Access Statistics for Stefan Trueck

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of Property Price Trends in Germany - Implications for Property Valuation Practice and Investment Decision Making 0 0 0 7 0 2 2 23
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 1 9 9 417
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 3 5 9 153
Conditional systemic risk with penalized copula 0 1 1 45 2 7 11 108
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 1 1 1 76 2 15 19 210
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 3 3 5 1,020
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 3 6 18
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 2 2 3 132
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 1 5 15 238
Interaction between Australian carbon prices and energy prices 0 0 0 1 0 6 9 18
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 2 2 3 186
Modeling electricity prices with regime switching models 0 1 2 1,034 5 14 16 1,903
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 0 7 11 618
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 4 10 257
Modelling price spikes in electricity markets - the impact of load, weather and capacity 0 2 6 211 0 4 18 490
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 3 14 17 702
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 4 6 38
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 1 7 7 15
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 0 1 1 32
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 0 106 1 8 12 376
The dynamics of hourly electricity prices 0 0 1 106 0 8 11 235
The impact of news on US household inflation expectations 0 0 0 36 1 5 6 71
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 1 3 326 2 13 20 1,401
Time series properties of a rating system based on financial ratios 0 0 0 155 4 11 18 504
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 1 4 6 57
Total Working Papers 2 6 16 3,427 35 163 250 9,222


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 0 1 9 0 1 5 27
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 1 5 16 0 5 21 55
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 4 9 15 35
An empirical comparison of alternative schemes for combining electricity spot price forecasts 1 1 4 60 3 13 26 210
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 1 8 11 61
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 2 3 670
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 0 3 8 48
Carbon pass-through rates on spot electricity prices in Australia 0 1 1 18 0 8 11 72
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 0 31 1 6 11 122
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 1 2 3 15 3 11 15 62
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 0 5 6 28
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 4 7 34
Electricity markets around the world 0 1 5 131 3 12 24 351
Factors of the term structure of sovereign yield spreads 1 1 2 19 2 11 16 111
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 8 11 54
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 2 8 16 492
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 3 5 10 37
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 1 2 6 49
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 2 9 16 36
Modeling electricity prices: jump diffusion and regime switching 1 2 5 52 1 10 19 157
Modeling the price dynamics of CO2 emission allowances 1 3 14 470 2 12 44 1,204
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 1 5 5 101
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 2 9 13 577
Regional and global contagion in real estate investment trusts 0 0 0 9 0 4 8 44
Returns of REITS and stock markets 0 0 1 8 0 4 8 34
Second order of stochastic dominance efficiency vs mean variance efficiency 1 1 1 13 2 12 13 69
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 0 2 5 96
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 4 49 0 2 8 131
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 57 1 5 14 198
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 1 3 4 138
Volatility spillovers in Australian electricity markets 0 0 1 25 1 3 7 75
Total Journal Articles 6 13 53 1,512 36 201 386 5,378


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Rating Based Modeling of Credit Risk 3 5 17 58 8 18 43 168
Total Books 3 5 17 58 8 18 43 168


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Recent Advances in Credit Risk Management 0 0 0 0 1 3 5 11
Total Chapters 0 0 0 0 1 3 5 11


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" 1 1 1 147 1 2 6 287
Total Software Items 1 1 1 147 1 2 6 287


Statistics updated 2026-03-04