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 0 0 21
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 0 0 2 408
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 2 3 5 148
Conditional systemic risk with penalized copula 0 0 0 44 2 3 5 101
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 75 2 3 5 195
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 2 5 1,017
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 1 2 3 15
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 0 1 2 130
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 3 6 10 233
Interaction between Australian carbon prices and energy prices 0 0 1 1 2 2 4 12
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 1 2 184
Modeling electricity prices with regime switching models 0 1 1 1,033 0 2 2 1,889
Modeling electricity prices: jump diffusion and regime switching 1 1 1 222 4 4 5 611
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 2 3 6 253
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 3 5 209 5 11 16 486
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 1 242 1 1 6 688
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 1 1 2 34
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 0 0 8
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 1 12 0 0 1 31
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 0 0 106 1 2 6 368
The dynamics of hourly electricity prices 1 1 1 106 1 3 3 227
The impact of news on US household inflation expectations 0 0 1 36 1 1 2 66
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 1 3 325 1 2 12 1,388
Time series properties of a rating system based on financial ratios 0 0 0 155 1 4 7 493
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 1 3 53
Total Working Papers 3 7 16 3,421 31 58 114 9,059


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 1 1 9 1 2 4 26
A dynamic network analysis of spot electricity prices in the Australian national electricity market 1 1 4 15 6 6 18 50
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 3 5 8 26
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 0 3 59 3 4 18 197
Assessing sovereign default risk: A bottom-up approach 0 0 1 4 1 1 4 53
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 0 1 668
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 3 4 5 45
Carbon pass-through rates on spot electricity prices in Australia 0 0 0 17 0 1 7 64
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 0 31 1 3 6 116
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 0 1 13 1 1 5 51
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 0 0 1 23
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 1 2 4 30
Electricity markets around the world 0 1 6 130 2 5 15 339
Factors of the term structure of sovereign yield spreads 0 0 1 18 2 2 5 100
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 1 3 46
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 2 3 9 484
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 2 4 5 32
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 2 2 5 47
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 1 4 7 27
Modeling electricity prices: jump diffusion and regime switching 1 2 4 50 4 6 12 147
Modeling the price dynamics of CO2 emission allowances 1 3 12 467 11 19 36 1,192
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 0 96
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 1 3 203 1 3 6 568
Regional and global contagion in real estate investment trusts 0 0 0 9 1 3 4 40
Returns of REITS and stock markets 0 0 1 8 1 2 4 30
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 0 12 0 0 3 57
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 1 1 3 94
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 1 1 6 49 2 3 10 129
The dynamics of returns on renewable energy companies: A state-space approach 2 2 2 57 6 6 12 193
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 1 1 135
Volatility spillovers in Australian electricity markets 0 0 1 25 1 1 5 72
Total Journal Articles 6 12 49 1,499 59 95 226 5,177


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 1 4 14 53 1 7 30 150
Total Books 1 4 14 53 1 7 30 150


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 0 1 3 8
Total Chapters 0 0 0 0 0 1 3 8


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" 0 0 0 146 1 1 4 285
Total Software Items 0 0 0 146 1 1 4 285


Statistics updated 2025-12-06