Roland Mestel (Deputy Director of the Department)

Roland Mestel's research focuses on the microstructure of financial markets, i.e. the specific organization of the exchange of capital supply and demand. One focus in this regard is on markets for digital assets (cryptocurrencies) and, in particular, on decentralized markets. Further research focuses on asset management, asset pricing and risk management. Roland Mestel leads/has led a large number of externally funded research projects from research funding and contract research. He is a member of the board of the Austrian Banking Research Association, co-editor of the BankArchiv and associate editor of the Journal of Behavioral and Experimental Finance.

Portrait picture of Roland Mestel {f:if(condition: 'SBESS/Wolf', then: '©SBESS/Wolf')}
©SBESS/Wolf

  • Market quality and algorithmic trading at the Austrian stock market. Project supported with funds from the Anniversary Fund of Oesterreichische Nationalbank; 2019-2023.
  • Austria's path to climate neutrality: identifying a cross-sector integrated framework and incentive structure, distributional and budgetary implications. Responsible for work package: Financial markets. Project supported with funds from the Climate and Energy Fund and implemented in line with the Austrian Climate Research Program ACRP; 2022-2024.
  • Brauneis, Alexander; Mestel, Roland; Palan, Stefan
    Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading.
    In: Energy Policy. 53. 2013. 190 - 204. doi:10.1016/j.enpol.2012.10.048
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Gurgul, Henryk; Machno, Artur; Mestel, Roland
    Modeling of Returns and Trading Volume by Regime Switching Copulas.
    In: Managerial Economics. 13,-. 2013. 45 - 64, 20 S. doi:10.7494/manage.2013.13.45
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Gurgul, Henryk; Mestel, Roland; Syrek, Robert
    The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas.
    In: Managerial Economics. 13,-. 2013. 21 - 44, 24 S. doi:10.7494/manage.2013.13.21
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Brauneis, Alexander; Mestel, Roland; Palan, Stefan
    Does a cap on the carbon price have to be a cap on green investments?
    In: Empirica. 39,2. 2012. 217 - 231. doi:10.1007/s10663-012-9188-5
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Gauper, Andrea; Mestel, Roland; Palan, Stefan
    Vergleichende Analyse von Fondsdirektinvestments mit Fonds-gebundenen Lebensversicherungen.
    In: BankArchiv: Zeitschrift für das gesamte Bank- und Börsenwesen. 60,4. 2012. 218 - 228, 10 S.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Töglhofer, Christoph; Mestel, Roland; Prettenthaler, Franz
    Weather Value at Risk: On the Measurement of Noncatastrophic Weather Risk.
    In: Weather, Climate, and Society . Volume 4,Issue 3 (July 2012). 2012. 190 - 199, 10 S. doi:10.1175/WCAS-D-11-00062.1
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Gurgul, Henryk; Lukasz, Lach; Mestel, Roland
    The relationship between budgetary expenditure and economic growth in Poland.
    In: Central European Journal of Operations Research. 20,1. 2012. 161 - 182, 22 S. doi:10.1007/s10100-010-0186-z
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Loretz, Michael; Mestel, Roland; Türk, Andreas
    Institutionelle Fragen des CO2-Handels am Beispiel des EU Emissionshandelssystems.
    In: BankArchiv: Zeitschrift für das gesamte Bank- und Börsenwesen. 58. Jahrgang,Dezember 2010. 2010. 802 - 816.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Gurgul, Henryk; Mestel, Roland; Syrek, Robert
    Kopule i przycznowosc w badaniach zwiazkow pomiedzy zmiennymi finansowymi wybranych spolek z DAX.
    In: Managerial Economics. 3,2008. 2008. 7 - 20, 14 S.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Mestel, Roland
    Polish stock market and some foreign markets - dependence analysis by copulas.
    In: Politechnika Wroclawska. Badania Operacyjne i Decyzje. 2/2008. 2008. 17 - 35, 19 S.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag

Ao.Univ.-Prof. Mag. Dr.rer.soc.oec.
Roland Mestel

Stellvertretender Institutsleiter
roland.mestel(at)uni-graz.at

+43 316 380 - 7304
ORCID: 0000-0002-8292-0382