| Risk-neutral valuation: Pricing and hedging of financial derivatives NH Bingham, R Kiesel Springer Science & Business Media, 2013 | 866 | 2013 |
| The estimation of transition matrices for sovereign credit ratings YT Hu, R Kiesel, W Perraudin Journal of Banking & Finance 26 (7), 1383-1406, 2002 | 271 | 2002 |
| Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium FE Benth, Á Cartea, R Kiesel Journal of banking & finance 32 (10), 2006-2021, 2008 | 231 | 2008 |
| Econometric analysis of 15-minute intraday electricity prices R Kiesel, F Paraschiv Energy Economics 64, 77-90, 2017 | 217 | 2017 |
| Semi-parametric modelling in finance: theoretical foundations NH Bingham, R Kiesel Quantitative Finance 2 (4), 241, 2002 | 146 | 2002 |
| A critical empirical study of three electricity spot price models FE Benth, R Kiesel, A Nazarova Energy Economics 34 (5), 1589-1616, 2012 | 141 | 2012 |
| A two-factor model for the electricity forward market R Kiesel, G Schindlmayr, RH Börger Quantitative Finance 9 (3), 279-287, 2009 | 129 | 2009 |
| Risk-neutral valuation of participating life insurance contracts D Bauer, R Kiesel, A Kling, J Ruß Insurance: Mathematics and Economics 39 (2), 171-183, 2006 | 127 | 2006 |
| The structure of credit risk: spread volatility and ratings transitions R Kiesel, W Perraudin, A Taylor Bank of England, 2001 | 77 | 2001 |
| Modelling asset returns with hyperbolic distributions NH Bingham, R Kiesel Return distributions in finance, 1-20, 2001 | 57 | 2001 |
| Modeling the forward surface of mortality D Bauer, FE Benth, R Kiesel SIAM Journal on Financial Mathematics 3 (1), 639-666, 2012 | 53 | 2012 |
| On the risk-neutral valuation of life insurance contracts with numerical methods in view D Bauer, D Bergmann, R Kiesel ASTIN Bulletin: The Journal of the IAA 40 (1), 65-95, 2010 | 51 | 2010 |
| A semi-parametric approach to risk management NH Bingham, R Kiesel, R Schmidt Quantitative Finance 3 (6), 426, 2003 | 47 | 2003 |
| Fair valuation of insurance contracts under Lévy process specifications S Kassberger, R Kiesel, T Liebmann Insurance: Mathematics and Economics 42 (1), 419-433, 2008 | 46 | 2008 |
| An empirical study of the information premium on electricity markets FE Benth, R Biegler-König, R Kiesel Energy Economics 36, 55-77, 2013 | 40 | 2013 |
| Cross‐commodity analysis and applications to risk management R Börger, Á Cartea, R Kiesel, G Schindlmayr Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 39 | 2009 |
| A multivariate commodity analysis and applications to risk management Á Cartea, R Kiesel, G Schindlmayr Birkbeck, Department of Economics, Mathematics & Statistics, 2007 | 39* | 2007 |
| A fully parametric approach to return modelling and risk management of hedge funds S Kassberger, R Kiesel Financial markets and portfolio management 20, 472-491, 2006 | 39 | 2006 |
| The structure of credit risk R Kiesel, W Perraudin, A Taylor Birkbeck College, London 1, 1999 | 38 | 1999 |
| The Wasserstein metric and robustness in risk management R Kiesel, R Rühlicke, G Stahl, J Zheng Risks 4 (3), 32, 2016 | 34 | 2016 |
