| Oil Volatility Risk L Gao, S Hitzemann, I Shaliastovich, L Xu Journal of Financial Economics, 2021 | 122 | 2021 |
| Equilibrium price dynamics of emission permits S Hitzemann, M Uhrig-Homburg Journal of Financial and Quantitative Analysis 53 (4), 1653-1678, 2018 | 62* | 2018 |
| Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities S Hitzemann, M Uhrig-Homburg, KM Ehrhart Energy Economics 51, 560-569, 2015 | 45 | 2015 |
| Macroeconomic Fluctuations, Oil Supply Shocks, and Equilibrium Oil Futures Prices S Hitzemann | 37* | 2015 |
| Understanding macro and asset price dynamics during the climate transition M Donadelli, P Grüning, S Hitzemann Bank of Lithuania Discussion Paper, 2019 | 34 | 2019 |
| Margin Requirements and Equity Option Returns S Hitzemann, M Hofmann, M Uhrig-Homburg, C Wagner | 30* | 2017 |
| Empirical performance of reduced-form models for emission permit prices S Hitzemann, M Uhrig-Homburg Review of Derivatives Research 22 (3), 389-418, 2019 | 23 | 2019 |
| Paying for beta: Leverage demand and asset management fees S Hitzemann, S Sokolinski, M Tai Journal of Financial Economics 145 (1), 105-128, 2022 | 12 | 2022 |
| The impact of the yearly emissions announcement on CO2 prices: an event study S Hitzemann, M Uhrig-Homburg, KM Ehrhart Information Management and Market Engineering 2, 77-92, 2010 | 11 | 2010 |
| Mind the Gap: The Non-Fundamental Role of Earnings Days A Ben-Rephael, S Hitzemann, Y Xiao | 7* | 2024 |
| Welfare costs of oil shocks S Hitzemann, A Yaron Unpublished working paper, 2016 | 7 | 2016 |
| On the combinatorics of Galois numbers S Hitzemann, W Hochstättler Discrete Mathematics 310 (24), 3551-3557, 2010 | 7 | 2010 |
| Does Sustainable Investing Dull Stock Reactions to Cash Flow News? S Hitzemann, AA Qin, S Sokolinski, A Tamoni Available at SSRN 4588883, 2024 | 4* | 2024 |
| Carbon Returns and Risk Premia in a Macro-Finance Model for the Climate Transition M Donadelli, P Grüning, S Hitzemann Available at SSRN 5118182, 2022 | 3 | 2022 |
| Perceived Deflation Risk J Beatty, S Hitzemann | | 2025 |
| Carbon Finance: Equilibrium Modeling and Empirical Analysis S Hitzemann | | 2013 |
Michael DonadelliUniversity of BresciaVerified email at unibs.it
