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 1 1 4 145
Conditional systemic risk with penalized copula 0 0 0 44 0 1 2 98
Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period 0 0 0 75 0 1 3 192
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 0 0 4 1,015
Emissions Mitigation Schemes in Australia—The Past, Present and Future 0 0 0 1 0 0 1 13
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 1 1 121 1 2 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 1 5 250
Modelling price spikes in electricity markets - the impact of load, weather and capacity 0 0 4 206 0 1 10 475
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 1 1 4 366
The dynamics of hourly electricity prices 0 0 1 105 0 0 1 224
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 0 0 3 324 1 2 11 1,386
Time series properties of a rating system based on financial ratios 0 0 0 155 2 2 4 489
Wheat and maize futures reaction to weather shocks in Europe 0 0 0 8 0 0 2 52
Total Working Papers 0 1 13 3,414 6 13 75 9,001

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 0 8 0 2 2 24
A dynamic network analysis of spot electricity prices in the Australian national electricity market 0 1 3 14 1 5 15 44
Actual uptake of home batteries: The key roles of capital and policy 1 1 1 4 1 1 4 21
An empirical comparison of alternative schemes for combining electricity spot price forecasts 0 1 4 59 0 4 17 193
Assessing sovereign default risk: A bottom-up approach 0 0 1 4 1 2 3 52
Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU 0 0 0 65 0 1 1 668
Capital and policy impacts on Australian small-scale solar installations 0 0 0 2 1 1 1 41
Carbon pass-through rates on spot electricity prices in Australia 0 0 0 17 0 2 7 63
Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill 0 0 1 31 0 1 4 113
Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period 0 1 1 13 0 2 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 1 1 2 28
Electricity markets around the world 0 2 9 129 0 2 17 334
Factors of the term structure of sovereign yield spreads 0 1 1 18 1 3 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 2 2 146 0 4 10 481
Investors' carbon risk exposure and their potential for shareholder engagement 0 0 0 3 0 0 4 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 1 4 23
Modeling electricity prices: jump diffusion and regime switching 0 0 3 48 2 2 10 141
Modeling the price dynamics of CO2 emission allowances 0 3 9 464 1 4 25 1,173
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 4 202 0 0 7 565
Regional and global contagion in real estate investment trusts 0 0 0 9 0 1 2 37
Returns of REITS and stock markets 1 1 1 8 1 2 3 28
Second order of stochastic dominance efficiency vs mean variance efficiency 0 0 0 12 0 1 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 11 126
The dynamics of returns on renewable energy companies: A state-space approach 0 0 2 55 2 3 10 187
Unbiasedness and risk premiums in the Indian currency futures market 0 0 0 21 0 0 0 134
Volatility spillovers in Australian electricity markets 1 1 1 25 1 2 5 71
Total Journal Articles 3 14 50 1,487 13 51 193 5,082

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 12 49 4 10 31 143
Total Books 3 5 12 49 4 10 31 143

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 2 5 284
Total Software Items 0 0 0 146 0 2 5 284

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Statistics updated 2025-09-05