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.
Selected projects
- 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.
Magazine publications
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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 -
Gurgul, Henryk; Mestel, Roland
Price-Volume relations of DAX companies..
In: Financial Markets and Portfolio Management. 21,3. 2007. 353 - 379..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Gurgul, Henryk; Majdosz, Pawel; Mestel, Roland
Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien..
In: Managerial Economics. 2007,1. 2007. 121 - 142, 22 S..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag