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 4 25
An empirical comparison of alternate schemes for combining electricity spot price forecasts 0 0 0 159 4 7 16 424
Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets 0 0 0 74 0 6 15 159
Conditional systemic risk with penalized copula 0 0 1 45 1 2 13 110
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 1 76 1 9 28 219
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 1 6 1,021
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 1 4 9 22
Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study 0 0 0 60 0 3 6 135
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 0 0 1 121 0 2 15 240
Interaction between Australian carbon prices and energy prices 0 0 0 1 1 4 13 22
Modeling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 28 2 8 11 194
Modeling electricity prices with regime switching models 0 1 3 1,035 1 5 21 1,908
Modeling electricity prices: jump diffusion and regime switching 0 0 1 222 1 5 16 623
Modelling catastrophe claims with left-truncated severity distributions (extended version) 0 0 0 49 1 4 12 261
Modelling price spikes in electricity markets - the impact of load, weather and capacity 0 4 9 215 2 12 28 502
Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices 0 0 0 242 1 6 21 708
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 1 0 3 10 18
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions 0 0 0 12 0 2 7 40
RISK AND RETURN IN EUROPEAN PROPERTY MARKETS - AN EMPIRICAL INVESTIGATION 0 0 0 12 1 4 5 36
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis 0 1 1 107 2 7 18 383
The dynamics of hourly electricity prices 1 1 2 107 2 3 14 238
The impact of news on US household inflation expectations 0 0 0 36 0 0 6 71
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 2 4 328 2 11 28 1,412
Time series properties of a rating system based on financial ratios 0 0 0 155 0 6 23 510
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 1 6 11 63
Total Working Papers 2 9 23 3,436 25 122 356 9,344


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 0 5 27
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 0 3 16 0 8 24 63
Actual uptake of home batteries: The key roles of capital and policy 0 0 1 4 1 7 22 42
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 1 3 61 2 4 25 214
Assessing sovereign default risk: A bottom-up approach 0 0 0 4 1 8 19 69
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 0 3 670
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 1 3 11 51
Carbon pass-through rates on spot electricity prices in Australia 0 1 2 19 2 9 20 81
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 1 1 32 1 6 16 128
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 0 3 15 0 3 17 65
Daily Business and External Condition Indices for the Australian Economy 0 0 0 10 0 1 7 29
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 1 8 35
Electricity markets around the world 0 1 5 132 0 3 22 354
Factors of the term structure of sovereign yield spreads 0 0 2 19 0 4 20 115
Financing alternative energy projects: An examination of challenges and opportunities for local government 0 0 0 7 0 0 10 54
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling 1 1 3 147 3 12 27 504
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 6 9 18 46
It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events 0 0 0 12 0 2 7 51
Managing risks from climate impacted hazards – The value of investment flexibility under uncertainty 0 0 0 3 1 2 16 38
Modeling electricity prices: jump diffusion and regime switching 1 1 5 53 1 5 23 162
Modeling the price dynamics of CO2 emission allowances 1 3 12 473 4 16 51 1,220
Modelling catastrophe claims with left-truncated severity distributions 0 0 0 33 1 5 10 106
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models 0 0 1 203 2 9 21 586
Regional and global contagion in real estate investment trusts 0 0 0 9 0 3 11 47
Returns of REITS and stock markets 0 0 1 8 0 2 10 36
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 1 13 0 4 17 73
Style analysis and Value-at-Risk of Asia-focused hedge funds 0 0 0 17 1 3 7 99
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis 0 0 1 49 1 2 7 133
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 57 0 4 18 202
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 1 5 139
Volatility spillovers in Australian electricity markets 0 0 1 25 3 5 11 80
Total Journal Articles 3 9 48 1,521 31 141 488 5,519


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 0 4 18 62 2 14 49 182
Total Books 0 4 18 62 2 14 49 182


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 7 14
Total Chapters 0 0 0 0 1 3 7 14


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 1 2 148 2 7 12 294
Total Software Items 0 1 2 148 2 7 12 294


Statistics updated 2026-06-04