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 0 1 3 145
Conditional systemic risk with penalized copula 0 0 0 44 0 0 2 98
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 75 1 2 4 193
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 1 5 1,016
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 1 1 2 14
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 0 0 1 129
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 0 1 4 227
Interaction between Australian carbon prices and energy prices 0 0 1 1 0 1 3 10
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 0 0 1 183
Modeling electricity prices with regime switching models 0 0 0 1,032 0 0 1 1,887
Modeling electricity prices: jump diffusion and regime switching 0 0 0 221 0 0 1 607
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 0 0 5 250
Modelling price spikes in electricity markets - the impact of load, weather and capacity 1 1 4 207 3 3 10 478
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 1 242 0 0 6 687
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 0 1 33
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 0 1 4 366
The dynamics of hourly electricity prices 0 0 1 105 1 1 2 225
The impact of news on US household inflation expectations 0 0 1 36 0 0 3 65
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 1 4 325 1 3 12 1,387
Time series properties of a rating system based on financial ratios 0 0 0 155 0 2 4 489
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 0 2 52
Total Working Papers 2 2 14 3,416 8 17 79 9,009


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 1 1 1 9 1 2 3 25
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 1 3 14 0 3 14 44
Actual uptake of home batteries: The key roles of capital and policy 0 1 1 4 1 2 4 22
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 0 3 59 0 2 16 193
Assessing sovereign default risk: A bottom-up approach 0 0 1 4 0 2 3 52
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 0 1 1 41
Carbon pass-through rates on spot electricity prices in Australia 0 0 0 17 1 1 8 64
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 0 31 0 0 3 113
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 1 1 13 0 1 6 50
Daily Business and External Condition Indices for the Australian Economy 0 0 1 10 0 1 2 23
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 1 2 28
Electricity markets around the world 0 1 9 129 0 1 16 334
Factors of the term structure of sovereign yield spreads 0 1 1 18 0 2 6 98
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 1 3 45
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 2 146 0 0 10 481
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 0 0 3 28
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 0 1 4 45
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 0 0 4 23
Modeling electricity prices: jump diffusion and regime switching 0 0 2 48 1 3 8 142
Modeling the price dynamics of CO2 emission allowances 2 3 11 466 4 6 24 1,177
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 0 0 1 96
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 2 202 0 0 5 565
Regional and global contagion in real estate investment trusts 0 0 0 9 0 0 2 37
Returns of REITS and stock markets 0 1 1 8 1 2 4 29
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 0 12 0 0 4 57
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 0 1 3 93
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 6 48 0 0 10 126
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 55 0 3 9 187
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 0 0 134
Volatility spillovers in Australian electricity markets 0 1 1 25 0 2 5 71
Total Journal Articles 3 11 48 1,490 9 38 184 5,091


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 5 13 50 2 8 31 145
Total Books 1 5 13 50 2 8 31 145


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 0 2 7
Total Chapters 0 0 0 0 0 0 2 7


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 0 1 4 284
Total Software Items 0 0 0 146 0 1 4 284


Statistics updated 2025-10-06