Blar i NTNU Open på forfatter "Schuerle, Michael"
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A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael (Peer reviewed; Journal article, 2021)We shed light on computational challenges when fitting the Nelson-Siegel, Bliss and Svensson parsimonious yield curve models to observed US Treasury securities with maturities up to 30 years. As model parameters have a ... -
Cross-border effects on Swiss electricity prices in the light of the energy transition
Paraschiv, Florentina; Frauendorfer, Karl; Schuerle, Michael (Journal article; Peer reviewed, 2018)Given the perspective of the Swiss energy policy to support investments in renewable energy sources, it becomes highly relevant at this point to understand cross-border effects of imported electricity on the Swiss electricity ... -
Econometric analysis of the determinants of electricity wholesale prices in Switzerland and Germany (Project Financed by Swiss Federal Office of Energy)
Paraschiv, Florentina; Frauendorfer, Karl; Schuerle, Michael (Research report, 2017)