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Roland Mestel

Personal Details

First Name:Roland
Middle Name:
Last Name:Mestel
Suffix:
RePEc Short-ID:pme465
http://www.uni-graz.at/baf

Affiliation

Institut für Banken und Finanzierung
Social- und Wirtschaftswissenschaftliche Fakultät
Karl-Franzens-Universität Graz

Graz, Austria
http://www.uni-graz.at/baf

: +43/316/380-6811

+43/316/380-6811
RePEc:edi:bgrazat (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2012. "A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality," Working Paper Series, Social and Economic Sciences 2012-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  2. Alexander Brauneis & Michael Loretz & Roland Mestel & Stefan Palan, 2011. "Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading," Working Papers 2011.74, Fondazione Eni Enrico Mattei.
  3. Gurgul, Henryk & Lach, Lukasz & Mestel, Roland, 2011. "The relationship between budgetary expenditure and economic growth in Poland," MPRA Paper 35784, University Library of Munich, Germany.
  4. Gurgul, Henryk & Mestel, Roland & Wójtowicz, Tomasz, 2007. "Distribution of Volume on the American Stock Market," MPRA Paper 68572, University Library of Munich, Germany, revised 2007.
  5. Gurgul, Henryk & Majdosz, Paweł & Mestel, Roland, 2007. "Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
    [On application of regression models in event studies on financial markets]
    ," MPRA Paper 68570, University Library of Munich, Germany, revised 2007.

Articles

  1. Brauneis, Alexander & Mestel, Roland, 2018. "Price discovery of cryptocurrencies: Bitcoin and beyond," Economics Letters, Elsevier, vol. 165(C), pages 58-61.
  2. Henryk Gurgul & Roland Mestel & Robert Syrek, 2017. "MIDAS models in banking sector – systemic risk comparison," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(2), pages 165-181.
  3. Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2015. "Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 357-373, June.
  4. Brauneis, Alexander & Mestel, Roland & Palan, Stefan, 2013. "Inducing low-carbon investment in the electric power industry through a price floor for emissions trading," Energy Policy, Elsevier, vol. 53(C), pages 190-204.
  5. Henryk Gurgul & Roland Mestel & Robert Syrek, 2013. "The testing of causal stock returns-trading volume dependencies with the aid of copulas," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 13, pages 21-44.
  6. Henryk Gurgul & Machno Artur & Roland Mestel, 2013. "Modeling of returns and trading volume by regime switching copulas," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 13, pages 45-64.
  7. Henryk Gurgul & Łukasz Lach & Roland Mestel, 2012. "The relationship between budgetary expenditure and economic growth in Poland," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 161-182, March.
  8. Alexander Brauneis & Roland Mestel & Stefan Palan, 2012. "Does a cap on the carbon price have to be a cap on green investments?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(2), pages 217-231, May.
  9. Henryk Gurgul & Roland Mestel & Robert Syrek, 2008. "Polish stock market and some foreign markets – dependence analysis by copulas," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 17-35.
  10. Henryk Gurgul & Roland Mestel & Tomasz Wojtowicz, 2007. "Distribution of volume on the American stock market," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 1, pages 143-163.
  11. Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2007. "Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 1, pages 121-142.
  12. Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007. "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 353-379, September.
  13. Henryk Gurgul & Pawe³ Majdosz & Roland Mestel, 2006. "Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 58-68, January.
  14. Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2005. "Joint Dynamics of Prices and Trading Volume on the Polish Stock Market," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(2), pages 139-156.
  15. Roland Mestel & Karl Steininger, 1995. "Ansätze zur Behebung des Kapitalangebotsmangels in Entwicklungsländern. Die Zeit nach der Schuldenkrise," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 21(1), pages 139-173.

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. Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2012. "A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality," Working Paper Series, Social and Economic Sciences 2012-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.

    Cited by:

    1. Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW).
    2. Andrea Morone & Simone Nuzzo, 2016. "Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market," EERI Research Paper Series EERI RP 2016/17, Economics and Econometrics Research Institute (EERI), Brussels.

  2. Alexander Brauneis & Michael Loretz & Roland Mestel & Stefan Palan, 2011. "Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading," Working Papers 2011.74, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Fan, Jin & Li, Jun & Wu, Yanrui & Wang, Shanyong & Zhao, Dingtao, 2016. "The effects of allowance price on energy demand under a personal carbon trading scheme," Applied Energy, Elsevier, vol. 170(C), pages 242-249.
    2. Richstein, Jörn C. & Chappin, Emile J.L. & de Vries, Laurens J., 2014. "Cross-border electricity market effects due to price caps in an emission trading system: An agent-based approach," Energy Policy, Elsevier, vol. 71(C), pages 139-158.
    3. Brauneis, Alexander & Mestel, Roland & Palan, Stefan, 2013. "Inducing low-carbon investment in the electric power industry through a price floor for emissions trading," Energy Policy, Elsevier, vol. 53(C), pages 190-204.
    4. Alexander Zeitlberger & Alexander Brauneis, 2016. "Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(1), pages 149-176, March.
    5. Wang, Tan & Gong, Yu & Jiang, Chuanwen, 2014. "A review on promoting share of renewable energy by green-trading mechanisms in power system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 40(C), pages 923-929.
    6. Alexander C. M. Zeitlberger & Alexander Brauneis, 2016. "Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(1), pages 149-176, March.
    7. Zeng, Shihong & Nan, Xin & Liu, Chao & Chen, Jiuying, 2017. "The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices," Energy Policy, Elsevier, vol. 106(C), pages 111-121.
    8. Jian-Lei Mo & Joachim Schleich & Lei Zhu & Ying Fan, 2015. "Delaying the introduction of emissions trading systems—Implications for power plant investment and operation from a multi-stage decision model," Grenoble Ecole de Management (Post-Print) hal-01265934, HAL.
    9. Angelo Antoci & Simone Borghesi & Mauro Sodini, 2012. "ETS and Technological Innovation: A Random Matching Model," Working Papers 2012.79, Fondazione Eni Enrico Mattei.
    10. Barradale, Merrill Jones, 2014. "Investment under uncertain climate policy: A practitioners׳ perspective on carbon risk," Energy Policy, Elsevier, vol. 69(C), pages 520-535.
    11. Alexander Brauneis & Roland Mestel & Stefan Palan, 2012. "Does a cap on the carbon price have to be a cap on green investments?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(2), pages 217-231, May.
    12. Mo, Jian-Lei & Agnolucci, Paolo & Jiang, Mao-Rong & Fan, Ying, 2016. "The impact of Chinese carbon emission trading scheme (ETS) on low carbon energy (LCE) investment," Energy Policy, Elsevier, vol. 89(C), pages 271-283.

  3. Gurgul, Henryk & Lach, Lukasz & Mestel, Roland, 2011. "The relationship between budgetary expenditure and economic growth in Poland," MPRA Paper 35784, University Library of Munich, Germany.

    Cited by:

    1. René Cabral & André Varella Mollick & Eduardo Saucedo, 2016. "Violence in Mexico and its effects on labor productivity," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(2), pages 317-339, March.
    2. Andrew Phiri, 2017. "Nonlinearities in Wagner's law: further evidence from South Africa," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 9(3), pages 231-249.
    3. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Reneé van Eyden, 2014. "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(6), pages 619-633, December.
    4. Khalid Zaman & Bashir Khilji, 2014. "A note on pro-poor social expenditures," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(4), pages 2121-2154, July.

Articles

  1. Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2015. "Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 357-373, June.

    Cited by:

    1. Thomas Stöckl & Stefan Palan, 2018. "Catch me if you can. Can human observers identify insiders in asset markets?," Working Paper Series, Social and Economic Sciences 2018-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    2. Jürgen Fleiß & Stefan Palan, 2015. "Collaborative decision systems in economics and in complex societal and environmental applications," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 279-282, June.

  2. Brauneis, Alexander & Mestel, Roland & Palan, Stefan, 2013. "Inducing low-carbon investment in the electric power industry through a price floor for emissions trading," Energy Policy, Elsevier, vol. 53(C), pages 190-204.
    See citations under working paper version above.
  3. Henryk Gurgul & Łukasz Lach & Roland Mestel, 2012. "The relationship between budgetary expenditure and economic growth in Poland," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 161-182, March.
    See citations under working paper version above.
  4. Alexander Brauneis & Roland Mestel & Stefan Palan, 2012. "Does a cap on the carbon price have to be a cap on green investments?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(2), pages 217-231, May.

    Cited by:

    1. Brauneis, Alexander & Mestel, Roland & Palan, Stefan, 2013. "Inducing low-carbon investment in the electric power industry through a price floor for emissions trading," Energy Policy, Elsevier, vol. 53(C), pages 190-204.

  5. Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007. "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 353-379, September.

    Cited by:

    1. Shmilovici Armin & Ben-Gal Irad, 2012. "Predicting Stock Returns Using a Variable Order Markov Tree Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-33, December.
    2. Henfryk Gurgul & lukasz Lach, 2009. "Linear versus nonlinear causalityfor dax companies," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 27-46.

  6. Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2005. "Joint Dynamics of Prices and Trading Volume on the Polish Stock Market," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(2), pages 139-156.

    Cited by:

    1. Rodrigo Aranda & Patricio Jaramillo, 2008. "Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume," Working Papers Central Bank of Chile 463, Central Bank of Chile.
    2. Katarzyna Bien-Barkowska, 2012. ""Does it take volume to move fx rates?" Evidence from quantile regressions," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 35-52.
    3. Rodrigo F. Aranda L. & Patricio Jaramillo G., 2010. "Non-linear Dynamics in the Chilean Stock Market: Evidence on Traded Volumes and Returns," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 67-94, December.
    4. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1S), pages 148-166, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2012-02-01
  2. NEP-ENE: Energy Economics (1) 2012-02-01
  3. NEP-ENV: Environmental Economics (1) 2012-02-01
  4. NEP-FDG: Financial Development & Growth (1) 2012-01-18
  5. NEP-MST: Market Microstructure (1) 2012-12-15
  6. NEP-REG: Regulation (1) 2012-02-01
  7. NEP-TRA: Transition Economics (1) 2012-01-18

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