Dr. Daniel Rittler

Bergheimer Strasse 58

69115 Heidelberg

Research interests

(i) Empirical energy market analysis with focus on the European markets for emission rights

(ii) Applied econometrics, especially multivariate time series analysis

(iii) Analysis of high-frequency data: application of multivariate long memory models with conditional heteroscedasticity

Curriculum Vitae

10/2002 - 07/2007   Economics (diploma) at Heidelberg University

10/2007 - 02/2011   Scientific assistant, Chair for Statistics, Alfred-Weber-Institute, Heidelberg University

03/2011 - today        Scientific assistant, Chair for Empirical Economics, Alfred-Weber-Institute,              Heidelberg University

Publications

· Conrad, C., D. Rittler and W. Rotfuß (2012). Modeling and explaining the dynamics of European Union Allowance prices at high-frequency. Energy Economics 34, 316-324.

· Rittler, D. (2012). Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. Journal of Banking and Finance, 36 774-785.

Papers under revision

· Conrad, C., D. Rittler and W. Rotfuß (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.

Papers submitted for publication

· Rittler, D. (2011). Carbon and the stock market: A policy evaluation of the EU-ETS.

Work in progress

· Macroeconomic determinants of long-term volatilities and correlations in European energy commodity markets.

· Macroeconomic determinants of long-term volatilities and correlations in US crude oil and stock markets. (Joint work with C. Conrad and K. Loch)

Academic presentations

· International conference on Computational and Financial Economics, London 2011: The link between the carbon and the stock market: A policy evaluation of the EU-ETS.

· Erasmus School of Economics: Energy & Finance conference, Rotterdam 2011: The link between the carbon and the stock market: A policy evaluation of the EU-ETS.

· Departmental seminar University of Heidelberg, Heidelberg 2011: Price discovery and volatility spillovers in the European Union Emissions Trading Scheme: A high-frequency analysis.

· Humboldt-Copenhagen Conference on Financial Econometrics, Copenhagen 2011: Joint volume-volatility dynamics in the European Union Emissions Trading Scheme: A dual long memory analysis.

· Annual meeting of the Society for Nonlinear Dynamics and Econometrics, Washington D.C. 2011: Joint volume-volatility dynamics in the European Union Emissions Trading Scheme: A dual long memory analysis.

· Young academics workshop in environmental economics of the German Economic Association, Heidelberg 2011: Modeling and explaining the dynamics of European Union Allowance prices at high-frequency.

· Annual meeting of the Society for Nonlinear Dynamics and Econometrics, Novara 2010: Price discovery and volatility spillovers in European Union Allowances Phase II: A high-frequency analysis.

· Annual EC2-conference, Aarhus 2009: Price discovery and volatility spillovers in European Union Allowances Phase II: A high-frequency analysis.

· Departmental seminar University of Heidelberg, Heidelberg 2009: Price discovery and volatility spillovers in European Union Allowances Phase II: A high-frequency analysis.

· Annual meeting of the German Economic Association (Verein für Socialpolitik), Magdeburg 2009: Modeling and explaining the dynamics of European Union Allowance prices at high-frequency.

Refereeing

· Energy Economics, Energy Journal, International Journal of Business and Economics, Journal of Banking and Finance

Teaching

· Bachelor/Diploma: Descriptive Statistics, Introduction to Probability Calculus, Statistics and Econometrics

· Master: Econometrics

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Letzte Änderung: 19.11.2013