Details about Stefan Trueck
Access statistics for papers by Stefan Trueck.
Last updated 2022-01-18. Update your information in the RePEc Author Service.
Short-id: ptr82
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Working Papers
2019
- Wheat and maize futures reaction to weather shocks in Europe
172nd EAAE Seminar, May 28-29, 2019, Brussels, Belgium, European Association of Agricultural Economists
2016
- Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
2015
- Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (1)
See also Journal Article Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period, Journal of Futures Markets, John Wiley & Sons, Ltd. (2016) View citations (21) (2016)
2014
- Modelling price spikes in electricity markets - the impact of load, weather and capacity
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
- Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions
Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) ![Downloads](/downloads_econpapers.gif)
Also in Working Papers, Fondazione Eni Enrico Mattei (2014)
2013
- An empirical comparison of alternate schemes for combining electricity spot price forecasts
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (9)
See also Journal Article An empirical comparison of alternative schemes for combining electricity spot price forecasts, Energy Economics, Elsevier (2014) View citations (98) (2014)
- Emissions Mitigation Schemes in Australia—The Past, Present and Future
Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
2012
- Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling, Energy Economics, Elsevier (2013) View citations (124) (2013)
- The relationship between spot and futures CO2 emission allowance prices in the EU-ETS
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (12)
2011
- Interaction between Australian carbon prices and energy prices
Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (6)
- The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
CESifo Working Paper Series, CESifo View citations (2)
2010
- Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study
Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management View citations (2)
2007
- Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices
MPRA Paper, University Library of Munich, Germany View citations (46)
2006
- RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION
ERES, European Real Estate Society (ERES)
2005
- An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making
ERES, European Real Estate Society (ERES)
- Modeling catastrophe claims with left-truncated severity distributions (extended version)
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2005)
- Modeling electricity prices with regime switching models
Econometrics, University Library of Munich, Germany View citations (26)
- Time series properties of a rating system based on financial ratios
Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (11)
2003
- Modeling electricity prices: jump diffusion and regime switching
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (25)
See also Journal Article Modeling electricity prices: jump diffusion and regime switching, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (101) (2004)
Journal Articles
2021
- Actual uptake of home batteries: The key roles of capital and policy
Energy Policy, 2021, 151, (C) View citations (6)
- Carbon pass-through rates on spot electricity prices in Australia
Energy Economics, 2021, 96, (C) View citations (11)
- Investors' carbon risk exposure and their potential for shareholder engagement
Business Strategy and the Environment, 2021, 30, (1), 282-301 View citations (15)
- Second order of stochastic dominance efficiency vs mean variance efficiency
European Journal of Operational Research, 2021, 290, (3), 1192-1206 View citations (3)
2020
- A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS
Macroeconomic Dynamics, 2020, 24, (4), 995-1015 View citations (3)
- A dynamic network analysis of spot electricity prices in the Australian national electricity market
Energy Economics, 2020, 92, (C) View citations (9)
- Capital and policy impacts on Australian small-scale solar installations
Energy Policy, 2020, 136, (C) View citations (13)
- Volatility spillovers in Australian electricity markets
Energy Economics, 2020, 90, (C) View citations (29)
2019
- Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill
Energy Economics, 2019, 79, (C), 45-58 View citations (17)
2018
- Assessing sovereign default risk: A bottom-up approach
Economic Modelling, 2018, 70, (C), 525-542 View citations (2)
- Electricity markets around the world
Journal of Commodity Markets, 2018, 9, (C), 77-100 View citations (53)
- Factors of the term structure of sovereign yield spreads
Journal of International Money and Finance, 2018, 81, (C), 56-75 View citations (7)
- Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty
European Journal of Operational Research, 2018, 269, (1), 132-145 View citations (6)
2016
- Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period
Journal of Futures Markets, 2016, 36, (6), 587-611 View citations (21)
See also Working Paper Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period, HSC Research Reports (2015) View citations (1) (2015)
- Financing alternative energy projects: An examination of challenges and opportunities for local government
Energy Policy, 2016, 97, (C), 354-364 View citations (4)
- It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events
European Journal of Operational Research, 2016, 253, (3), 856-868 View citations (7)
2015
- Daily Business and External Condition Indices for the Australian Economy
The Economic Record, 2015, 91, (S1), 38-53 View citations (3)
- Editorial to the special issue on Applicable semiparametrics of computational statistics
Computational Statistics, 2015, 30, (3), 641-646
- The dynamics of returns on renewable energy companies: A state-space approach
Energy Economics, 2015, 48, (C), 325-335 View citations (95)
2014
- An empirical comparison of alternative schemes for combining electricity spot price forecasts
Energy Economics, 2014, 46, (C), 395-412 View citations (98)
See also Working Paper An empirical comparison of alternate schemes for combining electricity spot price forecasts, HSC Research Reports (2013) View citations (9) (2013)
- Unbiasedness and risk premiums in the Indian currency futures market
Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 13-32 View citations (6)
2013
- Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
Energy Economics, 2013, 38, (C), 96-110 View citations (124)
See also Working Paper Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling, MPRA Paper (2012) View citations (5) (2012)
- Regional and global contagion in real estate investment trusts
Journal of Property Investment & Finance, 2013, 31, (1), 53-77 View citations (11)
2011
- Style analysis and Value-at-Risk of Asia-focused hedge funds
Pacific-Basin Finance Journal, 2011, 19, (5), 491-510 View citations (8)
- The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis
The Economic Record, 2011, 87, (s1), 105-124 View citations (28)
2010
- Returns of REITS and stock markets
Journal of Property Investment & Finance, 2010, 28, (1), 34-57 View citations (4)
2009
- Modeling the price dynamics of CO2 emission allowances
Energy Economics, 2009, 31, (1), 4-15 View citations (275)
2006
- Modelling catastrophe claims with left-truncated severity distributions
Computational Statistics, 2006, 21, (3), 537-555 View citations (11)
- Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 36 View citations (146)
2005
- Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2005, 74, (4), 112-124
2004
- Modeling electricity prices: jump diffusion and regime switching
Physica A: Statistical Mechanics and its Applications, 2004, 336, (1), 39-48 View citations (101)
See also Working Paper Modeling electricity prices: jump diffusion and regime switching, HSC Research Reports (2003) View citations (25) (2003)
Books
2008
- Rating Based Modeling of Credit Risk
Elsevier Monographs, Elsevier View citations (1)
Chapters
2009
- Recent Advances in Credit Risk Management
Springer
Software Items
2006
- SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models"
HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology
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