Journals
Rotfuß, Waldemar (2010), Options, futures, and other derivatives in Russia: an overview, Journal of Financial Transformation 29, 149-154. Download
Monographs, Contributions to Edited Volumes
Heinemann, Friedrich, Michael Förg, Dieter Frey, Eva Jonas, Waldemar Rotfuß, Eva Traut-Mattausch and Peter Westerheide (2008), Psychologie, Wachstum und Reformfähigkeit, Vol. 88, Nomos-Verlag, Baden-Baden.
Discussion and Working Papers
Conrad, Christian, Daniel Rittler and Waldemar Rotfuß (2010), Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency, ZEW Discussion Paper No. 10-038, Mannheim. Download
Rotfuß, Waldemar, Christian Conrad and Daniel Rittler (2009), The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPs, ZEW Discussion Paper No. 09-045, Mannheim. Download
Rotfuß, Waldemar (2009), Intraday Price Formation and Volatility in the European Union Emissions Trading Scheme: An Introductory Analysis, ZEW Discussion Paper No. 09-018, Mannheim. Download
Rotfuß, Waldemar (2007), Options, Futures, and Other Derivatives in Russia: An Overview, ZEW Discussion Paper No. 07-059, Mannheim. Download
Expertises
Rotfuß, Waldemar, Peter Westerheide and Marco Wölfle (2008), Analyse der Bausparförderung nach dem Wohnungsbau-Prämiengesetz, Arbeitsgemeinschaft Baden-Württembergischer Bausparkassen, Schwäbisch Hall.
Westerheide, Peter and Waldemar Rotfuß (2008), Märkte im Umbruch. Bausparen, Bauen und Wohnen in Baden-Württemberg, Arbeitsgemeinschaft Baden-Württembergischer Bausparkassen, Schwäbisch Hall. Download
Schröder, Michael, Peter Westerheide, Christof Ernst, Bettina Peters, Waldemar Rotfuß, Sandra Schmidt, Rainer Kirchdörfer, Steffen Huber and Eva Broer (2008), Wirtschaftliche und gesellschaftliche Bedeutung von Familienunternehmen , Mannheim. Download
Förg, Michael, Dieter Frey, Friedrich Heinemann, Eva Jonas, Waldemar Rotfuß, Eva Traut-Mattausch and Peter Westerheide (2007), Psychologie, Wachstum und Reformfähigkeit, Gutachten für das Bundesministerium der Finanzen, Mannheim, München, Duisburg, Salzburg. Download
Schröder, Michael, Waldemar Rotfuß and Qingwei Wang (2007), Analyse der Forward-Rate Bias Strategie der Deutschen Bank, Studie im Auftrag der Deutschen Bank AG, Frankfurt am Main, Mannheim. Download
Research Reports
- ZEW-Wachstums- und Konjunkturanalysen
- ZEW-Wachstums- und Konjunkturanalysen
- ZEW-Finanzmarktreport
Projects
Finished Projects
- Project Duration 01.01.2009 - 31.12.2011Leibniz Network "Real Estate Markets and Capital Markets"
- Project Duration 01.11.2008 - 30.06.2010Long-run perspectives for the recoverability of residential real estate
- Project Duration 01.11.2008 - 30.11.2010Market Power in Electricity Markets – Empirical Evidence
- Project Duration 01.04.2008 - 30.06.2009Price Formation in the European Emission Trading Scheme
- Project Duration 01.11.2007 - 31.12.2008Market Microstructure and Market Shares in the European Union Greenhouse Gas Emission Trading Scheme: A Descriptive Study
- Project Duration 01.09.2007 - 31.01.2008Analysis of Subsidies on Dedicated Savings According to the „Wohnungsbauprämiengesetz“
- Project Duration 01.06.2007 - 31.01.2008Importance of savings dedicated to home ownership (Bausparen) and building societies (Bausparkassen) in Baden Württemberg.
- Project Duration 15.03.2007 - 28.02.2008Economic and societal importance of family enterprises
- Project Duration 01.01.2007 - 30.04.2007Markets for Financial Derivatives in CEECs
- Project Duration 01.12.2006 - 31.08.2007Integrated Analysis of the Distributions of Income and Wealth
- Project Duration 27.02.2006 - 31.05.2006Analysis of a Forward Rate Bias-Strategy
- Project Duration 01.01.2006 - 31.01.2007Psychology, growth and the ability to reform
- Project Duration 23.12.2005 - 31.10.2006Current Trends in the European Asset Management Industry
- Project Duration 01.12.2005 - 30.01.2006The effects of return oriented portfolio restructuring
- Project Duration 01.02.2005 - 15.10.2005Amount and Structure of Private Households’ Assets – Comparing Baden-Württemberg with the other German Federal States
Events
Corporate Education
- 13.09.2010 - 19.11.2010Strengthening Macroeconomic Policies (MPS+)
- 14.09.2011 - 18.11.2011Strengthening Macroeconomic Policies (MPS+)
- 14.09.2009 - 20.11.2009Strengthening Macroeconomic Policies (MPS+)
More Information
Teaching Activities and Stand-in Professors
-
SS 2011:
Lecture
"Empirical Methods in Finance",
Universität Stuttgart, Stuttgart, Germany
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SS 2011:
Lecture
"Empirical Methods in Finance",
Research Stays
- 03. - 04.2010 London Business School, London, United Kingdom
Referee-Reports for Scientific Journals, Public Trusts etc.
- 12.2011: Zeitschrift "Energy Economics"
Lectures
-
2011:
Does it pay to watch macroeconomic and regulatory announcements? Evidence from the EU ETS,
Macro and Financial Econometrics Conference,
Ruprecht-Karls-Universität Heidelberg, Deutschland -
2010:
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency,
LBS Research Seminar,
London Business School, London, Vereinigtes Königreich -
2009:
The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decision on Second NAPs,
36th Annual Meeting of the European Finance Association,
Bergen, Norwegen
more information
-
2011:
Does it pay to watch macroeconomic and regulatory announcements? Evidence from the EU ETS,
Memberships
